Inflation and real stock prices

Applied Financial Economics

Volumn 7, Issue 3, 1997, Pages 265-266

  Caporale, Tony ^a   Jung, Chulho ^a  

^a OHIO UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001755944     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031097333619     Document Type: Article

References (9)

1. Coate, D. and Vanderhoff, J. (1986) Stock returns, inflation, and real output, Economic Inquiry, 24, 555-60.
2. Fama, E. (1981) Stock returns, real activity, inflation, and money, American Economic Review, 71, 545-65.
3. Fama, E. (1990) Stock returns, expected returns, and real activity, Journal of Finance, 45, 1089-1108.
4. Fama, E. and Schwert, G. W. (1977) Asset returns and inflation, Journal of Financial Economics, 5, 115-46.
5. Feldstein, M. (1980) Inflation and the stock market, American Economic Review, 70, 839-47.
6. Modigliani, F. and Cohn, R. (1979) Inflation, rational valuation and the market, Financial Analyst's Journal, 35, 22-44.
7. Nelson, C. R. (1976) Inflation and rates of return on common stocks, Journal of Finance, 31, 471-83.
8. Pagan, A. (1984) Econometric issues in the analysis of regressions with generated regressors, International Economic Review, 25, 901-22.
9. Schwert, G. W. (1981) The adjustment of stock prices to information about inflation, Journal of Finance, 36, 15-29.