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Inflation, Inflation Hedges, and Common Stocks
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Inflation, Inflation Hedges, and Common Stocks (1970)Inflation, Inflation Hedges, and Common S…Inflation and Bitcoin: A descriptive time-series analysis (2021)Inflation and Bitcoin: A desc…Is gold a hedge or a safe haven?Evidence from inflation and stock market (2013)Is gold a hedge or a safe hav…A historical examination of optimal real return portfolios for non‐US investors (2010)A historical examination of o…Inflation Risk Analysis of European Real Estate Securities (2002)Inflation Risk Analysis of Eu…Precious metals and inflation (1998)Precious metals and inflationRates of Return on Art Objects, the Fisher Hypothesis, and Inflationary Expectations (1994)Rates of Return on Art Object…INFLATION AND THE MARKET VALUE OF THE FIRM: THEORY AND TESTS (1977)INFLATION AND THE MARKET VALU…THE “FISHER EFFECT” FOR RISKY ASSETS: AN EMPIRICAL INVESTIGATION (1976)THE “FISHER EFFECT” FOR RISKY…COMMON STOCKS AS A HEDGE AGAINST INFLATION (1976)COMMON STOCKS AS A HEDGE AGAI…The Variation of the Return on Stocks in Periods of Inflation (1973)The Variation of the Return o…Individual Common Stocks as Inflation Hedges (1971)Individual Common Stocks as I…Equilibrium in a Capital Asset Market (1966)The Fundamental Determinants of the Interest Rates (1970)Money and stock prices (1974)Principles of Corporate Finance. (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Gold factor exposures in international asset pricing (2003)Superstitious seasonality in precious metals markets? Evidence from GARCH models with time-varying skewness and kurtosis (2015)PORTFOLIO SELECTION* (1952)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Optimum consumption and portfolio rules in a continuous-time model (1971)Asset returns and inflation (1977)Permanent and Temporary Components of Stock Prices (1988)Efficient Capital Markets: II (1991)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Short- Term Interest Rates as Predictors of Inflation (2021)Inflation, Rational Valuation and the Market (1979)What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1993)Facts and Fantasies about Commodity Futures (2006)Turning over a golden leaf? Global liquidity and emerging market central banks’ demand for gold after the financial crisis (2018)Spillovers and co-movements between precious metals and energy markets: Implications on portfolio management (2020)Investments: Analysis and Management. (1961)An Algorithm for Finding Exact Rates of Return (1966)Investment Analysis and Portfolio Management. (1969)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Rational Expectations and the Theory of Price Movements (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Inflation and the Stock Market (1978)The Adjustment of Stock Prices to Information About Inflation (1981)Selecting macroeconomic variables as explanatory factors of emerging stock market returns (2001)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Correlations and risk contagion between mixed assets and mixed-asset portfolio VaR measurements in a dynamic view: An application based on time varying copula models (2015)Risk–Return Profiles of Islamic Equities and Commodity Portfolios in Different Market Conditions (2017)The Volatility–Variability Hypotheses Testing and Hedging Effectiveness of Precious Metals for the Indonesian and Malaysian Capital Markets (2017)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Coherent Measures of Risk (1999)Cointegration of Real Estate Stocks and Reits with Common Stocks, Bonds and Consumer Price Inflation - an International Comparison (2006)DO EUROPEAN REAL ESTATE STOCKS HEDGE INFLATION? EVIDENCE FROM DEVELOPED AND EMERGING MARKETS (2014)Inflation hedging and protection characteristics of infrastructure and real estate assets (2015)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)The Inefficiency of Bitcoin (2016)Monetary policy shocks and Bitcoin prices (2021)Explaining variation in national cryptocurrency regulation: implications for the global political economy (2024)Hedging sanctions risk: Cryptocurrency in central bank reserves (2025)
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  • 1976COMMON STOCKS AS A HEDGE AGAINST INFLATION706 cited
  • 1976THE “FISHER EFFECT” FOR RISKY ASSETS: AN EMPIRICAL INVESTIGATION454 cited
  • 2021Inflation and Bitcoin: A descriptive time-series analysis82 cited
  • 1998Precious metals and inflation62 cited
  • 1977INFLATION AND THE MARKET VALUE OF THE FIRM: THEORY AND TESTS61 cited
  • 2013Is gold a hedge or a safe haven?Evidence from inflation and stock market52 cited
  • 1973The Variation of the Return on Stocks in Periods of Inflation39 cited
  • 2010A historical examination of optimal real return portfolios for non‐US investors38 cited
  • 2002Inflation Risk Analysis of European Real Estate Securities31 cited
  • 1971Individual Common Stocks as Inflation Hedges26 cited
  • 1994Rates of Return on Art Objects, the Fisher Hypothesis, and Inflationary Expectations4 cited

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