Inflationary concerns and stock returns: An alternative perspective
- readers talk. // DRIP Investor;Jul2000, Vol. 9 Issue 7, p3
Presents a question and answer advisory on stocks. Query on the definition of a holding stock; Inflation of price on purchase dates; Clarification on the differences between buying on dips and timing the market.
- Inflation, Output, and Stock Prices: Evidence from Two Major Emerging Market. Adrangi, Bahram; Chatrath, Arjun // Journal of Economics & Finance;Fall99, Vol. 23 Issue 3, p266
Investigates the relationship between stock returns and inflation rates in Korea and Mexico. Persistence of the negative relationship between the real stock returns and the unexpected inflation after purging inflation of the effects of the real economic activity; Weakness of the long-term...
- Stock returns during the German hyperinflation. Lee, S. R.; Tang, D. P.; Wong, K. Matthew // Quarterly Review of Economics & Finance;Fall2000, Vol. 40 Issue 3, p375
We examine the relationship between stock returns and inflation during the German hyperinflation period. As Cagan (1956) argues, hyperinflation is close to a pure monetary phenomenon, the monetary sector is almost isolated from the real sector of the economy. We can thus study the impact of...
- A Test of the Proxy-Effect Hypothesis: Evidence From the Pacific Basin Countries. Lee, Unro // Quarterly Journal of Business & Economics;Summer98, Vol. 37 Issue 3, p40
Examines whether the proxy-effect hypothesis can adequately explain the negative relationship between stock returns and expected inflation for the four Pacific Basin countries, Hong Kong, Singapore, South Korea and Taiwan. Traditional belief on common stocks; One of the least regulated stock...
- Untitled. Easton, Steve // Indianapolis Business Journal;7/12/93, Vol. 14 Issue 15, p26A
Opinion. Discusses the effect of anticipated inflation on stock trading. Increase in the value of gold and soybeans; Sensitivity of the bond crowd; Performance of hot stock groups and non-financial stocks.
- Empirical Evidence of a Positive Inflation Premium Being Incorporated into Stock Prices. Murphy, Austin; Sahu, Anandi // Atlantic Economic Journal;Jun2001, Vol. 29 Issue 2, p177
Demonstrates that long-term stock returns are positively correlated with inflation in contrast to research findings on short-term stock returns. Description of the empirical model; Analysis of forecasting errors; Comparison with a model of expected stock returns.
- Inflation volatility and stock prices: Evidence from ARCH effects. Alexakis, Panayotis; Apergis, Nicholas // International Advances in Economic Research;May96, Vol. 2 Issue 2, p101
Examines the impact of inflation uncertainty on stock prices in developed as well as emerging capital markets over the period of 1980 to 1993 via an Autoregressive Conditional Heteroskedasticity model for inflation. Behavior of inflation variability; Channels through which inflation uncertainty...
- The Differential Impacts of Inflation on Southern Plains Farms by Selected Farm Characteristics. O'Carroll, Francis X. // American Journal of Agricultural Economics;Dec81, Vol. 63 Issue 5, p947
Focuses on microeconomic effects of inflation, reporting the results of simulating the effect of inflation on Southern Plain farms. Definition of inflation; Effects of inflation rates on the growth of equity in the benchmark farms under various growth strategies; Impact of tenure on growth of...
- Do Stocks Thrive on Inflation? Homer, Sidney // Banking;Apr67, Vol. 59 Issue 10, p10
Offers a perspective on inflation and stock prices. Common conception about inflation in the stock market; Role of commodity prices in inflation; Discussion on a group-by-group analysis on the rise and decline of stock prices.