THE “FISHER EFFECT” FOR RISKY ASSETS: AN EMPIRICAL INVESTIGATION

Authors

  • Katherine D. Miller,

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    • Assistant Professors, The Wharton School, University of Pennsylvania, and Graduate School of Industrial Administration, Carnegie-Mellon University, respectively. We are grateful for computational assistance and creative input from Rick Castanias and Robert Dingle. Useful insights were also provided by Timothy McGuire and Dennis Epple.

  • F. Jaffe Jeffrey,

  • Gershon Mandelker

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    • Real Estate Research Corporation, Chicago Illinois


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