Solving the Price-Earnings Puzzle
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Citations
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Cited by:
- Carl Chiarella & Shenhuai Gao, 2002. "Type I Spurious Regression in Econometrics," Working Paper Series 114, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Sanna, Dario, 2020.
"A Fast and Parsimonious Way to Estimate the Implied Rate of Return of Equity,"
MPRA Paper
102003, University Library of Munich, Germany.
- Sanna, Dario, 2020. "A Fast and Parsimonious Way to Estimate the Implied Rate of Return on Equity," MPRA Paper 102072, University Library of Munich, Germany.
- Carl Chiarella & Shenhuai Gao, 2002. "Modelling the Value of the S&P 500 - A System Dynamics Perspective," Working Paper Series 115, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
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More about this item
Keywords
price (return)-earnings relation; earnings response coefficient; type I spurious regresssion;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting
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