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81
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
Saved in:
82
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
Saved in:
83
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
Saved in:
84
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
Saved in:
85
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
Saved in:
86
US share prices and real supply and demand shocks
Fraser, Patricia
;
Groenewold, Nicolaas
-
2003
Persistent link: https://www.econbiz.de/10001860379
Saved in:
87
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
Saved in:
88
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
Saved in:
89
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
Saved in:
90
Spot and forward metals prices : efficiency and time series behavior
Fraser, Patricia
- In:
Review of futures markets
11
(
1993
)
1
,
pp. 24-34
Persistent link: https://www.econbiz.de/10001168681
Saved in:
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