The relationship between stock returns and inflation: new evidence from wavelet analysis

Asset returns and inflation

Eugene F. Fama, G. William Schwert · Journal of Financial Economics · 1977 · 2.8K citations

Business, Economics, Asset Pricing +11

Wavelet methods for time series analysis

Choice Reviews Online · 2001 · 2.6K citations

Engineering, Electrical Engineering, Forecasting +16

Stock Returns, Real Activity, Inflation, and Money

Eugene F. Fama · American Economic Review · 1981 · 2.6K citations

Social Sciences, Economics, Finance +12

COMMON STOCKS AS A HEDGE AGAINST INFLATION

Zvi Bodie · The Journal of Finance · 1976 · 645 citations

Social Sciences, Economics, Finance +11

Stock returns and inflation: A long-horizon perspective

Jacob Boudoukh, Matthew Richardson · American Economic Review · 1993 · 437 citations

Social Sciences, Economics, Finance +7