Stock prices, inflation and real activity: a test of the Fama hypothesis, 1920-84
AbstractAlso called: Inflation and stock prices: a long term view
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Bibliographic InfoPaper provided by Federal Reserve Bank of St. Louis in its series Working Papers with number 1986-001.
Date of creation: 1988
Date of revision:
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- Pearce, Douglas K, 1984. "An Empirical Analysis of Expected Stock Price Movements," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 16(3), pages 317-27, August.
- 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.
- Gordon, Robert J, 1982.
"Price Inertia and Policy Ineffectiveness in the United States, 1890-1980,"
Journal of Political Economy,
University of Chicago Press, vol. 90(6), pages 1087-1117, December.
- Robert J. Gordon, 1983. "Price Inertia and Policy Ineffectiveness in the United States, 1890-1980," NBER Working Papers 0744, National Bureau of Economic Research, Inc.
- Fama, Eugene F. & Gibbons, Michael R., 1982. "Inflation, real returns and capital investment," Journal of Monetary Economics, Elsevier, vol. 9(3), pages 297-323.
- Thomas Willett & D. Laband & Todd Sandler & David Davies & Douglass North, 1981. "Reviews," Public Choice, Springer, vol. 37(2), pages 377-388, January.
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