Books : Search

1.

The Econometrics of Financial Markets
Author name: John Y./ Lo, Andrew W./ Mackinlay, Archie Craig Campbell
November 01, 1996

2.

Econometrics of Financial Markets, The
Author name: Andrew W.; Campbell, John Y.; MacKinlay, Archie Craig Lo
January 01, 1996

3.

Asset pricing models: Implications for expected returns and portfolio selection (NBER working paper series)
Author name: Archie Craig MacKinlay
1999

4.

The Econometrics of Financial Markets
Author name: John Y./ Lo, Andrew W./ Mackinlay, Archie Craig Campbell
November 01, 1996

5.

Multifactor models do not explain deviations from the CAPM (NBER working paper series)
Author name: Archie Craig MacKinlay
1994

6.

Program trading and the behavior of stock index futures prices (Working paper series)
Author name: Archie Craig MacKinlay
1987