Campbell, John Y.; Lo, Andrew W.; MacKinlay, A. Craig - 2012
Frontmatter -- Contents -- List of Figures -- List of Tables -- Preface -- The Econometrics of Financial Markets -- 1 …, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the …, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory …