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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
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Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.; MacKinlay, Archie Craig - 1989
Persistent link: https://www.econbiz.de/10000770623
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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
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An econometric analysis of nonsynchronous-trading
Lo, Andrew W.; MacKinlay, Archie Craig - 1989
Persistent link: https://www.econbiz.de/10000765761
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When are contrarian profits due to stock market overreaction?
Lo, Andrew W.; MacKinlay, Archie Craig - 1989
Persistent link: https://www.econbiz.de/10000766816
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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
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - 1997
Persistent link: https://www.econbiz.de/10000645107
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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
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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
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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