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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
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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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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
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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
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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
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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
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US share prices and real supply and demand shocks
Fraser, Patricia; Groenewold, Nicolaas - 2003
Persistent link: https://www.econbiz.de/10001860379
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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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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
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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