Volatility of Price-Earnings Ratio and Long-Run Return Predictability Article

Jiang, Xiaoquan, Li, Chen. (2026). Volatility of Price-Earnings Ratio and Long-Run Return Predictability . Financial Management, 10.1111/fima.70030

cited authors

  • Jiang, Xiaoquan; Li, Chen

authors

publication date

  • February 16, 2026

published in

keywords

  • BOOK-TO-MARKET
  • Business & Economics
  • Business, Finance
  • CONSUMPTION
  • Cash Flow Shocks
  • Discount Rate Shocks
  • EQUITY PREMIUM
  • EXPECTED STOCK RETURNS
  • FORECASTS
  • Predicting Market Equity Premium and Macroeconomic Activities
  • RARE DISASTERS
  • RISK-FACTORS
  • SAMPLE
  • Social Sciences
  • TIME-SERIES
  • VARIANCE
  • Volatility Shocks
  • Volatility of Price-Earnings Ratio
  • macroeconomic activities
  • predicting market equity premium
  • volatility of price-earnings ratio

Digital Object Identifier (DOI)