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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
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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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UK unit trust performance 1980 - 1989 : a passive time-varying approach
Black, Angela J. - In: Journal of banking & finance 16 (1992) 5, pp. 1015-1033
Persistent link: https://www.econbiz.de/10001130580
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An empirical examination of long-run purchasing power parity as theory of international commodity arbitrage
Fraser, Patricia - In: Applied economics 23 (1991) 11, pp. 1749-1759
Persistent link: https://www.econbiz.de/10001132506
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Some evidence on the potential role of commodity prices in the formulation of monetary policy
Fraser, Patricia - In: The Manchester School of Economic and Social Studies 60 (1992) 4, pp. 377-389
Persistent link: https://www.econbiz.de/10001133521
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An empirical investigation of convergence among European equity markets
Fraser, Patricia - In: Applied financial economics 4 (1994) 2, pp. 149-157
Persistent link: https://www.econbiz.de/10001160474