Details about Angela J. Black

Access statistics for papers by Angela J. Black.

Last updated 2023-06-10. Update your information in the RePEc Author Service.

Short-id: pbl33

Working Papers

2019

1. Temporal and Spatial Variations in the Dynamics of US Metropolitan Office Markets
   ERES, European Real Estate Society (ERES)

2005

2. House Prices, Fundamentals and Inflation
   FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (2)

2001

3. How Big is the Speculative Component in Australian Share Prices?
   Economics Discussion / Working Papers, The University of Western Australia, Department of Economics
   See also Journal Article How big is the speculative component in Australian share prices?, Journal of Economics and Business, Elsevier (2003) View citations (6) (2003)
4. US Stock Prices and Macroeconomic Fundamentals
   Economics Discussion / Working Papers, The University of Western Australia, Department of Economics View citations (6)
   See also Journal Article U.S. stock prices and macroeconomic fundamentals, International Review of Economics & Finance, Elsevier (2003) View citations (12) (2003)

Undated

5. EARNINGS, OVERTIME AND REGIONAL LABOUR MARKETS
   Dundee Discussion Papers in Economics, Economic Studies, University of Dundee
6. UK UNIT TRUST PERFORMANCE 1980-1989: A PASSIVE TIME-VARYING APPROACH
   Dundee Discussion Papers in Economics, Economic Studies, University of Dundee View citations (7)
   See also Journal Article UK unit trust performance 1980-1989: A passive time-varying approach, Journal of Banking & Finance, Elsevier (1992) View citations (29) (1992)

Journal Articles

2015

1. Cointegration between stock prices, dividends, output and consumption
   Review of Accounting and Finance, 2015, 14, (1), 81-103

2014

2. Forecasting Stock Returns: Do Commodity Prices Help?
   Journal of Forecasting, 2014, 33, (8), 627-639 View citations (14)

2009

3. The value premium and economic activity: Long-run evidence from the United States
   Journal of Asset Management, 2009, 10, (5), 305-317 View citations (3)

2007

4. Are international value premiums driven by the same set of fundamentals?
   International Review of Economics & Finance, 2007, 16, (1), 113-129 View citations (4)

2006

5. Asymmetric risk premium in value and growth stocks
   International Review of Financial Analysis, 2006, 15, (3), 237-246 View citations (7)
6. House Prices, Fundamentals and Bubbles
   Journal of Business Finance & Accounting, 2006, 33, (9‐10), 1535-1555 View citations (55)

2005

7. Value and growth stocks and cyclical asymmetries
   Journal of Asset Management, 2005, 6, (2), 104-116 View citations (2)

2004

8. Long run trends and volatility spillovers in daily exchange rates
   Applied Financial Economics, 2004, 14, (12), 895-907 View citations (32)
9. Non‐linear Predictability of Value and Growth Stocks and Economic Activity
   Journal of Business Finance & Accounting, 2004, 31, (3‐4), 439-474 View citations (7)

2003

10. Fundamental UK stock prices as determined by the macroeconomy
    Journal of Asset Management, 2003, 4, (1), 5-9
11. How big is the speculative component in Australian share prices?
    Journal of Economics and Business, 2003, 55, (2), 177-195 View citations (6)
    See also Working Paper How Big is the Speculative Component in Australian Share Prices?, Economics Discussion / Working Papers (2001) (2001)
12. U.S. stock prices and macroeconomic fundamentals
    International Review of Economics & Finance, 2003, 12, (3), 345-367 View citations (12)
    See also Working Paper US Stock Prices and Macroeconomic Fundamentals, Economics Discussion / Working Papers (2001) View citations (6) (2001)

2002

13. Stock market short-termism--an international perspective
    Journal of Multinational Financial Management, 2002, 12, (2), 135-158 View citations (10)
14. The impact of monetary policy on value and growth stocks: An international evaluation
    Journal of Asset Management, 2002, 3, (2), 142-172 View citations (2)

2001

15. Nonlinear error correction in spot and forward exchange rates
    Review of World Economics (Weltwirtschaftliches Archiv), 2001, 137, (4), 737-750

2000

16. Earning Curves and Wage Curves
    Scottish Journal of Political Economy, 2000, 47, (5), 471-486 View citations (7)
17. Expected returns and business conditions: a commentary on Fama and French
    Applied Financial Economics, 2000, 10, (4), 389-400 View citations (2)
18. International Comparisons on Stock Market Short‐termism: How Different is the UK Experience?
    Manchester School, 2000, 68, (s1), 38-50 View citations (2)

1997

19. Business Conditions and Speculative Assets
    The Manchester School of Economic & Social Studies, 1997, 65, (4), 379-93 View citations (6)

1995

20. U.K. Stock Returns: Predictability and Business Conditions
    The Manchester School of Economic & Social Studies, 1995, 63, 85-102 View citations (21)

1992

21. UK unit trust performance 1980-1989: A passive time-varying approach
    Journal of Banking & Finance, 1992, 16, (5), 1015-1033 View citations (29)
    See also Working Paper UK UNIT TRUST PERFORMANCE 1980-1989: A PASSIVE TIME-VARYING APPROACH, Dundee Discussion Papers in Economics View citations (7)

Chapters

2003

1. Stock Returns and the State of the Economy: A Historical Perspective Using Very Long-run UK Data
   Chapter 7 in Growth and Development in the Global Economy, 2003