Market volatility and P/E ratios : a look at the Singapore and U.S. stock markets.
Date of Issue2004
College of Business (Nanyang Business School)
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.
Final Year Project (FYP)
Nanyang Technological University