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Angela J. Black

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This is information that was supplied by Angela Black in registering through RePEc. If you are Angela J. Black , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Angela
Middle Name: J.
Last Name: Black
Suffix:

RePEc Short-ID: pbl33

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Affiliation

University of Aberdeen
Homepage: http://www.abdn.ac.uk/accountancy
Location: Aberdeen

Works

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Working papers

  1. Angela Black & Patricia Fraser & Martin Hoesli, 2005. "House Prices, Fundamentals and Inflation," FAME Research Paper Series, International Center for Financial Asset Management and Engineering rp129, International Center for Financial Asset Management and Engineering.
  2. David McMillan & Angela J Black, 2001. "Non Linear Error Correction in Spot and Forward Exchange Rates," CRIEFF Discussion Papers, Centre for Research into Industry, Enterprise, Finance and the Firm 0103, Centre for Research into Industry, Enterprise, Finance and the Firm.
  3. Angela Black & Patricia Fraser & Nicolaas Groenewold, 2001. "How Big is the Speculative Component in Australian Share Prices?," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics 01-14, The University of Western Australia, Department of Economics.
  4. Angela Black & Patricia Fraser & Nicolaas Groenewold, 2001. "US Stock Prices and Macroeconomic Fundamentals," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics 01-08, The University of Western Australia, Department of Economics.
  5. Angela Black & Felix R. FitzRoy, 2000. "Earnings Curves and Wage Curves," Discussion Paper Series, Department of Economics, Department of Economics, University of St. Andrews 200004, Department of Economics, University of St. Andrews.
  6. Angela Black & David McMillan, 2000. "Long Run Trends, Business Cycle Components and Volatility Spillovers in Daily Exchange Rates: Evidence for G7 Exchange Rates," Discussion Paper Series, Department of Economics, Department of Economics, University of St. Andrews 200010, Department of Economics, University of St. Andrews.
  7. Angela J Black, 1995. "Absolute and Relative Measures of Time-varying Risk Premia and the Predictability of Stock Returns," CRIEFF Discussion Papers, Centre for Research into Industry, Enterprise, Finance and the Firm 9514, Centre for Research into Industry, Enterprise, Finance and the Firm.
    RePEc:wuk:andedp:9702 is not listed on IDEAS
  8. A BLACK & p G CHAPMAN & M CHATTERJI, . "Earnings, Overtime And Regional Labour Markets," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee 037, Economic Studies, University of Dundee.
  9. A Black & P Fraser & D Power, . "Uk Unit Trust Performance 1980-1989: A Passive Time-Varying Approach," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee 023, Economic Studies, University of Dundee.

Articles

  1. Black, Angela J. & Fraser, Patricia & McMillan, David G., 2007. "Are international value premiums driven by the same set of fundamentals?," International Review of Economics & Finance, Elsevier, Elsevier, vol. 16(1), pages 113-129.
  2. Black, Angela J. & McMillan, David G., 2006. "Asymmetric risk premium in value and growth stocks," International Review of Financial Analysis, Elsevier, Elsevier, vol. 15(3), pages 237-246.
  3. Angela Black & Patricia Fraser & Martin Hoesli, 2006. "House Prices, Fundamentals and Bubbles," Journal of Business Finance & Accounting, Wiley Blackwell, Wiley Blackwell, vol. 33(9-10), pages 1535-1555.
  4. Angela Black & David McMillan, 2004. "Long run trends and volatility spillovers in daily exchange rates," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 14(12), pages 895-907.
  5. Angela J. Black & David G. McMillan, 2004. "Non-linear Predictability of Value and Growth Stocks and Economic Activity," Journal of Business Finance & Accounting, Wiley Blackwell, Wiley Blackwell, vol. 31(3-4), pages 439-474.
  6. Black, Angela & Fraser, Patricia & Groenewold, Nicolaas, 2003. "U.S. stock prices and macroeconomic fundamentals," International Review of Economics & Finance, Elsevier, Elsevier, vol. 12(3), pages 345-367.
  7. Black, Angela & Fraser, Patricia & Groenewold, Nicolaas, 2003. "How big is the speculative component in Australian share prices?," Journal of Economics and Business, Elsevier, Elsevier, vol. 55(2), pages 177-195.
  8. Black, Angela & Fraser, Patricia, 2002. "Stock market short-termism--an international perspective," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 12(2), pages 135-158, April.
  9. David McMillan & Angela Black, 2001. "Nonlinear error correction in spot and forward exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 137(4), pages 737-750, December.
  10. Black, Angela J & FitzRoy, Felix R, 2000. "Earning Curves and Wage Curves," Scottish Journal of Political Economy, Scottish Economic Society, Scottish Economic Society, vol. 47(5), pages 471-86, November.
  11. Black, Angela J & Fraser, Patricia, 2000. "International Comparisons on Stock Market Short-Termism: How Different Is the UK Experience?," Manchester School, University of Manchester, University of Manchester, vol. 68(0), pages 38-50, Supplemen.
  12. Angela Black, 2000. "Expected returns and business conditions: a commentary on Fama and French," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 10(4), pages 389-400.
  13. Black, Angela & Fraser, Patricia & MacDonald, Ronald, 1997. "Business Conditions and Speculative Assets," The Manchester School of Economic & Social Studies, University of Manchester, University of Manchester, vol. 65(4), pages 379-93, September.
  14. Black, Angela & Fraser, Patricia, 1995. "U.K. Stock Returns: Predictability and Business Conditions," The Manchester School of Economic & Social Studies, University of Manchester, University of Manchester, vol. 63(0), pages 85-102, Suppl..
  15. Black, A. & Fraser, P. & Power, D., 1992. "UK unit trust performance 1980-1989: A passive time-varying approach," Journal of Banking & Finance, Elsevier, Elsevier, vol. 16(5), pages 1015-1033, September.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-GEO: Economic Geography (1) 2005-04-16. Author is listed
  2. NEP-MAC: Macroeconomics (1) 2005-04-16. Author is listed
  3. NEP-URE: Urban & Real Estate Economics (1) 2005-04-16. Author is listed

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