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Three essays on stock returns and inflation - Australian evidence

Zhou, Yuwei 2014, Three essays on stock returns and inflation - Australian evidence, Doctor of Philosophy thesis, School of Accounting, Economics and Finance, Deakin University.

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Title Three essays on stock returns and inflation - Australian evidence
Author Zhou, Yuwei
Institution Deakin University
School School of Accounting, Economics and Finance
Faculty Faculty of Business and Law
Degree type Research doctorate
Degree name Doctor of Philosophy
Thesis advisor Bhattacharya, Prasad
Deb, Saikat Sovan
Date submitted 2014-09-09
Summary 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.
Language eng
Field of Research 140207 Financial Economics
Socio Economic Objective 910199 Macroeconomics not elsewhere classified
Description of original 168 pp.
Copyright notice ┬ęThe author
Persistent URL http://hdl.handle.net/10536/DRO/DU:30067555

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Created: Wed, 19 Nov 2014, 09:17:44 EST by fez

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