Emeritus Professor
- About
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- Email Address
- angela.black@abdn.ac.uk
- School/Department
- Business School
Biography
I joined the University of Aberdeen in 1999 and was promoted to Chair in Finance in 2003. Before joining Aberdeen I was a Lecturer in Economics at the University of St. Andrews. During my academic career I have been associate editor for many academic journals; and enjoyed supervising and supporting undergraduate, postgraduate and PhD students. I have always been interested in asset pricing and asking questions about the reasons why prices change and forever find it rewarding to discuss and explore these topics with students and colleagues.
My service to the University of Aberdeen includes Director of the Graduate School within the College of Arts & Social Sciences (2005-2008) and Head of the Business School (2008-2011). More recently, I was Director of Staffing within the Business School prior to retiring in 2023 and becoming Emeritus Professor. This new position offers a wonderful opportunity to focus on reading, writing and imagining new ideas.
Angela J Black (nee Devany)
- Research
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Research Overview
My research interests are predominantly in asset pricing.
Current Research
My current project is:
"Let's do what everyone else is doing". The purpose is to offer a multidisciplinary exploration of the efficient markets hypothesis drawing upon historical literature but using a statistical approach to convey a new perspective of tulipmania, the South Sea bubble, the nifty-fifty American blue chip bubble, the Japanese stock price bubble, the internet craze of 1999; and, the real estate bubble of the early 21 Century.
- Publications
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Page 3 of 3 Results 21 to 29 of 29
Stock Market Short-termism: An International Perspective
Journal of Multinational Finance Management, vol. 12, no. 2, pp. 135-158Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1016/S1042-444X(01)00044-5
The impact of monetary policy on value and growth stocks: An international evaluation
Journal of Asset Management, vol. 3, no. 2, pp. 142-172Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1057/palgrave.jam.2240072
Nonlinear error correction in spot and forward exchange rates
Weltwirtschaftliches Archiv, vol. 137, no. 4, pp. 737-750Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1007/BF02707431
Earning curves and wage curves
Scottish Journal of Political Economy, vol. 47, no. 5, pp. 471-486Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1111/1467-9485.00174
Expected returns and business conditions: a commentary on Fama and French
Applied Financial EconomicsContributions to Journals: ArticlesInternational comparisons on stock market short-termism: How different is the UK experience?
The Manchester School, vol. 68, no. Suppl. 1, pp. 38-50Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1111/1467-9957.68.s1.3
Business conditions and speculative assets
The Manchester School, vol. 65, no. 4, pp. 379-393Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1111/1467-9957.00070
Earnings, overtime and regional labour markets
Regional Studies, vol. 27, no. 7, pp. 637-650Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1080/00343409312331347825
UK unit trust performance 1980-1989: A passive time-varying approach
Journal of Banking and Finance, vol. 16, no. 5, pp. 1015-1033Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1016/0378-4266(92)90038-2