Skip to main content

Research Repository

Advanced Search

All Outputs (1)

The analysis of stock returns in the London Stock Exchange in the context of the cyclical adjusted price to earnings ratio signals. (2022)
Thesis
ALSHAER, W.Y.I. 2022. The analysis of stock returns in the London Stock Exchange in the context of the cyclical adjusted price to earnings ratio signals. Robert Gordon University, PhD thesis. Hosted on OpenAIR [online]. Available from: https://doi.org/10.48526/rgu-wt-1712715

This thesis aimed to analyse the signalling capability of the Cyclically Adjusted Price to Earnings (CAPE) ratio and to analyse the performance of asset pricing models in the context of different market sentiments, as highlighted by the CAPE ratio. T... Read More about The analysis of stock returns in the London Stock Exchange in the context of the cyclical adjusted price to earnings ratio signals..