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Showing 1 to 1 of 1 for “"Cyclically adjusted price to earnings ratio (CAPE)"”.
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The analysis of stock returns in the London Stock Exchange in the context of the cyclical adjusted price to earnings ratio signals.
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. The behaviour of stock returns in the light of …