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The Efficiency of CAC Stock Pr...
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121
House prices, non-fundamental components and interstate spillovers: The Australian experience
Costello, Greg
;
Fraser, Patricia
;
Groenewold, Nicolaas
- In:
Journal of banking & finance
35
(
2011
)
3
,
pp. 653-670
Persistent link: https://www.econbiz.de/10008787028
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122
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/10007815542
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123
INTERNATIONAL COMPARISONS ON STOCK MARKET SHORT-TERMISM: HOW DIFFERENT IS THE UK EXPERIENCE?
Black, Angela J.
;
Fraser, Patricia
- In:
The Manchester School
68
(
2000
),
pp. 38-50
Persistent link: https://www.econbiz.de/10007816787
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124
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
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125
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/10007622106
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126
U.S. stock prices and macroeconomic fundamentals
Black, Angela
;
Fraser, Patricia
;
Groenewold, Nicolaas
- In:
International review of economics & finance : IREF
12
(
2003
)
3
,
pp. 345-368
Persistent link: https://www.econbiz.de/10007655093
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127
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/10007664586
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128
Violation of the iid-normal assumption - Effects on tests 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/10007164232
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129
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
Persistent link: https://www.econbiz.de/10007238518
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130
Do Investors Expect Mean Reversion in Asset Prices?
Fraser, Patricia
;
McKaig, Andrew J.
- In:
Journal of business finance & accounting : JBFA
26
(
1999
)
1-2
,
pp. 57-82
Persistent link: https://www.econbiz.de/10006989880
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