Market volatility and P/E ratios : a look at the Singapore and U.S. stock markets.

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.

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Bibliographic Details
Main Authors: Hong, Peiying., Koh, Baoyu., Liang, Liting.
Other Authors: Shrestha, Keshab Man
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/9215
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Institution: Nanyang Technological University
Description
Summary: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.