Firm Characteristics, Unanticipated Inflation, and Stock Returns

The Journal of Finance

Volumn 43, Issue 4, 1988, Pages 965-981

  PEARCE, DOUGLAS K ^a   ROLEY, V VANCE ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84977717696     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1988.tb02615.x     Document Type: Article

References (29)

1. Post‐Retirement Adjustments of Pension Benefits.
2. Unanticipated Inflation and the Value of the Firm.
3. Common Stocks as a Hedge against Inflation.
4. What Are Corporate Pension Liabilities?
5. The Valuation of Reported Pension Measures for Firms Sponsoring Defined Benefit Plans.
6. Stock Returns, Real Activity, Inflation, and Money.
7. Asset Returns and Inflation.
8. Inflation and the Stock Market.
9. Inflation and the Taxation of Capital Gains in the Corporate Sector.
10. Pension Funding, Share Prices, and Nominal Savings.
11. Effects of Nominal Contracting on Stock Returns.
12. Statistical Inference for a System of Simultaneous, Nonlinear, Implicit Equations in the Context of Instrumental Variables Estimation.
13. The Fiscal and Monetary Linkage between Stock Returns and Inflation.
14. Inflation and the Market Value of the Firm: Theory and Tests.
15. The Labor Contract and True Economic Pension Liabilities.
16. Inflation‐Caused Wealth Redistribution: A Test of a Hypothesis.
17. Inflation, Rational Valuation and the Market.
18. Inflation and Rates of Return on Common Stock.
19. Recursive Structure in U.S. Income, Prices, and Output.
20. Short‐Run Inflation Expectations: Evidence from a Monthly Survey.
21. Stock Prices and Economic News.
22. The Usefulness of the Wind‐Up Measure of Pension Liabilities: A Labor Market Perspective.
23. Discontinuities in Pension Benefit Formulas and the Spot Model of the Labor Market: Implications for Financial Economists.
24. The Adjustment of Stock Prices to Information about Inflation.