The market p/e ratio stock returns earnings and mean reversion
The Market P/E Ratio: Stock Returns, Earnings, and Mean Reversion by Robert A. Weigand, Robert R. Irons :: SSRN
Modeling this break in the data and including the effect of several macroeconomic factors results in forecasts of future returns that are considerably more optimistic than those of previous studies. We also show that the way investors use the Fed Model to benchmark the earnings yield on stocks to the year T-note yield has resulted in these two series becoming cointegrated over time. Stock Returns, Earnings, and Mean Reversion March Subscribe to this fee journal for more curated articles on this topic.
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Price/Earnings Ratio Mean Reversion Strategy
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Not Available for Download Share: Using the URL or DOI link below will ensure access to this page indefinitely. Buy byd stock Washburn University School of Business Robert R.
Irons Dominican The market p/e ratio stock returns earnings and mean reversion - Brennan School of Business. Weigand Contact Author Washburn University School of Business email Topeka, KS United American airlines stock market watch. Irons Dominican University - Brennan School of Business email West Division St.
River Forest, IL United States. Not Available for Download. Paper statistics Abstract Views.
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