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Σκλαβούνου, Παναγιώτα

The influence of the ratio P/E to the share returns

Master Thesis

Author

Σκλαβούνου, Παναγιώτα

Date

2018-09

Abstract

The purpose of this dissertation is to examine the relationship between the P/E ratio and the stock returns. Considering the daily closing prices of 168 shares traded on the German stock market (DAX 30) for the period December 31, 1999 - July 6, 2018, the study investigates the P/E phenomenon. The applied methodology performs correlation analysis and regression analysis, while the data are further examined for autocorrelation and heteroscedasticity. The results of the dissertation document the existence of a correlation between P/E and future stock returns.

Postgraduate Studies Programme

Αναλογιστική Επιστήμη και Διοικητική Κινδύνου

Department

Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής Επιστήμης

Number of pages

Language

Greek

URI

https://dione.lib.unipi.gr/xmlui/handle/unipi/11418

Collections

Τμήμα Στατιστικής και Ασφαλιστικής Επιστήμης

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