Similar Search Results

Asset pricing models : implications for expected returns and portfolio selection

MacKinlay, Archie Craig; Pástor, Ľuboš - 1999

Persistent link: https://www.econbiz.de/10001390251

Maximizing predictability in the stock and bond markets

Lo, Andrew W.; MacKinlay, Archie Craig - Sloan School of Management, Massachusetts Institute of … - 1992

"First draft: July 1991; Current draft: August 1992."--2nd prelim. p.

Persistent link: https://www.econbiz.de/10005750720

Data-snooping biases in tests of financial asset pricing models

Lo, Andrew W.; MacKinlay, Archie Craig - Sloan School of Management, Massachusetts Institute of … - 1989

Persistent link: https://www.econbiz.de/10005574799

When are contrarian profits due to stock market overreaction?

Lo, Andrew W.; MacKinlay, Archie Craig - Sloan School of Management, Massachusetts Institute of … - 1989

"First draft: November 1988. Latest revision: May 1989."

Persistent link: https://www.econbiz.de/10005587400

An ordered probit analysis of transaction stock prices

Hausman, Jerry A.; Lo, Andrew W.; MacKinlay, Archie Craig - Sloan School of Management, Massachusetts Institute of … - 1990

Persistent link: https://www.econbiz.de/10005587558

Multifactor Models Do Not Explain Deviations from the CAPM

MacKinlay, A. Craig - 1994

A number of studies have presented evidence rejecting the validity of the Capital Asset Pricing Model (CAPM). This evidence has spawned research into possible explanations. These explanations can be divided into two main categories - the risk based alternatives and the nonrisk based...

Persistent link: https://www.econbiz.de/10012474162