IDEAS home Printed from https://ideas.repec.org/e/pbl33.html
   My authors  Follow this author

Angela J. Black

Personal Details

First Name:Angela
Middle Name:J.
Last Name:Black
Suffix:
RePEc Short-ID:pbl33
https://www.abdn.ac.uk/staffnet/profiles/angela.black/

Affiliation

University of Aberdeen

http://www.abdn.ac.uk/accountancy
Aberdeen

Research output

as
Jump to: Working papers Articles Chapters

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.
  2. 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.
  3. 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.
  4. 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 200010, Department of Economics, University of St. Andrews.
  5. Angela Black & Felix R. FitzRoy, 2000. "Earnings Curves and Wage Curves," Discussion Paper Series, Department of Economics 200004, Department of Economics, University of St. Andrews.
  6. A BLACK & p G CHAPMAN & M CHATTERJI, "undated". "Earnings, Overtime And Regional Labour Markets," Dundee Discussion Papers in Economics 037, Economic Studies, University of Dundee.
    repec:wuk:andedp:9702 is not listed on IDEAS
  7. A Black & P Fraser & D Power, "undated". "Uk Unit Trust Performance 1980-1989: A Passive Time-Varying Approach," Dundee Discussion Papers in Economics 023, Economic Studies, University of Dundee.

Articles

  1. Angela J. Black & David G. McMillan & Fiona J. McMillan, 2015. "Cointegration between stock prices, dividends, output and consumption: Evidence and forecasting ability for 29 markets," Review of Accounting and Finance, Emerald Group Publishing, vol. 14(1), pages 81-103, February.
  2. Angela J. Black & Olga Klinkowska & David G. McMillan & Fiona J. McMillan, 2014. "Forecasting Stock Returns: Do Commodity Prices Help?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(8), pages 627-639, December.
  3. 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.
  4. Angela Black & Patricia Fraser & Martin Hoesli, 2006. "House Prices, Fundamentals and Bubbles," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(9-10), pages 1535-1555.
  5. 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.
  6. Angela Black & David McMillan, 2004. "Long run trends and volatility spillovers in daily exchange rates," Applied Financial Economics, Taylor & Francis Journals, vol. 14(12), pages 895-907.
  7. 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, vol. 31(3-4), pages 439-474.
  8. 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.
  9. 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.
  10. 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.
  11. David McMillan & Angela Black, 2001. "Nonlinear error correction in spot and forward exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 137(4), pages 737-750, December.
  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.
  13. Angela Black, 2000. "Expected returns and business conditions: a commentary on Fama and French," Applied Financial Economics, Taylor & Francis Journals, vol. 10(4), pages 389-400.
  14. Black, Angela J & FitzRoy, Felix R, 2000. "Earning Curves and Wage Curves," Scottish Journal of Political Economy, Scottish Economic Society, vol. 47(5), pages 471-486, November.
  15. Black, Angela & Fraser, Patricia & MacDonald, Ronald, 1997. "Business Conditions and Speculative Assets," The Manchester School of Economic & Social Studies, University of Manchester, vol. 65(4), pages 379-393, September.
  16. Black, Angela & Fraser, Patricia, 1995. "U.K. Stock Returns: Predictability and Business Conditions," The Manchester School of Economic & Social Studies, University of Manchester, vol. 63(0), pages 85-102, Suppl..
  17. 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.

Chapters

  1. Angela Black & Patricia Fraser & Garry MacDonald, 2003. "Stock Returns and the State of the Economy: A Historical Perspective Using Very Long-run UK Data," Chapters,in: Growth and Development in the Global Economy, chapter 7 Edward Elgar Publishing.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-GEO: Economic Geography (1) 2005-04-16
  2. NEP-MAC: Macroeconomics (1) 2005-04-16
  3. NEP-URE: Urban & Real Estate Economics (1) 2005-04-16

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Angela J. Black should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.