This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Angela J. Black

Personal Details | Affiliation | Works
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 RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

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

RePEc Short-ID: pbl33

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Angela Black & Patricia Fraser & Martin Hoesli, 2005. "House Prices, Fundamentals and Inflation," FAME Research Paper Series rp129, International Center for Financial Asset Management and Engineering. [Downloadable!]

  2. Angela Black & Patricia Fraser & Nicolaas Groenewold, 2001. "US Stock Prices and Macroeconomic Fundamentals," Economics Discussion / Working Papers 01-08, The University of Western Australia, Department of Economics. [Downloadable!]
    Published as:

  3. David McMillan & Angela J Black, 2001. "Non Linear Error Correction in Spot and Forward Exchange Rates," CRIEFF Discussion Papers 0103, Centre for Research into Industry, Enterprise, Finance and the Firm.
    Published as:

  4. Angela Black & Patricia Fraser & Nicolaas Groenewold, 2001. "How Big is the Speculative Component in Australian Share Prices?," Economics Discussion / Working Papers 01-14, The University of Western Australia, Department of Economics. [Downloadable!]
    Published as:

  5. Angela J. Black & David G. 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 0010, Department of Economics, University of St. Andrews.

  6. Angela Black & Felix R. FitzRoy, 2000. "Earnings Curves and Wage Curves," Discussion Paper Series, Department of Economics 0004, Department of Economics, University of St. Andrews.
    Published as:

  7. Angela J Black, 1995. "Absolute and Relative Measures of Time-varying Risk Premia and the Predictability of Stock Returns," CRIEFF Discussion Papers 9514, Centre for Research into Industry, Enterprise, Finance and the Firm.

  8. RePEc:wuk:andedp:9702 is not listed on IDEAS

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, vol. 16(1), pages 113-129. [Downloadable!] (restricted)

  2. Black, Angela J. & McMillan, David G., 2006. "Asymmetric risk premium in value and growth stocks," International Review of Financial Analysis, Elsevier, vol. 15(3), pages 237-246. [Downloadable!] (restricted)

  3. Angela Black & Patricia Fraser & Martin Hoesli, 2006. "House Prices, Fundamentals and Bubbles," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 33(9-10), pages 1535-1555. [Downloadable!] (restricted)

  4. Angela J. Black & David G. McMillan, 2004. "Non-linear Predictability of Value and Growth Stocks and Economic Activity," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 31(3-4), pages 439-474. [Downloadable!] (restricted)

  5. Angela J. Black & David G. McMillan, 2004. "Long run trends and volatility spillovers in daily exchange rates," Applied Financial Economics, Taylor and Francis Journals, vol. 14(12), pages 895-907, August. [Downloadable!] (restricted)

  6. Black, Angela & Fraser, Patricia & Groenewold, Nicolaas, 2003. "U.S. stock prices and macroeconomic fundamentals," International Review of Economics & Finance, Elsevier, vol. 12(3), pages 345-367. [Downloadable!] (restricted)
    Other versions:

  7. Black, Angela & Fraser, Patricia & Groenewold, Nicolaas, 2003. "How big is the speculative component in Australian share prices?," Journal of Economics and Business, Elsevier, vol. 55(2), pages 177-195. [Downloadable!] (restricted)
    Other versions:

  8. Black, Angela & Fraser, Patricia, 2002. "Stock market short-termism--an international perspective," Journal of Multinational Financial Management, Elsevier, vol. 12(2), pages 135-158, April. [Downloadable!] (restricted)

  9. David McMillan & Angela Black, 2001. "Nonlinear error correction in spot and forward exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 137(4), pages 737-750, December. [Downloadable!] (restricted)
    Other versions:

  10. Black, Angela J, 2000. "Expected Returns and Business Conditions: A Commentary," Applied Financial Economics, Taylor and Francis Journals, vol. 10(4), pages 389-400, August. [Downloadable!] (restricted)

  11. Black, Angela J & FitzRoy, Felix R, 2000. "Earning Curves and Wage Curves," Scottish Journal of Political Economy, Scottish Economic Society, vol. 47(5), pages 471-86, November. [Downloadable!] (restricted)
    Other versions:

  12. Black, Angela J & Fraser, Patricia, 2000. "International Comparisons on Stock Market Short-Termism: How Different Is the UK Experience?," Manchester School, University of Manchester, vol. 68(0), pages 38-50, Supplemen. [Downloadable!] (restricted)

  13. Black, Angela & Fraser, Patricia & MacDonald, Ronald, 1997. "Business Conditions and Speculative Assets," The Manchester School of Economic & Social Studies, Blackwell Publishing, 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, Blackwell Publishing, vol. 63(0), pages 85-102, Suppl..

  15. Angela Black & Paul Chapman & Monojit Chatterji, 1993. "Earnings, Overtime and Regional Labour Markets," Regional Studies, Taylor and Francis Journals, vol. 27(7), pages 637-650, January. [Downloadable!] (restricted)

  16. Black, A. & Fraser, P. & Power, D., 1992. "UK unit trust performance 1980-1989: A passive time-varying approach," Journal of Banking & Finance, Elsevier, vol. 16(5), pages 1015-1033, September. [Downloadable!] (restricted)

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
Did you know? Use the JEL tree to browse through the database by subfields.

This page was last updated on 2009-12-11.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.