On the predictive power of CAPE or Shiller's PE ratio : the case of the Greek stock market
Dimitrios Kenourgios, Spyros Papathanasiou, Anastasia Christina Bampili
| Year of publication: |
2022
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| Authors: | Kenourgios, Dimitrios ; Papathanasiou, Spyros ; Bampili, Anastasia Christina |
| Published in: |
Operational research : an international journal. - Berlin : Springer, ISSN 1866-1505, ZDB-ID 2425760-6. - Vol. 22.2022, 4, p. 3747-3766
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| Subject: | CAPE ratio | Efficient market hypothesis | FTSE/ASE large cap index | Returns forecasting | Griechenland | Greece | Effizienzmarkthypothese | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Börsenkurs | Share price | Aktienindex | Stock index | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12351-021-00658-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013445513