search query: @author Fraser, P. / total: 7
references: 4-7 / 7
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4.
Tests of asset-pricing models: How important is the iid- normal assumption?
Journal of Empirical Finance
2001 : SEP, VOL. 8:4, p. 427-449
 2001 Groenewold, N.
Fraser, P.
5.
Basis variation and a common source of risk: evidence from UK futures markets
European Journal of Finance
2001 : MAR, VOL. 7:1, p. 39-62
 2001 Fraser, P.
Mckaig, A. J.
6.
Forecasting Beta: how well does the "Five-year rule of thumb" do?
Journal of Business Finance and Accounting
2000 : SEP-OCT, VOL. 27:7&8, p. 953-982
 2000 Groenewold, N.
Fraser, P.
7.
Do investors expect mean reversion in asset prices ?
Journal of Business Finance and Accounting
1999 : JAN/MAR, VOL. 26:1-2, p. 57-81
 1999 Fraser, P.
McKaig, A. J.
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