Stock Market Returns and Inflation: Evidence from Other Countries

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

1962 • 7,696 citations

Principles of Econometrics

1973 • 3,349 citations

The Theory of Interest

2013 • 2,919 citations

Asset returns and inflation

1977 • 2,770 citations

Stock Returns, Real Activity, Inflation, and Money

1981 • 2,625 citations

Time Series Analysis Forecasting and Control

1971 • 2,014 citations

Inflation, Rational Valuation and the Market

1979 • 942 citations

Short- Term Interest Rates as Predictors of Inflation

2021 • 937 citations

Inflation and Real Interest

1963 • 706 citations

COMMON STOCKS AS A HEDGE AGAINST INFLATION

1976 • 656 citations

INFLATION AND RATES OF RETURN ON COMMON STOCKS

1976 • 524 citations

Note on the Correlation of First Differences of Averages in a Random Chain

1960 • 408 citations

Principles of Econometrics

1971 • 406 citations

Tests of Equality Between Sets of Coefficients in Two Linear Regressions: An Expository Note

1970 • 390 citations

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

1976 • 370 citations

The "Fisher Effect" for Risky Assets: An Empirical Investigation

1976 • 278 citations

The Real Interest Rate: An Empirical Investigation

1981 • 205 citations

Interest Rates and Inflationary Expectations: New Evidence

1972 • 155 citations

Effects of Nominal Contracting on Stock Returns

1983 • 145 citations

Errors in the Variables Bias in the Presence of Correctly Measured Variables

1973 • 126 citations

The Relationship Between Stock Market Returns and Rates of Inflation

1979 • 121 citations

The Information Content of Municipal Bond Rating Changes: A Note

1983 • 114 citations

Time variation in the relationship between inflation and interest rates

1978 • 109 citations

PRICE‐EXPECTATIONS EFFECTS ON INTEREST RATES

1970 • 103 citations

The Effect of Inflation on Stock Prices: International Evidence

1981 • 58 citations

Common Stock Values and Inflation—The Historical Record of Many Countries

1972 • 41 citations

The Variation of the Return on Stocks in Periods of Inflation

1973 • 40 citations

Interest rates and inflationary expectations

1990 • 24 citations

A NOTE ON INTEREST RATES AND PRICES IN GENERAL EQUILIBRIUM

1973 • 6 citations