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~subject:"Volatilität"
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Volatilität
United Kingdom
32
Großbritannien
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Capital income
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24
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Neuseeland
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Portfolio selection
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Portfolio-Management
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Risikoprämie
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Risk premium
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Rohstoffpreis
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Spekulationsblase
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1973-1998
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Fraser, Patricia
7
Black, Angela J.
2
Chen, Yen-hsiao
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Groenewold, Nicolaas
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McMillan, David G.
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Power, David M.
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Applied financial economics
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Discussion paper / Department of Economics, The University of Western Australia
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Discussion paper / University of Tasmania, Department of Economics
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Discussion papers in financial markets
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International review of financial analysis
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Scottish journal of political economy : the journal of the Scottish Economic Society
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ECONIS (ZBW)
9
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1
Asymmetric risk premium in value and growth stocks
Black, Angela J.
;
McMillan, David G.
- In:
International review of financial analysis
15
(
2006
)
3
,
pp. 237-246
Persistent link: https://www.econbiz.de/10003348583
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2
Long run trends and volatility spillovers in daily exchange rates
Black, Angela J.
;
McMillan, David G.
- In:
Applied financial economics
14
(
2004
)
12
,
pp. 895-907
Persistent link: https://www.econbiz.de/10002150770
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3
UK excess share returns : firm size and volatility
Fraser, Patricia
-
1993
Persistent link: https://www.econbiz.de/10000143482
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4
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
Saved in:
5
What drives stock prices? : fundamentals, bubbles and investor behavior
Chen, Yen-hsiao
;
Fraser, Patricia
-
2009
Persistent link: https://www.econbiz.de/10003941306
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6
What drives stock prices? : fundamentals, bubbles and investor behaviour
Chen, Yen-hsiao
;
Fraser, Patricia
- In:
Applied financial economics
20
(
2010
)
16/18
,
pp. 1461-1477
Persistent link: https://www.econbiz.de/10009010920
Saved in:
7
Macroeconomic shocks and sector excess returns : evidence from the Australian stock market
Fraser, Patricia
;
Groenewold, Nicolaas
-
1995
Persistent link: https://www.econbiz.de/10000931921
Saved in:
8
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:
9
Stock return volatility and information : an empirical analysis of Pacific Rim, UK and US equity markets
Fraser, Patricia
- In:
Applied financial economics
7
(
1997
)
3
,
pp. 241-253
Persistent link: https://www.econbiz.de/10001227557
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