Publisher Summary This chapter reviews what is known about the time-series evolution of the
risk-return trade-off for stock market investment and presents some new empirical evidence…

The activating natural killer group 2 member D ( NKG 2 D ) receptor is expressed on NK cells,
cytotoxic T cells and additional T cell subsets. Ligands for human NKG 2 D comprise two …

… , Campbell and Lettau (1999) and Malkiel and Xu (1999). Campbell and Lettau are grateful
… Campbell and Lettau are grateful to Sangjoon Kim for his contributions to the first version of …

This paper studies the role of fluctuations in the aggregate consumption–wealth ratio for
predicting stock returns. Using US quarterly stock market data, we find that these fluctuations in …

… Next we review the theory in Lettau and Ludvigson (2001) motivating the use of cay as a
scaling variable. Section III describes the portfolio data and our empirical procedure for testing …

Nck is a ubiquitously expressed adapter protein that is almost exclusively built of one SH2
domain and three SH3 domains. The two isoproteins of Nck are functionally redundant in …

Evidence of stock-return predictability by financial ratios is still controversial, as documented
by inconsistent results for in-sample and out-of-sample regressions and by substantial …

… These findings were highlighted in Lettau and Ludvigson (2001); we now extend these
results to quantify the permanent and transitory components in wealth and consumption. …

We propose a dynamic risk‐based model that captures the value premium. Firms are modeled
as long‐lived assets distinguished by the timing of cash flows. The stochastic discount …

… Author links open overlay panel Martin Lettau a b c , Matteo Maggiori d b c , Michael Weber
… it − whenever r mt ≤ r m − σ r m , where r m and σ r m are the sample average and standard …