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Stock Market Returns And Inflationary Expectations: Additional Evidence For 1975–1979

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  • Chen-Chin Chu
  • David T. Whitford

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  • Chen-Chin Chu & David T. Whitford, 1982. "Stock Market Returns And Inflationary Expectations: Additional Evidence For 1975–1979," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 5(3), pages 261-271, September.
    • Handle: RePEc:bla:jfnres:v:5:y:1982:i:3:p:261-271
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1982.tb00300.x
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    References listed on IDEAS

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    1. Nelson, Charles R, 1976. "Inflation and Rates of Return on Common Stocks," Journal of Finance, American Finance Association, vol. 31(2), pages 471-483, May.
    2. James S. Ang & Jess H. Chua & Anand S. Desai, 1979. "Evidence That The Common Stock Market Adjusts Fully For Expected Inflation," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 2(2), pages 97-109, September.
    3. Martin Feldstein, 1983. "Inflation, Tax Rules, and the Stock Market," NBER Chapters, in: Inflation, Tax Rules, and Capital Formation, pages 199-220, National Bureau of Economic Research, Inc.
    4. Schwert, G William, 1981. "The Adjustment of Stock Prices to Information about Inflation," Journal of Finance, American Finance Association, vol. 36(1), pages 15-29, March.
    5. Martin Feldstein, 1983. "Inflation and the Stock Market," NBER Chapters, in: Inflation, Tax Rules, and Capital Formation, pages 186-198, National Bureau of Economic Research, Inc.
    6. Haugen, Robert A & Wichern, Dean W, 1975. "The Intricate Relationship between Financial Leverage and the Stability of Stock Prices," Journal of Finance, American Finance Association, vol. 30(5), pages 1283-1292, December.
    7. Fama, Eugene F. & Schwert, G. William, 1977. "Asset returns and inflation," Journal of Financial Economics, Elsevier, vol. 5(2), pages 115-146, November.
    8. Fama, Eugene F, 1977. "Interest Rates and Inflation: The Message in the Entrails," American Economic Review, American Economic Association, vol. 67(3), pages 487-496, June.
    9. Jaffe, Jeffrey F & Mandelker, Gershon, 1976. "The "Fisher Effect" for Risky Assets: An Empirical Investigation," Journal of Finance, American Finance Association, vol. 31(2), pages 447-458, May.
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