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Theorie
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MacKinlay, Archie Craig
19
Lo, Andrew W.
10
Blume, Marshall E.
4
Lim, Felix
3
Pástor, Ľuboš
3
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2
Zhang, June
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Rodney L. White Center for Financial Research
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ECONIS (ZBW)
18
USB Cologne (EcoSocSci)
1
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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
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2
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
- In:
Journal of financial economics
65
(
2002
)
1
,
pp. 31-71
Persistent link: https://www.econbiz.de/10001690102
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3
A non-random walk down Wall Street
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
2002
Persistent link: https://www.econbiz.de/10001611544
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4
Asset pricing models : implications for expected returns and portfolio selection
MacKinlay, Archie Craig
;
Pástor, Ľuboš
- In:
The review of financial studies
13
(
2000
)
4
,
pp. 883-916
Persistent link: https://www.econbiz.de/10001525314
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5
When are contrarian profits due to stock market overreaction?
Lo, Andrew W.
- In:
The review of financial studies
3
(
1990
)
2
,
pp. 175-205
Persistent link: https://www.econbiz.de/10001105905
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6
Index-futures arbitrage and the behavior of stock index futures prices
MacKinlay, Archie Craig
- In:
The review of financial studies
1
(
1988
)
2
,
pp. 137-158
Persistent link: https://www.econbiz.de/10001106144
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7
Using generalized method of moments to test mean-variance efficiency
MacKinlay, Archie Craig
- In:
The journal of finance : the journal of the American …
46
(
1991
)
2
,
pp. 511-527
Persistent link: https://www.econbiz.de/10001108685
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8
An ordered probit analysis of transaction stock prices
Hausman, Jerry A.
- In:
Journal of financial economics
31
(
1992
)
3
,
pp. 319-379
Persistent link: https://www.econbiz.de/10001131965
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9
The declining credit quality of US corporate debt : myth or reality?
Blume, Marshall E.
- In:
The journal of finance : the journal of the American …
53
(
1998
)
4
,
pp. 1389-1413
Persistent link: https://www.econbiz.de/10001247196
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10
The declining credit quality of US corporate debt : myth or reality
Blume, Marshall E.
;
Lim, Felix
;
MacKinlay, Archie Craig
-
1996
Persistent link: https://www.econbiz.de/10000949738
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