Search Results - subject:"proxy hypothesis"

Sock returns-inflation nexus in Indonesia : evidence from conventional and Islamic stocks

Yahya; Majid, Muhammad Shabri Abdul; Hafasnuddin - In: Entrepreneurial business and economics review : EBER 9 (2021) 4, pp. 131-146

Fama proxy hypothesis was incapable of describing the negative conventional stock returns-inflation relation in its …

Persistent link: https://www.econbiz.de/10012800376

How do economic growth asymmetry and inflation expectations affect Fisher hypothesis and Fama's proxy hypothesis?

Lee, Yuan-Ming; Wang, Kuan Min - In: Quantitative finance and economics 1 (2017) 4, pp. 428-453

Persistent link: https://www.econbiz.de/10012137887

Real Macroeconomic Variables and Stock Prices: Evidence from Turkey

OKUYAN, H. Aydin - In: Asian Journal of Empirical Research 3 (2013) 6, pp. 654-662

between the variables. Our empirical evidence reveals the validation of Proxy hypothesis in case of Turkey. …

Persistent link: https://www.econbiz.de/10010686904

Real macroeconomic variables and stock prices : evidence from Turkey

Okuyan, H. Aydın - In: Asian Journal of Empirical Research 3 (2013) 6, pp. 654-662

between the variables. Our empirical evidence reveals the validation of Proxy hypothesis in case of Turkey. …

Persistent link: https://www.econbiz.de/10009779190

Do Islamic stock returns hedge against inflation? : a wavelet approach

Haniff, Norazza M.; Abul Mansur Mohammed Masih - In: Emerging markets finance & trade : a journal of the … 54 (2018) 10/11/12, pp. 2348-2366

Persistent link: https://www.econbiz.de/10012124725

Equities as a hedge against inflation in South Africa

Moores-Pitt, Peter; Strydom, Barry - In: African review of economics & finance : AREF : (a … 9 (2017) 1, pp. 156-179

Persistent link: https://www.econbiz.de/10011721587

Relationship between inflation and stock market returns: Evidence from Nigeria

Omotor, Douglason G. - In: CBN Journal of Applied Statistics 01 (2010) 1, pp. 1-15

The linkage between stock prices and inflation has been subjected to extensive research in the past decades and has arouse the interests of academics, researchers, practitioners and policy makers globally, particularly since the 1990s. The issue has been the apparent anomaly of the negative...

Persistent link: https://www.econbiz.de/10011482544

Relationship between inflation and stock market returns : evidence from Nigeria

Omotor, Douglason Godwin - In: CBN journal of applied statistics 1 (2010) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10011477682

Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?

Schmeling, Maik; Schrimpf, Andreas - 2008

We show empirically that survey-based measures of expected inflation are significant and strong predictors of future aggregate stock returns in several industrialized countries both in-sample and out-of-sample. By empirically discriminating between competing sources of this return predictability...

Persistent link: https://www.econbiz.de/10010263733

Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations?

Schmeling, Maik; Schrimpf, Andreas - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008

: Inflation expectations, Money Illusion, Proxy hypothesis, Stock returns ∗The authors want to thank Deutsche … movements, and inflation movements to investigate whether the rational (proxy hypothesis, risk aver- sion) or behavioral (money …, Fama (1981) advanced the so-called “proxy hypothesis”, which states that inflation proxies for an unobservable or merely …

Persistent link: https://www.econbiz.de/10005677986