메뉴 건너뛰기




Volumn 82, Issue 1, 1998, Pages 223-247

Stock-Returns and Inflation in a Principal-Agent Economy

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0009166338     PISSN: 00220531     EISSN: None     Source Type: Journal    
DOI: 10.1006/jeth.1998.2434     Document Type: Article
Times cited : (7)

References (24)
  • 1
    • 0030544383 scopus 로고    scopus 로고
    • Unexpected inflation and stock-returns revisited - Evidence from Israel
    • Amihud Y. Unexpected inflation and stock-returns revisited - evidence from Israel. J. Money, Credit, Banking. 28:1996;22-33.
    • (1996) J. Money, Credit, Banking , vol.28 , pp. 22-33
    • Amihud, Y.1
  • 2
    • 84962996696 scopus 로고
    • On efficient distribution with private information
    • Atkeson A., Lucas R. E. Jr. On efficient distribution with private information. Rev. Econ. Stud. 59:1992;427-453.
    • (1992) Rev. Econ. Stud. , vol.59 , pp. 427-453
    • Atkeson, A.1    Lucas R.E., Jr.2
  • 3
    • 0010183107 scopus 로고
    • Predetermined prices and the allocation of social risks
    • Azariadis C., Cooper R. Predetermined prices and the allocation of social risks. Quart. J. Econ. 1985;495-518.
    • (1985) Quart. J. Econ. , pp. 495-518
    • Azariadis, C.1    Cooper, R.2
  • 5
    • 0011457680 scopus 로고
    • Unexpected inflation, real wages, and employment determination in union contracts
    • Card D. Unexpected inflation, real wages, and employment determination in union contracts. Amer. Econ. Rev. 80:1990;669-688.
    • (1990) Amer. Econ. Rev. , vol.80 , pp. 669-688
    • Card, D.1
  • 6
    • 0000496978 scopus 로고
    • Economic forces and the stock market
    • Chen N-F., Roll R., Ross S. Economic forces and the stock market. J. Bus. 59:1986;383-403.
    • (1986) J. Bus. , vol.59 , pp. 383-403
    • Chen, N-F.1    Roll, R.2    Ross, S.3
  • 7
    • 84937301393 scopus 로고
    • The adjustment of prices to monetary shocks when trade is sequential and uncertain
    • Eden B. The adjustment of prices to monetary shocks when trade is sequential and uncertain. J. Polit. Econ. 102:1994;493-509.
    • (1994) J. Polit. Econ. , vol.102 , pp. 493-509
    • Eden, B.1
  • 8
    • 33749009107 scopus 로고
    • Stock-returns, real activity, inflation, and money
    • Fama E. Stock-returns, real activity, inflation, and money. Amer. Econ. Rev. 71:1981;545-565.
    • (1981) Amer. Econ. Rev. , vol.71 , pp. 545-565
    • Fama, E.1
  • 9
    • 0001492519 scopus 로고
    • Inflation and the stock market
    • Feldstein M. Inflation and the stock market. Amer. Econ. Rev. 70:1980;839-847.
    • (1980) Amer. Econ. Rev. , vol.70 , pp. 839-847
    • Feldstein, M.1
  • 10
    • 84926271725 scopus 로고
    • Effects of nominal contracting on stock-returns
    • French K., Ruback R., Schwert W. Effects of nominal contracting on stock-returns. J. Polit. Econ. 91:1983;70-96.
    • (1983) J. Polit. Econ. , vol.91 , pp. 70-96
    • French, K.1    Ruback, R.2    Schwert, W.3
  • 12
    • 84920650577 scopus 로고
    • Stock market returns and inflation: Evidence from other countries
    • Gultekin B. Stock market returns and inflation: evidence from other countries. J. Fin. 38:1983;49-65.
    • (1983) J. Fin. , vol.38 , pp. 49-65
    • Gultekin, B.1
  • 14
    • 84977419357 scopus 로고
    • The changing responsiveness of wages to price-level shocks: Explicit and implicit indexation
    • Holland S. The changing responsiveness of wages to price-level shocks: explicit and implicit indexation. Econ. Inquiry. 1988;265-279.
    • (1988) Econ. Inquiry , pp. 265-279
    • Holland, S.1
  • 15
    • 0000139691 scopus 로고
    • Moral hazard and observability
    • Holmstrom B. Moral hazard and observability. Bell J. Econ. 10:1979;74-91.
    • (1979) Bell J. Econ. , vol.10 , pp. 74-91
    • Holmstrom, B.1
  • 17
    • 49649131398 scopus 로고
    • Expectations and the neutrality of money
    • Lucas R. E. Jr. Expectations and the neutrality of money. J. Econ. Theory. 4:1972;103-124.
    • (1972) J. Econ. Theory , vol.4 , pp. 103-124
    • Lucas R.E., Jr.1
  • 19
    • 0002519279 scopus 로고
    • The principal-agent relationship with an informed principal: Common values
    • Maskin E., Tirole J. The principal-agent relationship with an informed principal: common values. Econometrica. 60:1992;1-42.
    • (1992) Econometrica , vol.60 , pp. 1-42
    • Maskin, E.1    Tirole, J.2
  • 21
    • 0013001594 scopus 로고
    • Renegotiation-proof lotteries equilibrium in an economy with private information
    • Osano H. Renegotiation-proof lotteries equilibrium in an economy with private information. J. Econ. Theory. 65:1995;435-467.
    • (1995) J. Econ. Theory , vol.65 , pp. 435-467
    • Osano, H.1
  • 22
    • 0002142565 scopus 로고
    • Pareto optima and competitive equilibria with adverse selection and moral hazard
    • Prescott E. C., Townsend R. Pareto optima and competitive equilibria with adverse selection and moral hazard. Econometrica. 52:1984;21-46.
    • (1984) Econometrica , vol.52 , pp. 21-46
    • Prescott, E.C.1    Townsend, R.2
  • 23
    • 0002717838 scopus 로고
    • Risk sharing and incentives in the principal and agent relationship
    • Shavell S. Risk sharing and incentives in the principal and agent relationship. Bell J. Econ. 10:1979;55-73.
    • (1979) Bell J. Econ. , vol.10 , pp. 55-73
    • Shavell, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.