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. Attached Files Name Description MIMEType Size Downloads 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 orcid.org/0000-0003-2818-0835 Deb, Saikat Sovan orcid.org/0000-0002-3875-5666 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 ©The author Persistent URL http://hdl.handle.net/10536/DRO/DU:30067555 Document type: Thesis Collections: Faculty of Business and Law School of Accounting, Economics and Finance Higher degree theses (citation only)   Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Wed, 19 Nov 2014, 09:17:54 EST Wed, 19 Nov 2014, 09:19:10 EST Thu, 20 Nov 2014, 08:56:59 EST Filtered Full Citation counts:   Cited 0 times in TR Web of Science Cited 0 times in Scopus Search Google Scholar Access Statistics: 210 Abstract Views, 1 File Downloads  -  Detailed Statistics Created: Wed, 19 Nov 2014, 09:17:44 EST by fez