The puzzling relationship between stocks return and inflation: a review article

S Madadpour, M Asgari - International Review of Economics, 2019 - Springer
This paper presents a critical review of 158 research articles to explore the relationship
between stock return and inflation from 1930 to 2018, which provides a broad literature …

[HTML][HTML] MAKROEKONOMİK DEĞİŞKENLERİN BORSA ENDEKSLERİ ÜZERİNE ETKİSİ: TÜRKİYE VE ABD KARŞILAŞTIRMASI

A Fattah, T Kocabıyık - Finansal Araştırmalar ve Çalışmalar Dergisi, 2020 - dergipark.org.tr
Bu çalışmanın amacı makroekonomik faktörlerin Türkiye ve Amerika'da hisse senedi
piyasaları üzerine etkilerini keşfetmektir. Araştırmada Ocak 2010-Şubat 2019 dönemine ait …

ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia

M Rushdi, JH Kim, P Silvapulle - Economic Modelling, 2012 - Elsevier
This paper conducts an empirical investigation into the long run relationship between real
stock returns and inflation in Australia by employing the ARDL bounds tests. There exists a …

Inflation and real stock returns revisited

SC Lin - Economic Inquiry, 2009 - Wiley Online Library
The article uses the (unbalanced) panel data to revisit the effects of expected inflation,
unexpected inflation, and inflation uncertainty on real stock returns. The empirical results are …

Stock returns, inflation, and real activity in developing countries: A Markov-switching approach

A Cifter - Panoeconomicus, 2015 - panoeconomicus.org
This paper empirically investigates the relationship between real stock returns, inflation, and
real activity using the Markov-switching dynamic regression (MS-DR) approach. The MS-DR …

Inflation and stock returns

SA Azar - International Journal of Accounting and Finance, 2010 - inderscienceonline.com
Stock returns, whether nominal or real, are commonly found to depend negatively on actual
inflation, expected inflation and unexpected inflation. This runs contrary to the Fisher …

Stock returns and inflation in India: An empirical analysis

J Kumari - The IUP journal of Monetary economics, 2011 - papers.ssrn.com
This paper investigates the relationship between stock returns and inflation in India during
1991: 4 to 2009: 3. Weekly, monthly and quarterly indexes of BSE Sensex and NSE Nifty are …

Inflation rate and stock returns in Nigeria

A Adamu, C Gbande - Gbande, CPA & ADAMU, A., Inflation Rate …, 2016 - papers.ssrn.com
The study examines the effect of inflation on stock returns of the stocks listed on the Nigerian
Stock Exchange. Descriptive research design was used in the study and secondary data …

[图书][B] The impact of macroeconomic variables on industrial shares listed on the JSE

K Banda - 2017 - search.proquest.com
This study investigates the causal relationships, both long run and short run between the
Industrial Index 25 and some macroeconomic variables in South Africa. Quarterly data from …

Monetary policy, inflation and stock returns: evidence from the United Kingdom

L Li - 2009 - etheses.dur.ac.uk
This thesis analyses the response of aggregate and sectoral stock returns to monetary policy
announcements and inflation in the United Kingdom. Given the unique monetary policy …