Cross-Sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity Article

Jiang, Xiaoquan, Kang, Qiang. (2020). Cross-Sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity . Journal of Accounting, Auditing and Finance, 35(3), 471-500. 10.1177/0148558X17748277

keywords

  • AGGREGATE EARNINGS SURPRISES
  • ANALYSTS
  • Business & Economics
  • Business, Finance
  • CONSUMPTION
  • COST
  • DIVIDEND YIELDS
  • EXPECTED RETURNS
  • FORECASTS
  • HETEROSKEDASTICITY
  • PEG ratios
  • STOCK RETURNS
  • Social Sciences
  • VALUATION
  • analysts' forecasts
  • out-of-sample forecasting
  • predicting macroeconomic activity
  • predicting market equity premium

Digital Object Identifier (DOI)

start page

  • 471

end page

  • 500

volume

  • 35

issue

  • 3