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Observed and "fundamental" price-earning ratios: A comparative analysis of high-tech stock evaluation in the US and in Europe

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Author Info
Bagella, Michele
Becchetti, Leonardo
Adriani, Fabrizio

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Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 24 (2005)
Issue (Month): 4 (June)
Pages: 549-581
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Handle: RePEc:eee:jimfin:v:24:y:2005:i:4:p:549-581

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  1. Basu, S, 1977. "Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios: A Test of the Efficient Market Hypothesis," Journal of Finance, American Finance Association, vol. 32(3), pages 663-82, June. [Downloadable!] (restricted)
  2. De Long, J Bradford & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1990. "Noise Trader Risk in Financial Markets," Journal of Political Economy, University of Chicago Press, vol. 98(4), pages 703-38, August. [Downloadable!] (restricted)
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  3. Grossman, Sanford J & Stiglitz, Joseph E, 1980. "On the Impossibility of Informationally Efficient Markets," American Economic Review, American Economic Association, vol. 70(3), pages 393-408, June.
  4. Pesaran, M.H. & Smith, R., 1992. "Estimating Long-Run Relationships From Dynamic Heterogeneous Panels," Cambridge Working Papers in Economics 9215, Faculty of Economics, University of Cambridge.
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  5. Allen, Franklin & Gale, Douglas, 1995. "A welfare comparison of intermediaries and financial markets in Germany and the US," European Economic Review, Elsevier, vol. 39(2), pages 179-209, February. [Downloadable!] (restricted)
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  6. Sethi, Rajiv, 1996. "Endogenous regime switching in speculative markets," Structural Change and Economic Dynamics, Elsevier, vol. 7(1), pages 99-118, March. [Downloadable!] (restricted)
  7. Goodhart, Charles, 1988. "The Foreign Exchange Market: A Random Walk with a Dragging Anchor," Economica, London School of Economics and Political Science, vol. 55(220), pages 437-60, November. [Downloadable!] (restricted)
  8. Merton H. Miller & Franco Modigliani, 1961. "Dividend Policy, Growth, and the Valuation of Shares," Journal of Business, University of Chicago Press, vol. 34, pages 411. [Downloadable!]
  9. Rao, Cherukuri U & Litzenberger, Robert H, 1971. "Leverage and the Cost of Capital in a Less Developed Capital Market: Comment," Journal of Finance, American Finance Association, vol. 26(3), pages 777-82, June. [Downloadable!] (restricted)
  10. H. Kent Baker & Gary E. Powell & Daniel G. Weaver, 1999. "Does NYSE Listing Affect Firm Visibility?," Financial Management, Financial Management Association, vol. 28(2), Summer.
  11. Franke, Reiner & Sethi, Rajiv, 1998. "Cautious trend-seeking and complex asset price dynamics," Research in Economics, Elsevier, vol. 52(1), pages 61-79, March. [Downloadable!] (restricted)
  12. Bakera, H. Kent & Powell, Gary E. & Weaver, Daniel G., 1999. "The visibility effects of Amex listing," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(3), pages 341-361. [Downloadable!] (restricted)
  13. Allen, Helen & Taylor, Mark P, 1990. "Charts, Noise and Fundamentals in the London Foreign Exchange Market," Economic Journal, Royal Economic Society, vol. 100(400), pages 49-59, Supplemen. [Downloadable!] (restricted)
  14. Ball, Ray, 1978. "Anomalies in relationships between securities' yields and yield-surrogates," Journal of Financial Economics, Elsevier, vol. 6(2-3), pages 103-126. [Downloadable!] (restricted)
  15. Michele Bagella & Leonardo Becchetti & Fabrizio Adriani, 2001. "Observed And "Fundamental" Price Earnings. Is There A Dragging Anchor For High-Tech Stocks?," Departmental Working Papers 138, Tor Vergata University, CEIS. [Downloadable!]
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