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Accounting for Inflation: The Dog That Didn't Bark
16 references·0 citing·37 second hop
Accounting for Inflation: The Dog That Didn't Bark (2023)Accounting for Inflation: The Dog That Di…STOCK PRICES, REAL ACTIVITY, INFLATION AND MONEY (1981)STOCK PRICES, REAL ACTIVITY, …Inflation, Rational Valuation and the Market (1979)Inflation, Rational Valuation…Asset returns and inflation (1977)Asset returns and inflationTHE “FISHER EFFECT” FOR RISKY ASSETS: AN EMPIRICAL INVESTIGATION (1976)THE “FISHER EFFECT” FOR RISKY…INFLATION AND RATES OF RETURN ON COMMON STOCKS (1976)INFLATION AND RATES OF RETURN…COMMON STOCKS AS A HEDGE AGAINST INFLATION (1976)COMMON STOCKS AS A HEDGE AGAI…Some International Evidence on Output-Inflation Tradeoffs. (1973)Some International Evidence o…A Theoretical Framework for Monetary Analysis (1970)A Theoretical Framework for M…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…Accounting, evaluation, and economic behavior (1966)Accounting, evaluation, and e…The Structure of Scientific Revolutions (1963)The Structure of Scientific R…The Structure of Scientific Revolutions (1963)The Structure of Scientific R…The Nature of the Firm (1937)The Nature of the FirmThe General Theory of Employment (1937)The General Theory of Employm…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The Purchasing Power of Money. (1911)The Purchasing Power of Money.Expectations and the neutrality of money (1972)MONEY, INCOME, AND CAUSALITY (1972)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)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)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)A Contribution to the Theory of Economic Growth (1956)The monetary dynamics of hyperinflation (1956)The Relation Between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861–1957 1 (1958)Autoregressive modelling and money-income causality detection (1981)The Monetary Transmission Mechanism: An Empirical Framework (1995)Rational Expectations and the Theory of Price Movements (1961)Econometric policy evaluation: A critique (1976)Trends and random walks in macroeconmic time series (1982)A SENSITIVITY ANALYSIS OF CROSS-COUNTRY GROWTH REGRESSIONS (1991)The Role of Monetary Policy (1995)Grounded theory research: Procedures, canons, and evaluative criteria (1990)Toward a Theory of Situation Awareness in Dynamic Systems (1995)The Scientific Revolution (1996)Social Capital, Intellectual Capital, and the Organizational Advantage (1998)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Toward a knowledge‐based theory of the firm (1996)Dynamic capabilities and strategic management (1997)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Using daily stock returns (1985)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Innovation: Mapping the winds of creative destruction (1985)Academic Tribes and Territories: Intellectual Enquiry and the Cultures of Disciplines (1991)Mixed Methods Research: A Research Paradigm Whose Time Has Come (2004)Dividend yields and expected stock returns (1988)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)
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References

  • 1937The Nature of the Firm25,519 cited
  • 1963The Structure of Scientific Revolutions21,252 cited
  • 1936The General Theory of Employment, Interest and Money.12,863 cited
  • 1963The Structure of Scientific Revolutions7,753 cited
  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 1937The General Theory of Employment5,253 cited
  • 1977Asset returns and inflation2,706 cited
  • 1981STOCK PRICES, REAL ACTIVITY, INFLATION AND MONEY2,632 cited
  • 1973Some International Evidence on Output-Inflation Tradeoffs.2,448 cited
  • 1970A Theoretical Framework for Monetary Analysis1,004 cited
  • 1979Inflation, Rational Valuation and the Market944 cited
  • 1976COMMON STOCKS AS A HEDGE AGAINST INFLATION706 cited
  • 1911The Purchasing Power of Money.619 cited
  • 1976INFLATION AND RATES OF RETURN ON COMMON STOCKS567 cited
  • 1976THE “FISHER EFFECT” FOR RISKY ASSETS: AN EMPIRICAL INVESTIGATION454 cited
  • 1966Accounting, evaluation, and economic behavior453 cited

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