Volatility of Price-Earnings Ratio and Return Predictability Article

Jiang, Xiaoquan, Li, Chen. Volatility of Price-Earnings Ratio and Return Predictability .

cited authors

  • Jiang, Xiaoquan; Li, Chen

authors

keywords

  • Cash Flow Shocks
  • Discount Rate Shocks
  • Predicting Market Equity Premium and Macroeconomic Activities
  • Volatility Shocks
  • Volatility of Price-Earnings Ratio