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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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The declining credit quality of US corporate debt : myth or reality?
Blume, Marshall E.; Lim, Felix; MacKinlay, Archie Craig - 1998
Persistent link: https://www.econbiz.de/10000982510
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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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On multivariate tests of the CAPM
MacKinlay, Archie Craig - 1986 - Last rev
Persistent link: https://www.econbiz.de/10000695574
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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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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