Chapter 05 – Efficient Capital Markets, Behavioral Finance, and Technical Analysis
114. Studies of the relationship between P/E ratios and stock returns have found that
low P/E stocks of large cap stocks outperformed low P/E stocks of small cap stocks.
low P/E stocks of small cap stocks outperformed high P/E stocks of large cap stocks.
high P/E stocks of large cap stocks outperformed low P/E stocks of small cap stocks.
high P/E stocks of large cap stocks outperformed high P/E stocks of small cap stocks.
low P/E stocks of small cap stocks equaled the performance high P/E stocks of large cap stocks.
115. Tests of the efficient market hypothesis (EMH) are sometimes based on examining its abnormal rate of return. The
abnormal rate of return is calculated by
subtracting the expected rate of return from the actual return, where the expected return is based on the stock’s
beta and the CAPM.
subtracting the actual rate of return from the expected return, where the expected return is based on the stock’s
beta and the CAPM.
subtracting the expected rate of return from the actual return, where the expected return is based on the stock’s
projected dividend yields.
subtracting the expected rate of return from the actual return, where the expected return is based on the stock’s
projected dividend yields.
adding the expected rate of return to the actual return, where the expected return is based on the stock’s
projected dividend yields.