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A Note On Inflation, The Capital Asset Pricing Model, And Beta Estimation With Nominal Data

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  • J.A. Schnabel
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  • J.A. Schnabel, 1980. "A Note On Inflation, The Capital Asset Pricing Model, And Beta Estimation With Nominal Data," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(3), pages 261-267, September.
    • Handle: RePEc:bla:jfnres:v:3:y:1980:i:3:p:261-267
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1980.tb00278.x
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    References listed on IDEAS

    as
    1. Hagerman, Robert L. & Kim, E. Han, 1976. "Capital Asset Pricing with Price Level Changes," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(3), pages 381-391, September.
    2. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    3. Fama, Eugene F & MacBeth, James D, 1973. "Risk, Return, and Equilibrium: Empirical Tests," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 607-636, May-June.
    4. Long, John Jr., 1974. "Stock prices, inflation, and the term structure of interest rates," Journal of Financial Economics, Elsevier, vol. 1(2), pages 131-170, July.
    5. Chen, Andrew H & Boness, A J, 1975. "Effects of Uncertain Inflation on the Investment and Financing Decisions of a Firm," Journal of Finance, American Finance Association, vol. 30(2), pages 469-483, May.
    6. Black, Fischer, 1972. "Capital Market Equilibrium with Restricted Borrowing," The Journal of Business, University of Chicago Press, vol. 45(3), pages 444-455, July.
    7. Roll, Richard, 1973. "Assets, Money, and Commodity Price Inflation Under Uncertainty: Demand Theory," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 5(4), pages 903-923, November.
    Full references (including those not matched with items on IDEAS)

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