[HTML][HTML] On the predictive power of CAPE or Shiller's PE ratio: The case of the Greek stock market
D Kenourgios, S Papathanasiou, AC Bampili - Operational Research, 2022 - Springer
This paper examines the capability of the Cyclically Adjusted Price to Earnings (CAPE) or
Shiller's P/E ratio, along with other relative valuation ratios such as the P/E and the P/BV, to …
Shiller's P/E ratio, along with other relative valuation ratios such as the P/E and the P/BV, to …
A modified Shiller's cyclically adjusted price-to-earnings (CAPE) ratio for stock market index valuation in a zero-interest rate environment
R Catanho, A Saville - Investment Analysts Journal, 2022 - journals.co.za
The cyclically adjusted price-earnings ratio (CAPE) is a tool that has become widely used to
predict market returns. However, recently, deterioration in its forecast strength has surfaced …
predict market returns. However, recently, deterioration in its forecast strength has surfaced …
Using CAPE to forecast country returns for designing an international country rotation portfolio
SS Radha - The Journal of Portfolio Management, 2020 - pm-research.com
The cyclically adjusted price-to-earnings ratio (CAPE), though originally derived for the US
equity market, has now been calculated for various national equity markets outside the …
equity market, has now been calculated for various national equity markets outside the …
Predictability of Stock Returns in Central and Eastern European Countries
P Pietraszewski - Acta Universitatis Lodziensis. Folia Oeconomica, 2022 - ceeol.com
Stock return predictability in highly developed countries has both empirical and theoretical
justification in financial literature. The article aims to answer the question if market valuation …
justification in financial literature. The article aims to answer the question if market valuation …
[PDF][PDF] International Equity Outlook
SS Radha - researchgate.net
The information contained herein is based on data gathered from sources we believe to be
reliable. It is not guaranteed against errors and or omissions, and is not intended as the …
reliable. It is not guaranteed against errors and or omissions, and is not intended as the …