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~person:"MacKinlay, Archie Craig"
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MacKinlay, Archie Craig
Lo, Andrew W.
624
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39
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31
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1
Models of the term structure of interest rates
Campbell, John Y.
;
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1994
Persistent link: https://www.econbiz.de/10000893063
Saved in:
2
Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1989
Persistent link: https://www.econbiz.de/10000770623
Saved in:
3
An ordered probit analysis of transaction stock prices
Hausman, Jerry A.
;
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1991
Persistent link: https://www.econbiz.de/10000825535
Saved in:
4
An econometric analysis of nonsynchronous-trading
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1989
Persistent link: https://www.econbiz.de/10000765761
Saved in:
5
When are contrarian profits due to stock market overreaction?
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1989
Persistent link: https://www.econbiz.de/10000766816
Saved in:
6
The econometrics of financial markets
Campbell, John Y.
;
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1997
-
2. printing, with corrections
Persistent link: https://www.econbiz.de/10000592406
Saved in:
7
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
-
1997
Persistent link: https://www.econbiz.de/10000645107
Saved in:
8
Stock market prices do not follow random walks : evidence from a simple specification test
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1987
Persistent link: https://www.econbiz.de/10000715637
Saved in:
9
Stolpersteine auf dem Random Walk
Lo, Andrew W.
;
MacKinlay, Archie Craig
- In:
Mastering Finance : das MBA-Buch zum Finanzmanagement
,
(pp. 205-212)
.
1999
Persistent link: https://www.econbiz.de/10003253001
Saved in:
10
Stock market prices do not follow random walks : evidence from a simple specification test
Lo, Andrew W.
- In:
The review of financial studies
1
(
1988
)
1
,
pp. 41-66
Persistent link: https://www.econbiz.de/10001100400
Saved in:
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