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Violation of the IID-Normal Assumption: Effects on tests of asset-pricing models using Australian data
Groenewold, N.; Fraser, P. - Department of Economics, Business School - 1999
Persistent link: https://www.econbiz.de/10011202229
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Forecasting Beta: How well does the 'five year rule of thumb' do?
Groenewold, N.; Fraser, P. - Department of Economics, Business School - 1999
Persistent link: https://www.econbiz.de/10011202301
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Tests of Asset-pricing Models: How important is the IID-normal assumptions?
Groenewold, N.; Fraser, P. - Department of Economics, Business School - 1998
Persistent link: https://www.econbiz.de/10011202305
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Time-varying betas & macroeconomic influences
Groenewold, N.; Fraser, P. - Department of Economics, Business School - 1997
Persistent link: https://www.econbiz.de/10011203233
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Share Prices and Macroeconomic Factors.
Fraser, P.; Groenewold, N. - School of Economics and Finance, Tasmanian School of … - 1995
Persistent link: https://www.econbiz.de/10005631048
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Macroeconomic Shocks and Sector Excess Returns: Evidence from the Australian Stock Market.
Fraser, P.; Groenewold, N. - School of Economics and Finance, Tasmanian School of … - 1995
Persistent link: https://www.econbiz.de/10005631070