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Krüger, Malte (contributor) - 1998 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001554898

Accounting and the Macroeconomy : The Case of Aggregate Price-Level Effects on Individual Stocks

Konchitchki, Yaniv - 2016

This study sheds new light on the cross-sectional effects of inflation, which have substantial implications for stock … individual companies, focusing on the implications for both researchers and investment practitioners. I develop inflation …-adjustment procedures that are straightforward for investors to implement in real time for extracting the inflation effect on individual …

Persistent link: https://www.econbiz.de/10013007381

Systematic risk and the theory of wage indexation

Woglom, Geoffrey Richard H. - In: The journal of business : B 63 (1990) 2, pp. 217-237

Persistent link: https://www.econbiz.de/10001089134

Winners and losers from price-level volatility : money taxation and information frictions

Cozzi, Guido; Goenka, Aditya; Kang, Minwook; Shell, Karl - In: Sunspots and non-linear dynamics : essays in honor of …, (pp. 287-402). 2017

Persistent link: https://www.econbiz.de/10011850418

Putting the price in asset pricing

Polk, Christopher - 2024 - This version: September 2023

Persistent link: https://www.econbiz.de/10014446429

Vermögenspreise und ihre Dynamik im makroökonomischen Transmissionsprozess

Jarchow, Hans-Joachim - In: Review of economics 56 (2005) 2, pp. 185-204

Persistent link: https://www.econbiz.de/10003245423

Liquidity, interest, and asset prices

Gale, Douglas (contributor) - 2005

Persistent link: https://www.econbiz.de/10002962194

Stock Price Level Effect

Borsboom, Charlotte; Füllbrunn, Sascha - 2021

Companies actively manipulate stock price ranges through IPOs, stock splits, and repurchases. Indeed, empirical results suggest that the stock’s price range, whether at a high or low price level, affects market performance. Unfortunately, archival data does not allow us to test the effect of...

Persistent link: https://www.econbiz.de/10013213254

Asset Pricing with Price Levels

Polk, Christopher (contributor) - 2020

We propose a novel way to study asset prices based on price distortions rather than abnormal returns. We derive the correct identity linking current mispricing to subsequent returns, generating a price-level analogue to the fundamental asset pricing equation used to study returns. Our GMM test...

Persistent link: https://www.econbiz.de/10012846334

Serra, Teresa; Zilberman, David - In: Energy economics 37 (2013), pp. 141-151

Persistent link: https://www.econbiz.de/10009760852

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