Nicolaas Groenewold

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

  • 652 Citations
  • 14 h-Index
19972019
If you made any changes in Pure these will be visible here soon.

Research Output 1997 2019

  • 652 Citations
  • 14 h-Index
  • 70 Article
  • 4 Conference paper
  • 2 Book
  • 2 Chapter
2003
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
2002
2 Citations (Scopus)
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

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

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
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

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