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Fraser, Patricia
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McAlevey, Lynn George
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Applied financial economics
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Discussion paper / Department of Economics, The University of Western Australia
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1
International review of economics & finance : IREF
1
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The journal of asset management
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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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
Saved in:
2
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
Saved in:
3
Nonlinear error correction in spot and forward exchange rates
McMillan, David G.
;
Black, Angela J.
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
137
(
2001
)
4
,
pp. 738-750
Persistent link: https://www.econbiz.de/10001634496
Saved in:
4
The value premium and economic activity : long-run evidence from the United States
Black, Angela J.
;
Mao, Bin
;
McMillan, David G.
- In:
The journal of asset management
10
(
2009/10
)
5
,
pp. 305-317
Persistent link: https://www.econbiz.de/10003916941
Saved in:
5
Asymmetric risk premium in value and growth stocks
Black, Angela J.
;
McMillan, David G.
- In:
International review of financial analysis
15
(
2006
)
3
,
pp. 237-246
Persistent link: https://www.econbiz.de/10003348583
Saved in:
6
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:
7
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
Saved in:
8
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
Saved in:
9
US share prices and real supply and demand shocks
Fraser, Patricia
;
Groenewold, Nicolaas
-
2003
Persistent link: https://www.econbiz.de/10001860379
Saved in:
10
Effects of supply and demand disturbances on real commodity prices : the US, UK and Japanese experience
Fraser, Patricia
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002860746
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