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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

Are International Value Premiums Driven by the Same Set of Fundamentals?

Black, Angela J. - 2002

Value investment styles yield higher returns, on average, than investing in growth stocks. The literature is currently divided on the reasons for this finding. Fama and French (1998) suggest that value stocks are inherently more risky and this non-diversifiable risk should be rewarded in...

Persistent link: https://www.econbiz.de/10012741286

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/10007617327

House prices, fundamentals and inflation

Black, Angela J. (contributor); Fraser, Patricia (contributor) - 2005

Persistent link: https://www.econbiz.de/10002634986

How big is the speculative component in Australian share prices?

Black, Angela J.; Fraser, Patricia; Groenewold, Nicolaas - 2001

Persistent link: https://www.econbiz.de/10001619737

How big is the speculative component in the Australian share prices?

Black, Angela J.; Fraser, Patricia; Groenewold, Nicolaas - In: Journal of economics & business 55 (2003) 2, pp. 177-195

Persistent link: https://www.econbiz.de/10001767091

Stock returns and the state of the economy : a historical perspective using very long-run UK data

Black, Angela J.; Fraser, Patricia; McDonald, Garry A. - In: Growth and development in the global economy, (pp. 121-140). 2003

Persistent link: https://www.econbiz.de/10001796955

US stock prices and macroeconomic fundamentals

Black, Angela J.; Fraser, Patricia; Groenewold, Nicolaas - In: International review of economics & finance : IREF 12 (2003) 3, pp. 345-367

Persistent link: https://www.econbiz.de/10001797306

International comparisons on stock market short-termism : how different is the UK experience?

Black, Angela J.; Fraser, Patricia - In: The Manchester School 68 (1999) Suppl, pp. 38-50

Persistent link: https://www.econbiz.de/10001514403

UK stock returns : predictability and business conditions

Black, Angela J. - In: The Manchester School of Economic and Social Studies 63 (1995), pp. 85-102

Persistent link: https://www.econbiz.de/10001181526

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