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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
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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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Share prices and macroeconomic factors
Groenewold, Nicolaas; Fraser, Patricia - 1995 - Version 2
Persistent link: https://www.econbiz.de/10000930900
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Macroeconomic shocks and sector excess returns : evidence from the Australian stock market
Fraser, Patricia; Groenewold, Nicolaas - 1995
Persistent link: https://www.econbiz.de/10000931921
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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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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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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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The time series behaviour of asset prices : evidence from the UK futures markets
Fraser, Patricia - In: International journal of finance & economics : IJFE 3 (1998) 2, pp. 143-155
Persistent link: https://www.econbiz.de/10001246058
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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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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