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Stock Returns and Expected Inflation In the Uk: Some New Evidence

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  • D.A. Peel
  • P.F. Pope

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  • D.A. Peel & P.F. Pope, 1988. "Stock Returns and Expected Inflation In the Uk: Some New Evidence," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 15(4), pages 459-467, December.
    • Handle: RePEc:bla:jbfnac:v:15:y:1988:i:4:p:459-467
    DOI: 10.1111/j.1468-5957.1988.tb00148.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. Figlewski, Stephen & Wachtel, Paul, 1981. "The Formation of Inflationary Expectations," The Review of Economics and Statistics, MIT Press, vol. 63(1), pages 1-10, February.
    3. Firth, Michael, 1979. "The Relationship between Stock Market Returns and Rates of Inflation," Journal of Finance, American Finance Association, vol. 34(3), pages 743-749, June.
    4. Peel, D. A. & Walters, K. & Pope, P. F., 1986. "Public forecasts and their impact on expectation formation," Economic Modelling, Elsevier, vol. 3(2), pages 126-128, April.
    5. Holden, K. & Peel, D. A., 1986. "Expectations formation, public forecasts and the wage equation," Economic Modelling, Elsevier, vol. 3(2), pages 129-134, April.
    6. McDonald, John & Darroch, John, 1983. "Consistent estimation of equations with composite moving average disturbance terms," Journal of Econometrics, Elsevier, vol. 23(2), pages 253-267, October.
    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. Gultekin, N Bulent, 1983. "Stock Market Returns and Inflation Forecasts," Journal of Finance, American Finance Association, vol. 38(3), pages 663-673, June.
    9. Gultekin, N Bulent, 1983. "Stock Market Returns and Inflation: Evidence from Other Countries," Journal of Finance, American Finance Association, vol. 38(1), pages 49-65, March.
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    Cited by:

    1. R.A. Yaansah & K.V. Peasnell, 1994. "Expectations, Security Yields, And Inflation: Ex‐Ante Risk Premia On Uk Shares, Corporate Bonds And Gilts, 1969–1987," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 21(2), pages 155-174, March.

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