Associate Professor of Finance, The Wharton School, University of Pennsylvania. Research support from Tuck Associates Program of the Amos Tuck School of Business Administration at Dartmouth College is gratefully acknowledged. The major part of this work has been completed while I was a Visiting Associate Professor of Finance and Business Economics at the Graduate School of Business, University of Chicago. Scott Gilroy, Tuck 1981, and Mustafa N. Gultekin provided invaluable research assistance, and I benefited from the comments by Eugene F. Fama, Irwin Friend, Jeffery F. Jaffe, Wayne Mikkelson, John T. Scott, Sheridan Titman, and the finance workshop participants at INSEAD, Fontainebleau, Southern Methodist University, and University of Chicago; and the Western Finance Association meetings in Jackson Hole, WO. I especially thank Michael J. Brennan, Anthony M. Santomero, and Robert F. Stambaugh for their helpful comments on the several revisions of this paper.
Stock Market Returns and Inflation: Evidence from Other Countries
Version of Record online: 30 APR 2012
© 1983 the American Finance Association
The Journal of Finance
Volume 38, Issue 1, pages 49–65, March 1983
How to Cite
GULTEKIN, N. B. (1983), Stock Market Returns and Inflation: Evidence from Other Countries. The Journal of Finance, 38: 49–65. doi: 10.1111/j.1540-6261.1983.tb03625.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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