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person:"Brooks, Robert D."
~person:"Groenewold, Nicolaas"
~subject:"CAPM"
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CAPM
Australia
69
Australien
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Estimation
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12
Regional labour market
12
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12
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Brooks, Robert D.
Groenewold, Nicolaas
Faff, Robert W.
22
Docherty, Paul
10
Zhong, Angel
9
Chai, Daniel
8
Chan, Howard Wei-hong
8
Drew, Michael E.
7
Fraser, Patricia
7
Gharghori, Philip
7
Veeraraghavan, Madhu
6
Brailsford, Timothy J.
5
Chiah, Mardy
5
Liu, Bin
5
Alles, Lakshman
4
Chan, H.
4
Di Iorio, Amalia
4
Duc Hong Vo
4
Durand, Robert B.
4
Easton, Steve
4
Gray, Philip K.
4
Bianchi, Robert
3
Easton, Stephen Andrew
3
Fang, Victor
3
Heaney, Richard A.
3
Lally, Martin
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Li, Bin
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Limkriangkrai, Manapon
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Lin, Chien-ting
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Nguyen, Annette
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Partington, Graham H.
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Roca, Eduardo
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Whittaker, Timothy
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Allen, David E.
2
Ang, Tze Chuan
2
Bollen, Bernard
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Brooks, Robert
2
Casavecchia, Lorenzo
2
Dempsey, Mike
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Doan, Minh-Phuong
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Gaunt, Clive
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Discussion paper / Department of Economics, The University of Western Australia
4
Discussion paper / University of Tasmania, Department of Economics
1
International review of financial analysis
1
Journal of empirical finance
1
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ECONIS (ZBW)
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1
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:
2
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:
3
Forecasting beta : how well does the "five-year rule of thumb" do?
Groenewold, Nicolaas
;
Fraser, Patricia
-
1999
Persistent link: https://www.econbiz.de/10001374842
Saved in:
4
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
Saved in:
5
Tests of asset-pricing models : how important is the IID-normal assumption?
Groenewold, Nicolaas
;
Fraser, Patricia
-
1998
Persistent link: https://www.econbiz.de/10001367669
Saved in:
6
Time-varying betas and macroeconomic influences
Groenewold, Nicolaas
;
Fraser, Patricia
-
1997
Persistent link: https://www.econbiz.de/10000968430
Saved in:
7
Share prices and macroeconomic factors
Groenewold, Nicolaas
;
Fraser, Patricia
-
1995
-
Version 2
Persistent link: https://www.econbiz.de/10000930900
Saved in:
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