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University of Illinois at Urbana-Champaign
Impacts of Changing Inflation Expectations on Wealth Transfers, Investment Behavior, and Valuation
Abstract
dc:descriptionThe 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.
Degree
thesis:*- Name thesis:degree_name
- Ph.D.
- Level thesis:degree_level
- Dissertation
- Discipline thesis:degree_discipline
- Finance
- Grantor
- University of Illinois at Urbana-Champaign
- Year dc:date
- 2014
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Gilmer, R.H., Jr.
Subjects
dc:subject × 1Identifiers
dc:identifier.*- Identifier
- (UMI)AAI8218471
- OAI identifier oai:identifier
- oai:www.ideals.illinois.edu:2142/71507