The P/E Multiple and Market Volatility
- 1 July 1996
- journal article
- Published by Taylor & Francis in CFA Magazine
- Vol. 52 (4) , 16-24
- https://doi.org/10.2469/faj.v52.n4.2007
Abstract
No abstract availableThis publication has 16 references indexed in Scilit:
- Dividend yields and expected stock returnsPublished by Elsevier ,2002
- Stock returns and the term structurePublished by Elsevier ,2002
- On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on StocksThe Journal of Finance, 1993
- Variations in economic uncertainty and risk premiums on capital assetsEuropean Economic Review, 1993
- Global financial markets and the risk premium on U.S. equityJournal of Financial Economics, 1992
- Measuring risk aversion from excess returns on a stock indexJournal of Econometrics, 1992
- Habit Formation: A Resolution of the Equity Premium PuzzleJournal of Political Economy, 1990
- Stock prices under time-varying dividend riskJournal of Monetary Economics, 1988
- Expected stock returns and volatilityJournal of Financial Economics, 1987
- An intertemporal asset pricing model with stochastic consumption and investment opportunitiesJournal of Financial Economics, 1979