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Stock Returns, Real Activity, Inflation, and Money: Comment
3 references·8 citing·38 second hop
Stock Returns, Real Activity, Inflation, and Money: Comment (1983)Stock Returns, Real Activity, Inflation, …Short- Term Interest Rates as Predictors of Inflation (2021)Short- Term Interest Rates as…Stock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…The Demand for Money: Theories and Evidence (1972)The Demand for Money: Theorie…Inflation risk and stock returns: Evidence from US aggregate and sectoral markets (2023)Inflation risk and stock retu…Impact of macroeconomic variables on the performance of stock exchange: a systematic review (2021)Impact of macroeconomic varia…Inflation, Output, And Stock Prices: Evidence From Brazil (2011)Inflation, Output, And Stock …Stock prices, inflation and output: Evidence from wavelet analysis (2009)Stock prices, inflation and o…Arbitrage Pricing Theory: Evidence From An Emerging Stock Market (2005)Arbitrage Pricing Theory: Evi…Stock prices, inflation and output: Evidence from India (1996)Stock prices, inflation and o…Stock Returns, Inflation, and Real Activity in Canada (1988)Stock Returns, Inflation, and…Stock Returns, Real Activity, Inflation, and Money: Reply (1983)Stock Returns, Real Activity,…MONEY, INCOME, AND CAUSALITY (1972)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Efficiency of the Market for Single-Family Homes (1988)Business conditions and expected returns on stocks and bonds (1989)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Asset Prices in an Exchange Economy (1978)Stock returns and inflation: a new test of competing hypotheses (1999)Can output explain the predictability and volatility of stock returns? (2002)Macroeconomic Factors and Bank and Finance Stock Prices: The Australian Experience (2003)Asset returns and inflation (1977)Time Series Analysis: Forecasting and Control (1977)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Are stocks a good hedge against inflation? evidence from emerging markets (2004)Foreign capital inflows, economic growth and stock market capitalization in Asian countries: an ARDL bound testing approach (2012)LONG-RUN AND SHORT-RUN RELATIONSHIP BETWEEN MACROECONOMIC VARIABLES AND STOCK PRICES IN PAKISTAN The Case of Lahore Stock Exchange (2016)The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income (1998)Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet (2014)A nonlinear Granger causality test between stock returns and investor sentiment for Chinese stock market: a wavelet-based approach (2015)New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile (2016)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The arbitrage theory of capital asset pricing (1976)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Effect Of Macroeconomic Variables On Stock Market Returns For Four Emerging Economies: Brazil, Russia, India, And China (2011)IMPACT OF INFLATION AND GDP ON STOCK MARKET RETURNS IN INDIA (2012)Stock Prices and Inflation: A Case Study of Pakistan (2014)Economic Forces and the Stock Market (1986)Stock Markets, Banks, and Economic Growth (1996)Stock Markets, Banks, and Economic Growth (1999)Econometric policy evaluation: A critique (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Measuring Economic Policy Uncertainty* (2016)The role of money supply shocks in the short-run demand for money (1981)MONETARY ECONOMIC MYTH AND ECONOMETRIC REALITY (1985)Chapter 8 The demand for money (1990)
this work references cited by second hop

References

  • 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
  • 2021Short- Term Interest Rates as Predictors of Inflation870 cited
  • 1972The Demand for Money: Theories and Evidence203 cited

Cited by

  • 2021Impact of macroeconomic variables on the performance of stock exchange: a systematic review73 cited
  • 1996Stock prices, inflation and output: Evidence from India70 cited
  • 2011Inflation, Output, And Stock Prices: Evidence From Brazil57 cited
  • 2009Stock prices, inflation and output: Evidence from wavelet analysis52 cited
  • 1988Stock Returns, Inflation, and Real Activity in Canada37 cited
  • 2023Inflation risk and stock returns: Evidence from US aggregate and sectoral markets36 cited
  • 2005Arbitrage Pricing Theory: Evidence From An Emerging Stock Market28 cited
  • 1983Stock Returns, Real Activity, Inflation, and Money: Reply25 cited

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