Three essays on stock returns and inflation - Australian evidence
| Contribuinte(s) |
Bhattacharya, Prasad Deb, Saikat Sovan |
|---|---|
| Data(s) |
09/09/2014
|
| Resumo |
Results of this thesis suggest that a significant negative relation between stock returns and inflation identified in Australia during ‘inflation targeting’ is mainly due to an incidence of ‘flight to safety’. Furthermore, the impact of inflation news on stock returns is industry-sector dependent. Specifically, in Australia rising inflation seems to be good news for Financials, but bad news for Materials. |
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance |
| Relação |
http://dro.deakin.edu.au/eserv/DU:30067555/zhou-licence-2014.pdf http://dro.deakin.edu.au/eserv/DU:30067555/zhou-three-2014A.pdf |
| Direitos |
The author |
| Tipo |
Thesis |
