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

• Main Authors: Hong, Peiying., Koh, Baoyu., Liang, Liting.
• Other Authors: Shrestha, Keshab Man
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Stock exchanges
• Online Access: http://hdl.handle.net/10356/9215
• Institution: Nanyang Technological University

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.