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~isPartOf:"Discussion paper / Department of Economics, The University of Western Australia"
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Tasmania - Department of Economics
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Time-varying betas and macroeconomic influences
Groenewold, Nicolaas
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Fraser, Patricia
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1997
Persistent link: https://www.econbiz.de/10000968430
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Violation of the iid-normal assumption : effects on tests of asset-pricing models using Australian data
Groenewold, Nicolaas
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Fraser, Patricia
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1999
Persistent link: https://www.econbiz.de/10001388079
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3
US stock prices and macroeconomic fundamentals
Black, Angela J.
;
Fraser, Patricia
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Groenewold, Nicolaas
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2001
Persistent link: https://www.econbiz.de/10001582457
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The sensitivity of tests of asset pricing models to the iid-normal assumption : contemporaneous evidence from the US and UK stock markets
Groenewold, Nicolaas
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Fraser, Patricia
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2000
Persistent link: https://www.econbiz.de/10001467392
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How big is the speculative component in Australian share prices?
Black, Angela J.
;
Fraser, Patricia
;
Groenewold, Nicolaas
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2001
Persistent link: https://www.econbiz.de/10001619737
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