1. John Ammer & Jianping Mei, 1995. "Strategic returns to international diversification: an application to the equity markets of Europe, Japan, and North America," International Finance Discussion Papers 502, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
2. John H. Ciccolo, Jr. & Christopher F. Baum, 1983. "Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977," NBER Working Papers 1169, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • John H. Ciccolo, Jr. & Christopher F. Baum, 1985. "Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977," NBER Chapters, in: Corporate Capital Structures in the United States, pages 81-116 National Bureau of Economic Research, Inc. [Downloadable!]
3. Pindyck, Robert S., 1983. "Risk, inflation, and the stock market," Working papers 1423-83., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
   Other versions:
   • Robert S. Pindyck, 1983. "Risk, Inflation, and the Stock Market," NBER Working Papers 1186, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   • Pindyck, Robert S, 1984. "Risk, Inflation, and the Stock Market," American Economic Review, American Economic Association, vol. 74(3), pages 335-51, June. [Downloadable!] (restricted)
4. Roger H. Gordon & Joosung Jun, 1992. "Taxes and the Form of Ownership of Foreign Corporate Equity," NBER Working Papers 4159, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Roger H Gordon & Joosung Jun, 1993. "Taxes and the Form of Ownership of Foreign Corporate Equity," CEPR Financial Markets Paper 0029, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 53--56 Great Sutton Street, London EC1V 0DG.
   • Gordon, Roger H. & Jun, Joosung, 1992. "Taxes and the Form of Ownership of Foreign Corporate Equity," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich.
   • Gordon, R.H. & Jun, J., 1991. "Taxes and the Form of Ownership of Foreign Corporate Equity," Working Papers 290, Research Seminar in International Economics, University of Michigan.
   • Gordon, R.H. & Jun, J., 1991. "Taxes and the Form of Ownership of Foreign Corporate Equity," Papers 652, Yale - Economic Growth Center.
   • Roger H. Gordon & Joosung Jun & Joel Slemrod, 1993. "Taxes and the Form of Ownership of Foreign Corporate Equity," NBER Chapters, in: Studies in International Taxation, pages 13-46 National Bureau of Economic Research, Inc. [Downloadable!]
5. McKibbin, Warwick & Marin, Will, 1999. "The East Asian crisis : investigating causes and policy responses," Policy Research Working Paper Series 2172, The World Bank. [Downloadable!]
   Other versions:
   • Warwick J McKibbin & Will Martin, 1998. "The East Asian Crisis: Investigating Causes and Policy Responses," Departmental Working Papers 1998-06, Australian National University, Economics RSPAS. [Downloadable!]
6. Steven A. Sharpe, 1999. "Stock prices, expected returns, and inflation," Finance and Economics Discussion Series 1999-02, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
7. SHANMUGAM, K.R. & MISRA, Biswa Swarup, 2009. "Stock Returns-Inflation Relation In India, 1980-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1). [Downloadable!] (restricted)
8. Md. Mohiuddin & Md. Didarul Alam & Abdullah Ibneyy Shahid, 2008. "An Empirical Study of the Relationship between Macroeconomic Variables and Stock Price: A Study on Dhaka Stock Exchange (DSE)," AIUB Bus Econ Working Paper Series AIUB-BUS-ECON-2008-21, American International University-Bangladesh, Office of Research and Publications (ORP), revised Jun 2008. [Downloadable!]
9. Sanvicente, A. Z. & Adrangi, B. & Chatrath, A., 2000. "Inflation, output and stock prices: evidence from Brazil," Finance Lab Working Papers flwp_34, Finance Lab, Ibmec São Paulo. [Downloadable!]
10. Jovanovic, B. & Ueda, M., 1998. "Stock-Returns and Inflation in a Principal-Agent Economy," Working Papers 98-15, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    Other versions:
    • Jovanovic, Boyan & Ueda, Masako, 1998. "Stock-Returns and Inflation in a Principal-Agent Economy," Journal of Economic Theory, Elsevier, vol. 82(1), pages 223-247, September. [Downloadable!] (restricted)
11. Lynn Elaine Browne, 1999. "U.S economic performance: good fortune, bubble, or new era?," New England Economic Review, Federal Reserve Bank of Boston, issue May, pages 3-20. [Downloadable!]
12. Patric H. Hendershott, 1982. "The Decline in Aggregate Share Values: Inflation, Taxation, Risk and Profitability," NBER Working Papers 0370, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
13. James R. Lothian & Cornelia H.. McCarthy, 2001. "Equity Returns and Inflation: The Puzzlingly Long Lags," International Finance 0107003, EconWPA. [Downloadable!]
    Other versions:
    • James R. Lothian & Cornelia H. McCarthy, 2003. "Equity Returns and Inflation: The Puzzlingly Long Lags," International Finance 0311007, EconWPA. [Downloadable!]
14. Joosung Jun, 1989. "U.S. Tax Policy and Direct Investment Abroad," NBER Working Papers 3049, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
15. Martin Feldstein & Joosung Jun, 1989. "The Effects of Tax Rules on Nonresidential Fixed Investment: Some Preliminary Evidence from the 1980s," NBER Working Papers 1857, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Martin Feldstein & Joosung Jun, 1987. "The Effects of Tax Rules on Nonresidential Fixed Investment: Some Preliminary Evidence from the 1980s," NBER Chapters, in: The Effects of Taxation on Capital Accumulation, pages 101-162 National Bureau of Economic Research, Inc. [Downloadable!]
16. Zvi Bodie & James E. Pesando, 1986. "Retirement Annuity Design in an Inflationary Climate," NBER Working Papers 0896, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Zvi Bodie & James E. Pesando, 1983. "Retirement Annuity Design in an Inflationary Climate," NBER Chapters, in: Financial Aspects of the United States Pension System, pages 291-324 National Bureau of Economic Research, Inc. [Downloadable!]
17. Ellen R. McGrattan & Edward C. Prescott, 2001. "Taxes, Regulations, and Asset Prices," NBER Working Papers 8623, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Ellen R. McGrattan & Edward C. Prescott, 2001. "Taxes, regulations, and asset prices," Working Papers 610, Federal Reserve Bank of Minneapolis.
18. Ellen R. McGrattan & Edward C. Prescott, 2004. "Taxes, Regulations, and the Value of U.S. and U.K. Corporations," Levine's Bibliography 122247000000000715, UCLA Department of Economics. [Downloadable!]
    Other versions:
    • Ellen R. McGrattan & Edward C. Prescott, 2005. "Taxes, regulations, and the value of U.S. and U.K. corporations," Staff Report 309, Federal Reserve Bank of Minneapolis. [Downloadable!]
    • Ellen R. McGrattan & Edward C. Prescott, 2005. "Taxes, Regulations, and the Value of U.S. and U.K. Corporations," Review of Economic Studies, Blackwell Publishing, vol. 72(3), pages 767-796, 07. [Downloadable!] (restricted)
19. John Ammer, 1994. "Inflation, inflation risk, and stock returns," International Finance Discussion Papers 464, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
20. Patric H. Hendershott & Roger D. Huang, 1985. "Debt and Equity Yields: 1926-80," NBER Working Papers 1142, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
21. Joosung Jun, 1990. "U.S. Tax Policy and Direct Investment Abroad," NBER Chapters, in: Taxation in the Global Economy, pages 55-78 National Bureau of Economic Research, Inc. [Downloadable!]
22. John B. Carlson & Eduard A. Pelz & Mark Wohar, 2001. "Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests," Working Paper 0113, Federal Reserve Bank of Cleveland. [Downloadable!]
23. Roger H. Gordon, 1980. "Inflation, Taxation, and Corporate Behavior," NBER Working Papers 0588, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Gordon, Roger H, 1984. "Inflation, Taxation, and Corporate Behavior," The Quarterly Journal of Economics, MIT Press, vol. 99(2), pages 312-27, May.
24. Bahram Adrangi & Arjun Chatrath & Todd M. Shank, 1999. "Inflation, output and stock prices: evidence from Latin America," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 20(2), pages 63-74.
25. Martin Feldstein, 1985. "Should Private Pensions Be Indexed?," NBER Working Papers 0787, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Martin Feldstein, 1983. "Should Private Pensions Be Indexed?," NBER Chapters, in: Financial Aspects of the United States Pension System, pages 211-230 National Bureau of Economic Research, Inc. [Downloadable!]
26. Peter Blair Henry, 2001. "Is Disinflation Good for the Stock Market?," NBER Working Papers 8289, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Henry, Peter B., 2001. "Is Disinflation Good for the Stock Market?," Research Papers 1681, Stanford University, Graduate School of Business. [Downloadable!]
    • Peter Blair Henry, 2002. "Is Disinflation Good for the Stock Market?," Journal of Finance, American Finance Association, vol. 57(4), pages 1617-1648, 08. [Downloadable!] (restricted)
27. James Lothian & Yusif Simaan, 1998. "International Financial Relations Under the Current Float: Evidence from Panel Data," Open Economies Review, Springer, vol. 9(4), pages 293-313, October. [Downloadable!] (restricted)
28. John H. Ciccolo, Jr., 1982. "Changing Balance Sheet Relationships in the U.S. Manufacturing Sector, 1926-77," NBER Working Papers 0702, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
29. Paul, Satya & Mallik, Girijasankar, 2003. "Macroeconomic Factors and Bank and Finance Stock Prices: The Australian Experience," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 33(1), pages 23-30, March. [Downloadable!]
30. Modigliani, Franco. & Cohn, Richard A., 1984. "Inflation and corporate financial management," Working papers 1572-84., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
31. Bjorn Wahlroos & Tom Berglund, 1984. "Stock Returns," Discussion Papers 598, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
32. Pindyck, Robert S., 1986. "Risk aversion and determinants of stock market behavior," Working papers 1801-86., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
    Other versions:
    • Robert S. Pindyck, 1986. "Risk Aversion and Determinants of Stock Market Behavior," NBER Working Papers 1921, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    • Pindyck, Robert S, 1988. "Risk Aversion and Determinants of Stock Market Behavior," The Review of Economics and Statistics, MIT Press, vol. 70(2), pages 183-90, May. [Downloadable!] (restricted)
33. Edgar Ortiz & Alejandra Cabello & Raúl de Jesús, 2006. "Long-Run Inflation and Exchange Rates Hedge of Stocks in Brazil and Mexico," Global Economy Journal, Berkeley Electronic Press, vol. 6(3). [Downloadable!]
34. R. W. Hafer, 1985. "Further evidence on stock price response to changes in weekly money and the discount rate," Working Papers 1985-015, Federal Reserve Bank of St. Louis. [Downloadable!]
35. Robert B. Barsky, 1986. "Why Don't the Prices of Stocks and Bonds Move Together?," NBER Working Papers 2047, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Barsky, Robert B, 1989. "Why Don't the Prices of Stocks and Bonds Move Together?," American Economic Review, American Economic Association, vol. 79(5), pages 1132-45, December. [Downloadable!] (restricted)
36. Grant McQueen & V. Vance Roley, 1990. "Stock Prices, News, and Business Conditions," NBER Working Papers 3520, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
37. James E. Pesando, 1981. "Employee Valuation of Pension Claims and the Impact of Indexing Initiatives," NBER Working Papers 0767, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Pesando, James E, 1984. "Employee Evaluation of Pension Claims and the Impact of Indexing Initiatives," Economic Inquiry, Oxford University Press, vol. 22(1), pages 1-17, January.
38. Martin Feldstein, 1980. "Inflation, Tax Rules, and the Stock Market," NBER Working Papers 0403, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Feldstein, Martin, 1980. "Inflation, tax rules and the stock market," Journal of Monetary Economics, Elsevier, vol. 6(3), pages 309-331, July. [Downloadable!] (restricted)
    • 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. [Downloadable!]
39. Michael T. Bond & James R. Webb, 1995. "Real Estate versus Financial Asset Returns and Inflation: Can a P* Trading Strategy Improve REIT Investment Performance?," Journal of Real Estate Research, American Real Estate Society, vol. 10(3), pages 327-334. [Downloadable!]

This page was last updated on 2009-12-13.