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Inflation and the Holding Period Returns on Bonds
16 references·2 citing·39 second hop
Inflation and the Holding Period Returns on Bonds (1979)Inflation and the Holding Period Returns …Short- Term Interest Rates as Predictors of Inflation (2021)Short- Term Interest Rates as…Asset returns and inflation (1977)Asset returns and inflationStocks, Bonds, Bills, and Inflation: Year-by-Year Historical Returns (1926-1974) (1976)Stocks, Bonds, Bills, and Inf…Inflation Uncertainty and Expected Returns on Treasury Bills (1976)Inflation Uncertainty and Exp…INFLATION AND RATES OF RETURN ON COMMON STOCKS (1976)INFLATION AND RATES OF RETURN…Forward rates as predictors of future spot rates (1976)Forward rates as predictors o…COMMON STOCKS AS A HEDGE AGAINST INFLATION (1976)COMMON STOCKS AS A HEDGE AGAI…Mathematical Methods in Investment and Finance (1975)Mathematical Methods in Inves…INFLATION AND SECURITY RETURNS* (1975)INFLATION AND SECURITY RETURN…Capital asset prices versus time series models as predictors of inflation (1975)Capital asset prices versus t…INTEREST RATES ON MONETARY ASSETS AND COMMODITY PRICE INDEX CHANGES (1972)INTEREST RATES ON MONETARY AS…The Fundamental Determinants of the Interest Rates (1970)The Fundamental Determinants …The Cyclical Behavior of the Term Structure of Interest Rates (1970)The Cyclical Behavior of the …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Some New Stock-Market Indexes (1966)Some New Stock-Market IndexesInflation and Real Interest (1963)Inflation and Real InterestAsymmetric effect of monetary policy on Indian stock market sectors: Do monetary policy stimulus transpire the same effect on all sectors? (2022)Asymmetric effect of monetary…Economic Activity, Inflation, and Hedging (2003)Economic Activity, Inflation,…PORTFOLIO SELECTION* (1952)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Optimum consumption and portfolio rules in a continuous-time model (1971)Stock returns and inflation (1987)Virtual currency, tangible return: Portfolio diversification with bitcoin (2015)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 VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Expected stock returns and volatility (1987)Efficient Capital Markets: II (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Value and Capital (1939)Foundations of Finance. (1977)A Multivariate Model of the Term Structure (1980)Risk premiums in the term structure (1989)A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks (1995)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Time Series Analysis: Forecasting and Control (1977)Stock Market Returns and Inflation: Evidence from Other Countries (1983)Forecasting stock market returns: The sum of the parts is more than the whole (2011)How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2013)The Behavior of Stock-Market Prices (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)The Efficiency of the Market for Single-Family Homes (1988)Business conditions and expected returns on stocks and bonds (1989)Trading costs for listed options (1980)Investment Income and Profit Margins in Property-Liability Insurance: Theory and Empirical Results (1987)The Shrinking Equity Premium (1999)Industry Returns and the Fisher Effect (1994)Reexamining Stock Valuation and Inflation: The Implications Of Analysts' Earnings Forecasts (2002)What Matters to Individual Investors? Evidence from the Horse's Mouth (2020)Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation (1992)The Political Economy of Central Bank Independence (1995)The Term Structure of Real Rates and Expected Inflation (2007)Transaction costs and the small firm effect (1983)An Investigation of Transactions Data for NYSE Stocks (1985)Risk aversion, uncertain information, and market efficiency (1988)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1977Asset returns and inflation2,701 cited
  • 2021Short- Term Interest Rates as Predictors of Inflation870 cited
  • 1963Inflation and Real Interest720 cited
  • 1976COMMON STOCKS AS A HEDGE AGAINST INFLATION697 cited
  • 1976INFLATION AND RATES OF RETURN ON COMMON STOCKS567 cited
  • 1966Some New Stock-Market Indexes538 cited
  • 1975INFLATION AND SECURITY RETURNS*265 cited
  • 1976Forward rates as predictors of future spot rates229 cited
  • 1976Stocks, Bonds, Bills, and Inflation: Year-by-Year Historical Returns (1926-1974)212 cited
  • 1970The Cyclical Behavior of the Term Structure of Interest Rates199 cited
  • 1975Mathematical Methods in Investment and Finance195 cited
  • 1976Inflation Uncertainty and Expected Returns on Treasury Bills193 cited
  • 1970The Fundamental Determinants of the Interest Rates171 cited
  • 1972INTEREST RATES ON MONETARY ASSETS AND COMMODITY PRICE INDEX CHANGES89 cited
  • 1975Capital asset prices versus time series models as predictors of inflation

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  • 2003Economic Activity, Inflation, and Hedging82 cited
  • 2022Asymmetric effect of monetary policy on Indian stock market sectors: Do monetary policy stimulus transpire the same effect on all sectors?12 cited