The CABM Ratio Is Superior To The CAPE Ratio, Says StudyVW Staff
The October edition of the Academic Research Digest by Citi Global Quantitative Research contains an overview of four academic research papers. One of these, “On the Performance of Cyclically Adjusted Valuation Measures,” dated September 30, 2013, is a study by Wesley R. Gray, Drexel University, LeBow College of Business; Empiritrage, LLC, and Jack Vogel, Drexel University that compares different cyclically adjusted valuation measures.
Objective of the study
Are cyclically-adjusted valuation metrics effective in identifying high performing . . .
This content is exclusively for paying members.
If you are subscribed and having an account error please clear cache and cookies if that does not work email [email protected] or click Chat.