Impacts of Changing Inflation Expectations on Wealth Transfers, Investment Behavior, and Valuation
type: CreativeWork
description: The purpose of this thesis is the analytical and empirical investigation of the effects of changes in inflation expectations on the market value of common equity. Based on existing theory an analytical model is presented and used to structure an empirical model. Multiple index versions of the market model are used to control for market impacts. Additional variables are included to account for the possibility of dividend yield and firm size effects.
abstract: The purpose of this thesis is the analytical and empirical investigation of the effects of changes in inflation expectations on the market value of common equity. Based on existing theory an analytical model is presented and used to structure an empirical model. Multiple index versions of the market model are used to control for market impacts. Additional variables are included to account for the possibility of dividend yield and firm size effects.
author: Gilmer, R.H., Jr.
keywords: Economics, Finance
date published: 2014-12-16T18:34:44Z
date modified: 2026-07-22T22:26:05Z
provider: University of Illinois - Urbana-Champaign
publisher: Networked Digital Library of Theses and Dissertations
type: WebPage
source organization: University of Illinois at Urbana-Champaign

PropertyValue
property ID: Handle
value: http://hdl.handle.net/2142/71507