Associate Professor of Finance, The Wharton School, University of Pennsylvania. This paper was written while I was Visiting Associate Professor of Finance and Business Economics at the Graduate School of Business, University of Chicago. I would like to thank Marshall E. Blume, Eugene F. Fama, Irwin Friend, Mustafa N. Gultekin, Joel Hasbrouck, and especially Michael J. Brennan, Anthony M. Santomero and Stephen Figlewski for their helpful comments. Mustafa N. Gultekin also provided invaluable programming help. The errors are mine.
Stock Market Returns and Inflation Forecasts
Article first published online: 30 APR 2012
1983 The American Finance Association
The Journal of Finance
Volume 38, Issue 3, pages 663–673, June 1983
How to Cite
GULTEKIN, N. B. (1983), Stock Market Returns and Inflation Forecasts. The Journal of Finance, 38: 663–673. doi: 10.1111/j.1540-6261.1983.tb02495.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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