Narrow search
Showing 1 - 10 of 98
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Multifactor models do not explain deviations from the CAPM
MacKinlay, Archie Craig - 1994
Persistent link: https://www.econbiz.de/10000889239
Cover Image
Maximizing predictability in the stock and bond markets
Lo, Andrew W. - 1995
Persistent link: https://www.econbiz.de/10000909184
Cover Image
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
Cover Image
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
Cover Image
On multivariate tests of the CAPM
MacKinlay, Archie Craig - 1986 - Last rev
Persistent link: https://www.econbiz.de/10000695574
Cover Image
An econometric analysis of nonsynchronous-trading
Lo, Andrew W.; MacKinlay, Archie Craig - 1989
Persistent link: https://www.econbiz.de/10000765761
Cover Image
When are contrarian profits due to stock market overreaction?
Lo, Andrew W.; MacKinlay, Archie Craig - 1989
Persistent link: https://www.econbiz.de/10000766816