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Macroeconomic shocks and sector excess returns : evidence from the Australian stock market
Fraser, Patricia; Groenewold, Nicolaas - 1995
Persistent link: https://www.econbiz.de/10000931921
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Time-varying betas and macroeconomic influences
Groenewold, Nicolaas; Fraser, Patricia - 1997
Persistent link: https://www.econbiz.de/10000968430
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Tests of asset-pricing models : how important is the IID-normal assumption?
Groenewold, Nicolaas; Fraser, Patricia - 1998
Persistent link: https://www.econbiz.de/10001367669
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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
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Forecasting beta : how well does the "five-year rule of thumb" do?
Groenewold, Nicolaas; Fraser, Patricia - 1999
Persistent link: https://www.econbiz.de/10001374842
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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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Time-varying betas and cross-sectional return-risk relation : evidence from the UK
Fraser, Patricia (contributor) - 2000
Persistent link: https://www.econbiz.de/10001445841
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US stock prices and macroeconomic fundamentals
Black, Angela J.; Fraser, Patricia; Groenewold, Nicolaas - 2001
Persistent link: https://www.econbiz.de/10001582457
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Some efficient tests of international real interest rate parity
Fraser, Patricia - In: Applied economics 22 (1990) 8, pp. 1083-1092
Persistent link: https://www.econbiz.de/10001092545
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Modelling risk in the interwar foreign exchange market
Fraser, Patricia - In: Scottish journal of political economy : the journal of … 37 (1990) 3, pp. 241-258
Persistent link: https://www.econbiz.de/10001094208