THE “FISHER EFFECT” FOR RISKY ASSETS: AN EMPIRICAL INVESTIGATION

Abstract

The Journal of FinanceVolume 31, Issue 2 p. 447-458 Session Topic: Inflation and Stock Prices THE “FISHER EFFECT” FOR RISKY ASSETS: AN EMPIRICAL INVESTIGATION Katherine D. Miller, Katherine D. Miller Assistant Professors, The Wharton School, University of Pennsylvania, and Graduate School of Industrial Administration, Carnegie-Mellon University, respectively. We are grateful for computational assistance and creative input from Rick Castanias and Robert Dingle. Useful insights were also provided by Timothy McGuire and Dennis Epple.Search for more papers by this authorF. Jaffe Jeffrey, F. Jaffe JeffreySearch for more papers by this authorGershon Mandelker, Gershon Mandelker Real Estate Research Corporation, Chicago IllinoisSearch for more papers by this author Katherine D. Miller, Katherine D. Miller Assistant Professors, The Wharton School, University of Pennsylvania, and Graduate School of Industrial Administration, Carnegie-Mellon University, respectively. We are grateful for computational assistance and creative input from Rick Castanias and Robert Dingle. Useful insights were also provided by Timothy McGuire and Dennis Epple.Search for more papers by this authorF. Jaffe Jeffrey, F. Jaffe JeffreySearch for more papers by this authorGershon Mandelker, Gershon Mandelker Real Estate Research Corporation, Chicago IllinoisSearch for more papers by this author First published: May 1976 https://doi.org/10.1111/j.1540-6261.1976.tb01898.xCitations: 17 Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Volume31, Issue2May 1976Pages 447-458 RelatedInformation