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Political and regulatory risk : beta sensitivity in UK electricity distribution
Buckland, Roger; Fraser, Patricia - In: Journal of regulatory economics 19 (2001) 1, pp. 5-25
Persistent link: https://www.econbiz.de/10001616741
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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/10001716568
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Time-varying betas and cross-sectional return-risk relation : evidence from the UK
Fraser, Patricia (contributor) - 2000
Persistent link: https://www.econbiz.de/10001445841
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Conditional heteroskedasticity in the equity returns from emerging markets
Fraser, Patricia; Power, David M. - 1993
Persistent link: https://www.econbiz.de/10000878113
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Business conditions and speculative assets
Black, Angela J. - In: The Manchester School of Economic and Social Studies 65 (1997) 4, pp. 379-393
Persistent link: https://www.econbiz.de/10001237300
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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
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Conditional heteroscedasticity in the equity returns from emerging markets
Fraser, Patricia - In: Advances in Pacific Basin financial markets 2 (1996), pp. 331-347
Persistent link: https://www.econbiz.de/10001208723
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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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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
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Stock return volatility and information : an empirical analysis of Pacific Rim, UK and US equity markets
Fraser, Patricia - In: Applied financial economics 7 (1997) 3, pp. 241-253
Persistent link: https://www.econbiz.de/10001227557