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~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working paper"
~person:"MacKinlay, Archie Craig"
~subject:"CAPM"
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Journal of econometrics
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ECONIS (ZBW)
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Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.
;
MacKinlay, Archie Craig
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1989
Persistent link: https://www.econbiz.de/10000770623
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Asset pricing models : implications for expected returns and portfolio selection
MacKinlay, Archie Craig
;
Pástor, Ľuboš
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1999
Persistent link: https://www.econbiz.de/10001390251
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Multifactor models do not explain deviations from the CAPM
MacKinlay, Archie Craig
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1994
Persistent link: https://www.econbiz.de/10000889239
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An econometric analysis of nonsynchronous trading
Lo, Andrew W.
- In:
Journal of econometrics
45
(
1990
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pp. 181-211
Persistent link: https://www.econbiz.de/10001332075
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