Investing in International Equities: Lessons from a Decade of Strong US Equity Markets.

P Cotter, A Kobor - Journal of Portfolio Management, 2023 - search.ebscohost.com
The aggregate US equity market has outperformed the rest of the world over the past
decade. Additionally, correlation across equity markets of different geographic regions has …

[CITATION][C] Empirical asset pricing via machine learning: The global edition

N Cakici, A Zaremba - Available at SSRN 4028525, 2022

[HTML][HTML] The RISK That Households Take A Behavioral Variable Worth Watching

JD Fink, KE Fink - Journal of Financial Planning, 2021 - financialplanningassociation.org
CAPE, the cyclically adjusted PE Ratio of Robert Shiller, is well-known in financial planning
circles as an effective forecaster of stock returns at a 10-year horizon. This research …

[PDF][PDF] CAPE Ratio as a Prediction Tool for the Stock Exchange of Thailand (SET)

B Maharakkhaka, B Suteerawattananon… - online sales. As …, 2015 - so13.tci-thaijo.org
This study investigates predictability of the Cyclically Adjusted Price-Earning (CAPE) ratio
(or Shiller PE ratio) on the returns of the Stock Exchange of Thailand (SET), currently the …