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Angela J. Black

Personal Details

First Name:Angela
Middle Name:J.
Last Name:Black
Suffix:
RePEc Short-ID:pbl33
[This author has chosen not to make the email address public]
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 & Steven Devaney & Patric Hendershott & Bryan MacGregor, 2019. "Temporal and Spatial Variations in the Dynamics of US Metropolitan Office Markets," ERES eres2019_173, European Real Estate Society (ERES).
  2. 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.
  3. 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.
  4. 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.

    repec:san:crieff:0103 is not listed on IDEAS
    repec:san:wpecon:0010 is not listed on IDEAS
  5. 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
    repec:san:crieff:9514 is not listed on IDEAS
  6. 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.

    repec:san:wpecon:0004 is not listed on IDEAS

Articles

  1. Angela J. Black & David G. McMillan & Fiona J. McMillan, 2015. "Cointegration between stock prices, dividends, output and consumption," Review of Accounting and Finance, Emerald Group Publishing Limited, 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. Angela J Black & Bin Mao & David G McMillan, 2009. "The value premium and economic activity: Long-run evidence from the United States," Journal of Asset Management, Palgrave Macmillan, vol. 10(5), pages 305-317, December.
  4. 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.
  5. 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, November.
  6. 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.
  7. Angela J Black & David G McMillan, 2005. "Value and growth stocks and cyclical asymmetries," Journal of Asset Management, Palgrave Macmillan, vol. 6(2), pages 104-116, August.
  8. 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, April.
  9. 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.
  10. 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.
  11. Angela Black & Patricia Fraser & Nicolaas Groenewold, 2003. "Fundamental UK stock prices as determined by the macroeconomy," Journal of Asset Management, Palgrave Macmillan, vol. 4(1), pages 5-9, June.
  12. 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.
  13. 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.
  14. A J Black, 2002. "The impact of monetary policy on value and growth stocks: An international evaluation," Journal of Asset Management, Palgrave Macmillan, vol. 3(2), pages 142-172, September.
  15. 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.
  16. Angela J. Black & Patricia Fraser, 2000. "International Comparisons on Stock Market Short‐termism: How Different is the UK Experience?," Manchester School, University of Manchester, vol. 68(s1), pages 38-50.
  17. 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.
  18. Angela J. Black & Felix R. FitzRoy, 2000. "Earning Curves and Wage Curves," Scottish Journal of Political Economy, Scottish Economic Society, vol. 47(5), pages 471-486, November.
  19. 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.
  20. 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..
  21. 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.

    RePEc:eme:rafpps:raf-09-2013-0103 is not listed on IDEAS

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: Harry Bloch (ed.), Growth and Development in the Global Economy, chapter 7, Edward Elgar Publishing.

More information

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Statistics

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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 2 papers 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-URE: Urban and Real Estate Economics (2) 2005-04-16 2019-09-30
  2. NEP-GEO: Economic Geography (1) 2005-04-16
  3. NEP-MAC: Macroeconomics (1) 2005-04-16

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