Nicolaas Groenewold

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

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

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

2003

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

1999

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

1997

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