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Forecasting beta : how well does the "five-year rule of thumb" do?
Groenewold, Nicolaas; Fraser, Patricia - 1999
Persistent link: https://www.econbiz.de/10001374842
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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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US stock prices and macroeconomic fundamentals
Black, Angela J.; Fraser, Patricia; Groenewold, Nicolaas - 2001
Persistent link: https://www.econbiz.de/10001582457
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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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Spot and forward metals prices : efficiency and time series behavior
Fraser, Patricia - In: Review of futures markets 11 (1993) 1, pp. 24-34
Persistent link: https://www.econbiz.de/10001168681
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Time-varying betas and macroeconomic influences
Groenewold, Nicolaas; Fraser, Patricia - 1997
Persistent link: https://www.econbiz.de/10000968430
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Spot and forward metals prices : efficiency and time series behaviour
Fraser, Patricia; MacDonald, Ronald - 1990
Persistent link: https://www.econbiz.de/10000137164
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UK stock returns : predictability and business conditions
Black, Angela J.; Fraser, Patricia - 1994
Persistent link: https://www.econbiz.de/10000148446