No photo of Angela Black

Angela Black

Professor

    • 345 Citations
    19922015
    If you made any changes in Pure these will be visible here soon.

    Fingerprint Dive into the research topics where Angela Black is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

    Business & Economics

    Value premium
    Dividends
    Cointegration
    Economic activity
    Stock prices
    Jump
    Volatility modelling
    Macroeconomics
    Predictability
    Predictability of stock returns
    Fama-French three-factor model
    Price dynamics
    Financial crisis
    Bubble
    House prices
    Growth stocks
    Value stocks
    Factors
    Price index
    Industrial production
    Vector autoregressive model
    Consumption growth
    Conditional variance
    Stock market
    Long-run relationship
    Stock market returns
    Time-varying
    Deviation
    Fundamental values
    Intrinsic bubbles
    Arbitrage
    Present value
    Financial markets
    Household portfolios
    Rational bubbles
    Momentum
    Stock returns
    Money supply
    Interest rates
    Inflation
    Risk premium
    Conditional volatility
    Methodology
    Hypothesis testing
    Inference
    Economic growth
    G-7 countries
    Common currency
    Investors
    Currency