This report documents a study of the Singapore and U.S. stock markets where we look at the impact of market volatility on the market P/E ratio. Other determinants of the market P/E ratio include inflation, real interest rate, and lagged market P/E ratio
[[abstract]]This paper investigates the roles of macroeconomic variables, i.e., money supply, oil pr...
This study seeks to investigate the relationship between Philippine stock market with the ASEAN 5 me...
Singapore Stock Exchange (SGX) is historically been considerably more volatile than the Bursa Malays...
This report documents a study of the Singapore and U.S. stock markets where we look at the impact of...
The earnings-price ratio (E/P ratio) of the Hang Seng Index (HSI) and the spreads between the E/P ra...
An understanding of volatility in stock markets is important for determining the cost of capital and...
This paper seeks to determine whether the condition necessary for the use of the P/E ratio as an inv...
This research examines the eff ects of interest rates volatility on stock market returns in Malaysia...
This paper attempts to provide evidence of “shift-volatility” transmission in the East Asian equity ...
The study sought to investigate the interaction among exchange rate volatility and the stock market ...
Using monthly data from seven mature and emerging markets and a battery of GARCH and EGARCH models, ...
To value a company or its stock, many investors look at the Price Earnings ratio (P/E ratio). It c...
Nature of the stock return is one of the important aspect for investor in making their decision to i...
The objective of this research isto measure and examine volatilities among important stock markets o...
Asian markets have great potential as these markets are at the forefront of production of global goo...
[[abstract]]This paper investigates the roles of macroeconomic variables, i.e., money supply, oil pr...
This study seeks to investigate the relationship between Philippine stock market with the ASEAN 5 me...
Singapore Stock Exchange (SGX) is historically been considerably more volatile than the Bursa Malays...
This report documents a study of the Singapore and U.S. stock markets where we look at the impact of...
The earnings-price ratio (E/P ratio) of the Hang Seng Index (HSI) and the spreads between the E/P ra...
An understanding of volatility in stock markets is important for determining the cost of capital and...
This paper seeks to determine whether the condition necessary for the use of the P/E ratio as an inv...
This research examines the eff ects of interest rates volatility on stock market returns in Malaysia...
This paper attempts to provide evidence of “shift-volatility” transmission in the East Asian equity ...
The study sought to investigate the interaction among exchange rate volatility and the stock market ...
Using monthly data from seven mature and emerging markets and a battery of GARCH and EGARCH models, ...
To value a company or its stock, many investors look at the Price Earnings ratio (P/E ratio). It c...
Nature of the stock return is one of the important aspect for investor in making their decision to i...
The objective of this research isto measure and examine volatilities among important stock markets o...
Asian markets have great potential as these markets are at the forefront of production of global goo...
[[abstract]]This paper investigates the roles of macroeconomic variables, i.e., money supply, oil pr...
This study seeks to investigate the relationship between Philippine stock market with the ASEAN 5 me...
Singapore Stock Exchange (SGX) is historically been considerably more volatile than the Bursa Malays...