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UK stock and government bond markets : firm size, predictability and the term structure
Fraser, Patricia - 1992
Persistent link: https://www.econbiz.de/10000139397
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UK excess share returns : firm size and volatility
Fraser, Patricia - 1993
Persistent link: https://www.econbiz.de/10000143482
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An empirical analysis of the relationship between UK treasury bills and the term structure of certificates of deposit
Fraser, Patricia - 1993
Persistent link: https://www.econbiz.de/10000143483
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An empirical analysis of the relationship between UK treasury bills and the term structure of certificates of deposit
Fraser, Patricia - In: Bulletin of economic research 47 (1995) 2, pp. 143-160
Persistent link: https://www.econbiz.de/10001179731
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UK stock and government bond markets : predictability and the term structure
Fraser, Patricia - In: Applied financial economics 5 (1995) 2, pp. 61-67
Persistent link: https://www.econbiz.de/10001181323
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UK excess share returns : firm size and volatility
Fraser, Patricia - In: Scottish journal of political economy : the journal of … 43 (1996) 1, pp. 71-84
Persistent link: https://www.econbiz.de/10001196002
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Time-Varying Betas and Cross-Sectional Return-Risk Relation : Evidence form the UK
Fraser, Patricia; Hamelink, Foort; Hoesli, Martin; … - Université <Genève> / Section des Hautes Etudes … - 2000
The seminal study by Fama and MacBeth (1973) initiated a stream of papers testing for the cross-sectional relation between return and risk. The debate wether beta is a valid measure of risk has been renimated by Fama and French (1992) and subsequent studies.(...)
Persistent link: https://www.econbiz.de/10005843529
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Conditional heteroskedasticity in the equity returns from emerging markets
Fraser, Patricia; Power, David M. - 1993
Persistent link: https://www.econbiz.de/10000878113
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UK unit trust performance 1980 - 1989 : a passive time-varying approach
Black, Angela; Fraser, Patricia; Power, David - 1991
Persistent link: https://www.econbiz.de/10000130987
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Spot and forward metals prices : efficiency and time series behaviour
Fraser, Patricia; MacDonald, Ronald - 1990
Persistent link: https://www.econbiz.de/10000137164