This research represents the union of two main studies: the first one focused on the analysis of the CAPE Ratio, also known as the Cyclically Adjusted Price-Earnings ratio, a valuation measure introduced by the Nobel Prize Robert Shiller, and the second one focused on the predictability of the...

Duration is an important parameter used by investors to choose between different investment opportunities in financial economics. While the concept of duration is usually associated with fixed-income assets, its expansion to the equity assets is becoming more relevant in the recent period, due...

This study investigates the relationship between founding family ownership and firm performance in the Italian stock market. Making use of a precise definition of Founding family ownership factor, an empirical analysis on the stock monthly returns has been carried out, from an investor's point...