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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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Are international value premiums driven by the same set of fundamentals?
Black, Angela J.; Fraser, Patricia; McMillan, David G. - In: International review of economics & finance : IREF 16 (2007) 1, pp. 113-129
Persistent link: https://www.econbiz.de/10003461536
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House prices, non-fundamental components and interstate spillovers : the Australian experience
Costello, Gregory J.; Fraser, Patricia; Groenewold, Nicolaas - 2010
Persistent link: https://www.econbiz.de/10003976940
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House prices, non-fundamental components and interstate spillovers : the Australian experience
Costello, Gregory J.; Fraser, Patricia; Groenewold, Nicolaas - In: Journal of banking & finance 35 (2011) 3, pp. 653-669
Persistent link: https://www.econbiz.de/10009159718
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Time-varying betas and the cross-sectional return-risk relation : evidence from the UK
Fraser, Patricia; Hamelink, Foort; Hoesli, Martin; … - In: The European journal of finance 10 (2004) 4, pp. 255-276
Persistent link: https://www.econbiz.de/10002359594
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Conditional heteroscedasticity in the equity returns from emerging markets
Fraser, Patricia - In: Advances in Pacific Basin financial markets 2 (1996), pp. 331-347
Persistent link: https://www.econbiz.de/10001208723
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The scale and patterns of abnormal returns to equity investment in UK electricity distribution
Buckland, Roger; Fraser, Patricia - In: Global finance journal 13 (2002) 1, pp. 39-62
Persistent link: https://www.econbiz.de/10001716568
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Political and regulatory risk : beta sensitivity in UK electricity distribution
Buckland, Roger; Fraser, Patricia - In: Journal of regulatory economics 19 (2001) 1, pp. 5-25
Persistent link: https://www.econbiz.de/10001616741
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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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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