Expected stock returns in bullish times

When exuberance rules, investors tend to extrapolate the good times and expect high returns. However, if returns remain high or even increase, the growth of earnings or the expansion in the price-earnings ratio required to sustain high returns become increasingly unlikely. Based on a simple decompos...

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Detalles Bibliográficos
Autor: Estrada, J. (Javier)|||/items/10eb52f4-753e-4abb-b6c5-c86ed2103820
Tipo de recurso: artículo
Fecha de publicación:2025
País:España
Institución:Universidad de Navarra
Repositorio:Dadun. Depósito Académico Digital de la Universidad de Navarra
Idioma:inglés
OAI Identifier:oai:dadun.unav.edu:10171/119917
Acceso en línea:https://hdl.handle.net/10171/119917
Access Level:acceso abierto
Palabra clave:Bullish times
Stock returns
Investors
Price-earnings ratio
High returns
Descripción
Sumario:When exuberance rules, investors tend to extrapolate the good times and expect high returns. However, if returns remain high or even increase, the growth of earnings or the expansion in the price-earnings ratio required to sustain high returns become increasingly unlikely. Based on a simple decomposition of stock returns, this article discusses the bullish environment at the end of the 1990s, relates it to the environment in the summer of 2025, and draws some relevant conclusions for expected stock returns.