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CAPM
China
67
Australien
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Räumliche Verteilung
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Spatial distribution
28
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27
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27
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Fraser, Patricia
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Groenewold, Nicolaas
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Discussion paper / Department of Economics, The University of Western Australia
5
Discussion paper / University of Tasmania, Department of Economics
1
International review of financial analysis
1
Journal of empirical finance
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The Manchester School
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ECONIS (ZBW)
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1
Tests of asset-pricing models : how important is the iid-normal assumption
Groenewold, Nicolaas
;
Fraser, Patricia
- In:
Journal of empirical finance
8
(
2001
)
4
,
pp. 427-449
Persistent link: https://www.econbiz.de/10001607068
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2
Violation of the iid-normal assumption : effects on testes of asset-pricing models using Australian data
Groenewold, Nicolaas
;
Fraser, Patricia
- In:
International review of financial analysis
11
(
2002
)
4
,
pp. 491-510
Persistent link: https://www.econbiz.de/10001745140
Saved in:
3
Mean-variance efficiency, aggregate shocks and return horizons
Fraser, Patricia
;
Groenewold, Nicolaas
- In:
The Manchester School
69
(
2001
)
1
,
pp. 52-76
Persistent link: https://www.econbiz.de/10001573229
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4
The sensitivity of tests of asset pricing models to the iid-normal assumption : contemporaneous evidence from the US and UK stock markets
Groenewold, Nicolaas
;
Fraser, Patricia
-
2000
Persistent link: https://www.econbiz.de/10001467392
Saved in:
5
Share prices and macroeconomic factors
Groenewold, Nicolaas
;
Fraser, Patricia
-
1995
-
Version 2
Persistent link: https://www.econbiz.de/10000930900
Saved in:
6
Time-varying betas and macroeconomic influences
Groenewold, Nicolaas
;
Fraser, Patricia
-
1997
Persistent link: https://www.econbiz.de/10000968430
Saved in:
7
Tests of asset-pricing models : how important is the IID-normal assumption?
Groenewold, Nicolaas
;
Fraser, Patricia
-
1998
Persistent link: https://www.econbiz.de/10001367669
Saved in:
8
Violation of the iid-normal assumption : effects on tests of asset-pricing models using Australian data
Groenewold, Nicolaas
;
Fraser, Patricia
-
1999
Persistent link: https://www.econbiz.de/10001388079
Saved in:
9
Forecasting beta : how well does the "five-year rule of thumb" do?
Groenewold, Nicolaas
;
Fraser, Patricia
-
1999
Persistent link: https://www.econbiz.de/10001374842
Saved in:
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