A modified Shiller's cyclically adjusted price-to-earnings (CAPE) ratio for stock market index valuation in a zero-interest rate environment

R Catanho, A Saville - Investment Analysts Journal, 2022 - journals.co.za
The cyclically adjusted price-earnings ratio (CAPE) is a tool that has become widely used to
predict market returns. However, recently, deterioration in its forecast strength has surfaced …

[BOOK][B] Implications of Non-Tangible Assets and Macroeconomic Parameters on Long-term Stock Performance

LR Pereira - 2019 - search.proquest.com
A rational long-horizon stock investment decision is a complex process due to uncertainty in
supply and demand, competitive advantage, macroeconomic parameters and various …