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Stocks, Bonds, Bills, and Inflation: Year-by-Year Historical Returns (1926-1974)

Citations

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Cited by:

  1. Court, Victor & Fizaine, Florian, 2017. "Long-Term Estimates of the Energy-Return-on-Investment (EROI) of Coal, Oil, and Gas Global Productions," Ecological Economics, Elsevier, vol. 138(C), pages 145-159.
  2. Flouris, Triant & Walker, Thomas, 2005. "Financial Comparisons Across Different Business Models in the Canadian Airline Industry," 46th Annual Transportation Research Forum, Washington, D.C., March 6-8, 2005 208157, Transportation Research Forum.
  3. Graeme G. Acheson & Charles R. Hickson & John D. Turner & Qing Ye, 2008. "Rule Britannia!: British Stock Market Returns, 1825-1870," Working Papers 8023, Economic History Society.
  4. Roger Ibbotson & Peng Chen, 2001. "Stock Market Returns in the Long Run: Participating in the Real Economy," Yale School of Management Working Papers ysm206, Yale School of Management, revised 01 Apr 2002.
  5. Ladislav Kristoufek & Paulo Ferreira, 2018. "Capital asset pricing model in Portugal: Evidence from fractal regressions," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 17(3), pages 173-183, November.
  6. Schwert, G.W., 1989. "Indexes Of United States Stock Prices From 1802-1987," Papers 89-04, Rochester, Business - General.
  7. Lawrence H. Summers, 1982. "The Nonadjustment of Nominal Interest Rates: A Study of the Fisher Effect," NBER Working Papers 0836, National Bureau of Economic Research, Inc.
  8. Waldenström, Daniel, 2014. "Swedish Stock and Bond Returns, 1856–2012," Working Paper Series 1027, Research Institute of Industrial Economics.
  9. Oliver D. Bunn & Robert J. Shiller, "undated". "Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013," Cowles Foundation Discussion Papers 1950, Cowles Foundation for Research in Economics, Yale University.
  10. Mönch, Emanuel & Stein, Tobias, 2021. "Equity premium predictability over the business cycle," Discussion Papers 25/2021, Deutsche Bundesbank.
  11. William Goetzmann & Roger Ibbotson, 2005. "History and the Equity Risk Premium," Yale School of Management Working Papers ysm448, Yale School of Management.
  12. Lally, Martin & Marsden, Alastair, 2004. "Tax-adjusted market risk premiums in New Zealand: 1931-2002," Pacific-Basin Finance Journal, Elsevier, vol. 12(3), pages 291-310, June.
  13. Wilson, Jack W. & Jones, Charles P., 1988. "Returns On Stocks, Bonds, And Commercial Paper: Long-Term Construction, Analysis, And Comparisons," Department of Economics and Business - Archive 259430, North Carolina State University, Department of Economics.
  14. Victor Court & Florian Fizaine, 2015. "Estimations of very long-term time series of global energy return-on-investment (EROI) of coal, oil and gas productions," Working Papers 1510, Chaire Economie du climat.
  15. Evison, David C., 2018. "Estimating annual investment returns from forestry and agriculture in New Zealand," Journal of Forest Economics, Elsevier, vol. 33(C), pages 105-111.
  16. Lawrence H. Summers, 1982. "Do We Really Know That Financial Markets Are Efficient?," NBER Working Papers 0994, National Bureau of Economic Research, Inc.
  17. David Laughton & Raul Guerrero & Donald Lessard, 2008. "Real Asset Valuation: A Back‐to‐basics Approach," Journal of Applied Corporate Finance, Morgan Stanley, vol. 20(2), pages 46-65, March.
  18. Mr. Shaun K. Roache & Alexander P. Attie, 2009. "Inflation Hedging for Long-Term Investors," IMF Working Papers 2009/090, International Monetary Fund.
  19. Lawrence H. Summers, 1980. "Inflation, Taxation, and Corporate Investment: A q-Theory Approach," NBER Working Papers 0604, National Bureau of Economic Research, Inc.
  20. Othieno, Ferdinand & Biekpe, Nicholas, 2019. "Estimating the conditional equity risk premium in African frontier markets," Research in International Business and Finance, Elsevier, vol. 47(C), pages 538-551.
  21. Iulian IHNATOV & Nicu SPRINCEAN, 2015. "Is Capm An Efficient Model? Advanced Versus Emerging Markets," EURINT, Centre for European Studies, Alexandru Ioan Cuza University, vol. 2, pages 203-214.
  22. 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.
  23. Merton, Robert C., 1980. "On estimating the expected return on the market : An exploratory investigation," Journal of Financial Economics, Elsevier, vol. 8(4), pages 323-361, December.
  24. Ray Ball & John Bowers, 1986. "Shares, Bonds, Treasury Notes, Property Trusts and Inflation: Historical Returns and Risks, 1974-1985," Australian Journal of Management, Australian School of Business, vol. 11(2), pages 117-137, December.
  25. Joanne Hill & Thomas Schneeweis, 1983. "International Diversification Of Equities And Fixed-Income Securities," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(4), pages 333-343, December.
  26. Chang-Tesh Hsieh & Iskandar Hamwi & Tim Hudson, 2002. "An inflation-hedging portfolio selection model," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 8(1), pages 20-34, February.
  27. Anarkulova, Aizhan & Cederburg, Scott & O’Doherty, Michael S., 2022. "Stocks for the long run? Evidence from a broad sample of developed markets," Journal of Financial Economics, Elsevier, vol. 143(1), pages 409-433.
  28. Ali Jahankhani & George E. Pinches, 1982. "Duration And The Nonstationarity Of Systematic Risk For Bonds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 5(2), pages 151-160, June.
  29. Szilagyi, P.G., 2007. "Corporate governance and the agency costs of debt and outside equity," Other publications TiSEM 9520d40a-224f-43a8-9bf9-b, Tilburg University, School of Economics and Management.
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