Sydney Ludvigson

17 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-3704-8713

NYU, CEPR, and NBER , USA

Publications

• What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market — The Review of Financial Studies 2026
• How the Wealth Was Won: Factor Shares as Market Fundamentals — Journal of Political Economy 2025
• Monetary Policy and Asset Valuation — The Journal of Finance 2022
• Belief Distortions and Macroeconomic Fluctuations — American Economic Review 2022
• Review Article: Perspectives on the Future of Asset Pricing — The Review of Financial Studies 2021
• Capital Share Risk in U.S. Asset Pricing — The Journal of Finance 2019
• The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium — Journal of Political Economy 2017
• Measuring Uncertainty — American Economic Review 2015
• Investor Information, Long-Run Risk, and the Term Structure of Equity — The Review of Financial Studies 2015
• Macro Factors in Bond Risk Premia — The Review of Financial Studies 2009
• The Declining Equity Premium: What Role Does Macroeconomic Risk Play? — The Review of Financial Studies 2008
• The empirical risk–return relation: A factor analysis approach — Journal of Financial Economics 2007
• Expected returns and expected dividend growth — Journal of Financial Economics 2005
• Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption — American Economic Review 2004
• Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying — Journal of Political Economy 2001
• Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption? — American Economic Review 2001
• Consumption, Aggregate Wealth, and Expected Stock Returns — The Journal of Finance 2001