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The Efficiency of CAC Stock Pr...
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61
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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62
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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63
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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64
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:
65
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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66
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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67
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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68
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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69
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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70
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
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