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Stock Returns

Author

Listed:
  • Bjorn Wahlroos
  • Tom Berglund
Abstract
No abstract is available for this item.

Suggested Citation

  • Bjorn Wahlroos & Tom Berglund, 1984. "Stock Returns," Discussion Papers 598, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    • Handle: RePEc:nwu:cmsems:598
    as

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    File URL: http://www.kellogg.northwestern.edu/research/math/papers/598.pdf
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    References listed on IDEAS

    as
    1. 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.
    2. George Evans & Seppo Honkapohja, 1986. "A Complete Characterization of ARMA Solutions to Linear Rational Expectations Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 53(2), pages 227-239.
    3. 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.
    4. Fama, Eugene F, 1975. "Short-Term Interest Rates as Predictors of Inflation," American Economic Review, American Economic Association, vol. 65(3), pages 269-282, June.
    5. Fama, Eugene F, 1981. "Stock Returns, Real Activity, Inflation, and Money," American Economic Review, American Economic Association, vol. 71(4), pages 545-565, September.
    6. Fama, Eugene F. & Schwert, G. William, 1977. "Asset returns and inflation," Journal of Financial Economics, Elsevier, vol. 5(2), pages 115-146, November.
    7. Bodie, Zvi, 1976. "Common Stocks as a Hedge against Inflation," Journal of Finance, American Finance Association, vol. 31(2), pages 459-470, May.
    8. French, Kenneth R & Ruback, Richard S & Schwert, G William, 1983. "Effects of Nominal Contracting on Stock Returns," Journal of Political Economy, University of Chicago Press, vol. 91(1), pages 70-96, February.
    9. Fama, Eugene F, 1982. "Inflation, Output, and Money," The Journal of Business, University of Chicago Press, vol. 55(2), pages 201-231, April.
    Full references (including those not matched with items on IDEAS)

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