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Risk, Inflation, and the Stock Market

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References

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1980On estimating the expected return on the market2,818 cited
1977Asset returns and inflation2,701 cited
1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
1977Nobel Lecture: Inflation and Unemployment1,800 cited
1977THE DEMAND FOR RISKY ASSETS1,052 cited
1979Inflation, Rational Valuation and the Market944 cited
2021Short- Term Interest Rates as Predictors of Inflation870 cited
1976COMMON STOCKS AS A HEDGE AGAINST INFLATION697 cited
1976INFLATION AND RATES OF RETURN ON COMMON STOCKS567 cited
1980The Determinants of the Variability of Stock Market Prices511 cited
2016Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant382 cited
1978Inflation and Relative Price Variability375 cited
1982The Nonadjustment of Nominal Interest Rates: A Study of the Fisher Effect275 cited

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2005Asymmetric Price Movements and Borrowing Constraints: A Rational Expectations Equilibrium Model of Crises, Contagion, and Confusion370 cited

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2019Do cryptocurrencies and traditional asset classes influence each other?217 cited

2012The global financial crisis, financial linkages and correlations in returns and volatilities in emerging MENA stock markets200 cited

1992Stock returns and volatility: An empirical study of the UK stock market200 cited

1988Futures trading and cash market volatility: Stock index and interest rate futures181 cited

2005The relationship between stock returns and volatility in international stock markets171 cited

1991The Effect of Volatility Changes on the Level of Stock Prices and Subsequent Expected Returns169 cited

1996Stock market volatility and the crash of 1987: evidence from six emerging markets160 cited

2012Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns159 cited