Nicolaas Groenewold

Professor, BEc MEc Tas., MA PhD W.Ont.

  • 651 Citations
  • 14 h-Index
19972019
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Research Output 1997 2019

  • 651 Citations
  • 14 h-Index
  • 70 Article
  • 4 Conference paper
  • 2 Book
  • 2 Chapter
1997

Competitive Bidding and the States: Winners and Losers

Groenewold, N. & Hagger, A. J., 1997, In : Australasian Journal of Regional Studies. 3, 1, p. 35-55

Research output: Contribution to journalArticle

24 Citations (Scopus)

Share market efficiency: tests using daily data for Australia and New Zealand

Groenewold, N., 1997, In : Applied Financial Economics. 7, 6, p. 645-657

Research output: Contribution to journalArticle

54 Citations (Scopus)

Share Prices and Macroeconomic Factors

Groenewold, N. & Fraser, P., 1997, In : Journal of Business Finance and Accounting. 24, 9 & 10, p. 1367-1383

Research output: Contribution to journalArticle

Time-Varying CAPM Betas: Kalman Filter Estimates and Their Relationship to Macroeconomic Variables

Groenewold, N. & Fraser, P., 1997, International Congress on Modelling and Simulation Proceedings. McDonald, A. D. & McAleer, M. (eds.). University of Tasmania, Hobart ed. Perth: Modelling and Simulation Society of Australia, Vol. 3. p. 1242-1247

Research output: Chapter in Book/Conference paperConference paper

1998

Natural-rate estimates as a policy tool in Australia

Groenewold, N. & Hagger, A. J., 1998, In : Economic Papers. 17, 3, p. 72-88

Research output: Contribution to journalArticle

18 Citations (Scopus)

The Effects of de-regulation on share-market efficiency in the Asia-Pacific

Groenewold, N. & Ariff, M., 1998, In : International Economic Journal. 12, 4, p. 23-47

Research output: Contribution to journalArticle

17 Citations (Scopus)

The Natural Unemployment Rate in Australia since the Seventies

Groenewold, N. & Hagger, A. J., 1998, In : The Economic Record. 74, 224, p. 24-35

Research output: Contribution to journalArticle

1999
3 Citations (Scopus)

A 'Lilien' Natural Rate Series for Australia: A Reply

Groenewold, N. & Hagger, A. J., 1999, In : The Economic Record. 75, 229, p. 173-176

Research output: Contribution to journalArticle

2 Citations (Scopus)

Employment Protection and Aggregate Unemployment

Groenewold, N., 1999, In : Journal of Macroeconomics. 21, 3, p. 619-630

Research output: Contribution to journalArticle

Employment protection
Unemployment
Workers
Employment security
Work place

Tests of CAPM: Does the violation of the iid-normal assumption matter?

Groenewold, N. & Fraser, P., 1999, Proceedings of the Queensland Finance Conference. Brisbane, Australia ed. Brisbane, Australia: Queensland University of Technology, Vol. N/A. p. 157-172

Research output: Chapter in Book/Conference paperConference paper

42 Citations (Scopus)

Time-varying estimates of CAPM betas

Groenewold, N. & Fraser, P., 1999, In : Mathematics and Computers in Simulation. 48, p. 531-539

Research output: Contribution to journalArticle

Capital Asset Pricing Model
Time-varying
Estimate
Sector
Regression
2000

COMPETITIVE FEDERALISM: A POLITICAL ECONOMY GENERAL EQUILIBRIUM APPROACH

Groenewold, N., Hagger, A. J. & Madden, J. R., 2000, In : Australiasian journal of Regional Studies. 6, 3, p. 451-465

Research output: Contribution to journalArticle

10 Citations (Scopus)

Forecasting Beta: How Well Does the 'Five-Year Rule of Thumb' Do?

Groenewold, N. & Fraser, P., 2000, In : Journal of Business Finance & Accounting. 27, p. 953-982

Research output: Contribution to journalArticle

1 Citation (Scopus)

Fundamentals and Speculation in the Thai Baht Crisis

Goh, D. & Groenewold, N., 2000, In : International Journal of Finance and Economics. 5, p. 297-308

Research output: Contribution to journalArticle

60 Citations (Scopus)

The Determinants of Foreign Direct Investment in Australia

Yang, J. Y. Y., Groenewold, N. & Tcha, M., 2000, In : The Economic Record. 76, 232, p. 45-53

Research output: Contribution to journalArticle

3 Citations (Scopus)
Stock market
Excess returns
Exchange rates
Investors
Volatility forecasts

THE NATURAL RATE OF UNEMPLOYMENT IN AUSTRALIA: ESTIMATES FROM A STRUCTURAL VAR

Groenewold, N. & Hagger, A. J., 2000, In : Australian Economic Papers. 39, 2, p. 121-137

Research output: Contribution to journalArticle

2001
4 Citations (Scopus)

MEAN-VARIANCE EFFICIENCY, AGGREGATE SHOCKS AND RETURN HORIZONS

Fraser, P. & Groenewold, N., 2001, In : The Manchester School. 69, 1, p. 52-76

Research output: Contribution to journalArticle

12 Citations (Scopus)

Test of asset-pricing models: how important is the iid-normal assumption?

Groenewold, N. & Fraser, P., 2001, In : Journal of Empirical Finance. 8, p. 427-449

Research output: Contribution to journalArticle

2002
2 Citations (Scopus)
2003
Share prices
Financial deregulation
Market share
Real output
Structural breaks

Fundamental UK stock prices as determined by the macroeconomy

Black, A., Fraser, P. & Groenewold, N., 2003, In : Journal of Asset Management. 4, 1, p. 5-9

Research output: Contribution to journalArticle

Stock prices
Macroeconomy
Share prices
Macroeconomics
Price index
7 Citations (Scopus)

How big is the speculative component in Australian Share prices?

Black, A., Fraser, P. & Groenewold, N., 2003, In : Journal of Economic & Business. 55, 2, p. 177-195

Research output: Contribution to journalArticle

Share prices
Real output
Shareholders
Undervaluation
Life span
18 Citations (Scopus)

Interregional transfers: A political-economy CGE approach

Groenewold, N., Hagger, A. J. & Madden, J. F., 2003, In : Papers in Regional Science. 82, 4, p. 535-554

Research output: Contribution to journalArticle

political economy
welfare
federal system
Federal Government
recipient
Beveridge curve
Unemployment rate
Vacancy
Integrated
Decomposition
4 Citations (Scopus)

Natural-rate Estimates for the Australian States: An SVAR Approach

Groenewold, N. & Hagger, A. J., 2003, In : Regional Studies. 37, 3, p. 251-263

Research output: Contribution to journalArticle

economic policy
Economic Policy
macroeconomics
national economy
evaluation
Turnover
Stock returns
Shenzhen
Chinese market
Shanghai
32 Citations (Scopus)

The efficiency of the Chinese stock market and the role of the banks

Groenewold, N., Tang, S. & Wu, Y., 2003, In : Journal of Asian Economics. 14, 4, p. 593-609

Research output: Contribution to journalArticle

Chinese stock market
Shanghai
Predictability
Shenzhen
Stock exchange

The Stock Return-Volume Relation and Policy Effects: The Case of the Chinese Energy Sector

Fan, X., Groenewold, N. & Wu, Y., 2003, ACESA Proceedings. Coates, Brooks, B., Fraser, R., Xu, I. & L. (eds.). Melbourne, Australia ed. Melbourne: RMIT Business Research Development Unit, Vol. 15. p. Electronic

Research output: Chapter in Book/Conference paperConference paper

5 Citations (Scopus)

Time to Ditch the Natural Rate?

Hagger, A. J. & Groenewold, N., 2003, In : The Economic Record. 79, 246, p. 324-335

Research output: Contribution to journalArticle

Natural rate
Unemployment rate
Policy tools
Policy making
Macro model
12 Citations (Scopus)

U.S. stock prices and macroeconomic fundamentals

Black, A., Fraser, P. & Groenewold, N., 2003, In : International review of economics & finance. 12, 3, p. 345-367

Research output: Contribution to journalArticle

Stock prices
Macroeconomic fundamentals
Deviation
Fundamental values
VAR model
2004
3 Citations (Scopus)

Autocorrelation and Volume in the Chinese Stock Market

Groenewold, N., 2004, In : Review of Pacific Basin Financial Markets and Policies. 7, 2, p. 289-309

Research output: Contribution to journalArticle

Trading volume
Autocorrelation
Chinese stock market
Chinese market
Return autocorrelation
6 Citations (Scopus)

Fundamental share prices and aggregate real output

Groenewold, N., 2004, In : Applied Financial Economics. 14, 9, p. 651-661

Research output: Contribution to journalArticle

Real output
Share prices
Macroeconomics
Market share
Present value model

Investment and share prices: fundamental versus speculative components

Branston, C. B. & Groenewold, N., 2004, In : North-American Journal of Economics and Finance. 15, 2, p. 199-226

Research output: Contribution to journalArticle

Share prices
Decomposition
Discount
Price changes
Dividends

Regional Unemployment Disparities: Can Fiscal Policy Help?

Groenewold, N. & Hagger, A., 2004, In : Australian Journal of Labour Economics. 7, 1, p. 13-37

Research output: Contribution to journalArticle

Regional unemployment
Fiscal policy
Unemployment
Government spending
General equilibrium
2 Citations (Scopus)
Taiwan
Singapore
Natural rate of unemployment
Natural rate
Asian financial crisis

The Chinese Stock Market: Efficiency, Predictability and Profitability

Groenewold, N., Wu, Y., Tang, S., Fan, X. M. & Wu, Y. (ed.), 2004, Cheltenham, UK: Edward Elgar Publishing.

Research output: Book/ReportBook

40 Citations (Scopus)

The dynamic interrelationships between the greater China share markets

Groenewold, N., Tang, S. & Wu, Y., 2004, In : China Economic Review. 15, 1, p. 45-62

Research output: Contribution to journalArticle

Greater China
Interrelationship
Market share
Hong Kong
Taiwan
2005

Consumption and Stock Prices: Can We Distinguish Signalling from Wealth Effects?

Groenewold, N., 2005, Proceedings of the Australian Conference of Economists, 2005. Australia, E. S. O. (ed.). Melbourne ed. Melbourne: Economic Society of Australia, Vol. 0. p. 39 pp

Research output: Chapter in Book/Conference paperConference paper

The Cyclical Behaviour of Regional Growth Rates in China

Groenewold, N., Lee, G. & Chen, A., 2005, In : Australasian Journal of Regional Studies. 11, 1, p. 91-110

Research output: Contribution to journalArticle

China
Regional growth
Economic growth
Coast
Industrial structure
4 Citations (Scopus)

The Effects of an Inter-Regional Transfer with Empire-Building Regional Governments

Groenewold, N. & Hagger, A. J., 2005, In : The Review of Regional Studies. 35, 1, p. 38-63

Research output: Contribution to journalArticle

expenditures
welfare
expenditure
firm
Federal Government
7 Citations (Scopus)

Growth Volatility and Technical Progress: A Simple Rent-seeking Model

Leung, C. K. Y., Tang, S. & Groenewold, N., 2006, In : Journal of Economics. 88, 2, p. 159-178

Research output: Contribution to journalArticle

Economic growth
Growth model
Rent-seeking
Technical progress
Empirical evidence

Inter-Regional Output Spillovers

Groenewold, N., Lee, G. & Chen, A., 2006, Economic Growth, Transition and Globalization in China. Wu, Y. (ed.). Cheltenham, UK: Edward Elgar Publishing, p. 61-81

Research output: Chapter in Book/Conference paperChapter

9 Citations (Scopus)

US share prices and real supply and demand shocks

Fraser, P. & Groenewold, N., 2006, In : The Quarterly Review of Economics and Finance. 46, 1, p. 149-167

Research output: Contribution to journalArticle

Share prices
Demand shocks
Stock prices
Supply shocks
Stock market
2007

Domestic market integration and inter-regional growth spillovers

Golley, J. & Groenewold, N., 2007, China linking markets for growth. Garnaut, R. & Song, L. (eds.). Canberra ACT Australia: ANU E Press, p. 176-196

Research output: Chapter in Book/Conference paperChapter

Inter-regional output spillovers in China: Disentangling national from regional shocks

Groenewold, N., Lee, G. & Chen, A., 2007, In : Australasian Journal of Regional Studies. 13, 3, p. 165-191

Research output: Contribution to journalArticle

Spillover
China
Spillover effects
Exogeneity
Granger causality
19 Citations (Scopus)
Accountability
Economic growth
Institutional change
Institutional economics
Hong Kong
35 Citations (Scopus)

Regional output spillovers in China: Estimates from a VAR model

Groenewold, N., Lee, G. & Chen, A., 2007, In : Papers in Regional Science. 86, 1, p. 101-122

Research output: Contribution to journalArticle

China
coastal region
spillover effect