A modified Shiller's cyclically adjusted price-to-earnings (CAPE) ratio for stock market index valuation in a zero-interest rate environment-Reference-Cited by-同舟云学术

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A modified Shiller's cyclically adjusted price-to-earnings (CAPE) ratio for stock market index valuation in a zero-interest rate environment

Published:2022-01-02 Issue:1 Volume:51 Page:49-66
ISSN:1029-3523
Container-title:Investment Analysts Journal
language:en
Short-container-title:Investment Analysts Journal

Author:

Catanho Roberto¹,Saville Adrian¹

Affiliation:

1. Gordon Institute of Business Science, University of Pretoria, Johannesburg, South Africa

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.1080/10293523.2022.2045701

Reference34 articles.

1. Expected and realized returns in conditional asset pricing models: A new testing approach

2. Maximum likelihood estimation of the equity premium

3. U.S. STOCK MARKET P/E RATIOS, STRUCTURAL BREAKS, AND LONG-TERM STOCK RETURNS

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