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Event studies in economics and finance
MacKinlay, Archie Craig - In: Journal of economic literature 35 (1997) 1, pp. 13-39
Persistent link: https://www.econbiz.de/10001216440
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Multifactor models do not explain deviations from the CAPM
MacKinlay, Archie Craig - In: Journal of financial economics 38 (1995) 1, pp. 3-28
Persistent link: https://www.econbiz.de/10001178368
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On multivariate tests of the CAPM
MacKinlay, Archie Craig - In: Journal of financial economics 18 (1987) 2, pp. 341-371
Persistent link: https://www.econbiz.de/10001027899
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Multifactor models do not explain deviations from the CAPM
MacKinlay, Archie Craig - 1994
Persistent link: https://www.econbiz.de/10000889239
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Maximizing predictability in the stock and bond markets
Lo, Andrew W. - 1995
Persistent link: https://www.econbiz.de/10000909184
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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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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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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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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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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - 1999
Persistent link: https://www.econbiz.de/10001408440