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Stock returns and inflation : a macro analysis

Groenewold, Nicolaas - 1994

Persistent link: https://www.econbiz.de/10000896130

Does the Shanghai stock market generate excess returns? : tests based on the profitability of technical trading rules

Groenewold, Nicolaas - In: International economics & finance journal : (IEFJ) 1 (2006) 2, pp. 211-231

Persistent link: https://www.econbiz.de/10003791203

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

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

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

Stock returns and inflation : a macro analysis

Groenewold, Nicolaas - In: Applied financial economics 7 (1997) 2, pp. 127-136

Persistent link: https://www.econbiz.de/10001227580

The stock return-volume relation and policy effects : the case of the Chinese energy sector

Fan, Xiangmei; Groenewold, Nicolaas; Wu, Yanrui - 2003

Persistent link: https://www.econbiz.de/10001801567

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

The dynamic relationship between stock returns and market turnover : evidence from Shanghai, Shenzhen and Hong Kong

Groenewold, Nicolaas; Tang, Sam Hak Kan; Wu, Yanrui - In: The Asia Pacific journal of economics and business : APJEB 7 (2003) 1, pp. 18-41

Persistent link: https://www.econbiz.de/10002148163

House Prices, Non-Fundamental Components and Interstate Spillovers : The Australian Experience

Costello, Greg - 2010

Using Australian capital city data from 1984Q3-2008Q2, this paper utilizes a dynamic present value model within a VAR framework to construct fundamental time series of house prices depicting what aggregate house prices should be given expectations of future real disposable income - the...

Persistent link: https://www.econbiz.de/10013151121