Pearce, Douglas K; Roley, V Vance - In: Journal of Finance 43 (1988) 4, pp. 965-81
This paper reexamines the effects of nominal contracts on the relationship between unantici pated inflation and an individual stock's rate of return. This study differs in three main ways from previous research. First, announced i nflation data are used to examine the effects of unanticipated...