Mean reversion of the Ibovespa price-earnings ratios

DPL Amorim, M Antônio de Camargos… - Latin American …, 2020 - Taylor & Francis
This paper presents a method for constructing price-earnings ratios (P/Es) for the Brazilian
stock market. The objective was to assess whether the P/E ratios exhibit mean reversion, in …

[HTML][HTML] Innovation, corporate social responsibility, and financial performance: A Study of Canadian businesses

C MacMillan - 2019 - search.proquest.com
Abstract The relationship between Corporate Social Responsibility (CSR) and financial
performance has been studied extensively since the 1960s. CSR evolved to become a legal …

The analysis of stock returns in the London Stock Exchange in the context of the cyclical adjusted price to earnings ratio signals.

WYI Alshaer - 2022 - rgu-repository.worktribe.com
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 …

[BOOK][B] The Benefits of Adding a Cost Function to Tobin's q as an Investment Style on the JSE

J Geldenhuys - 2014 - search.proquest.com
Tobin's q ratio employs a fundamental principle that enterprise values cannot deviate
excessively from, namely the replacement value of the assets required to generate the future …

Are Stock Returns Predictable? Rewarding Patient Investors & Powerful Binding Equilibriums

PJ McCloskey - Rewarding Patient Investors & Powerful Binding …, 2019 - papers.ssrn.com
Stock markets worldwide have rewarded patient investors, hence the common advice to 'buy
and hold'. Yet even with a large body of research over a prolonged period, proving this …

Value-Oriented Country Selection

A Zaremba, J Shemer, A Zaremba, J Shemer - Country Asset Allocation …, 2017 - Springer
Given that the value investing strategy assumes buying assets with the low price-to-
fundamentals ratio, in this chapter Zaremba and Shemer show that low-priced countries …

[CITATION][C] Research Affiliates: CAPE Fear: Why CAPE Naysayers Are Wrong

R Arnott, V Kalesnik, J Masturzo