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Stock Returns and Inflation; A Wavelet Analysis in Tehran Stock Exchange (TSE)

Saeed Moshiri; Kamran Pakizeh; Manoochehr Dabirian; Abolfazl Jafari

Volume 14, Issue 42 , April 2010, , Pages 74-55

Abstract
  Investors in stock markets are concerned about the inflation effect on their returns. However, the impact varies based on investment horizons.  Since investors have different attitudes and diverse investment horizons, studying the relationship between inflation and stock returns in different time ...  Read More