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Multifactor models do not expl...
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Lo, Andrew W.
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ECONIS (ZBW)
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11
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
-
1997
Persistent link: https://www.econbiz.de/10000645107
Saved in:
12
On multivariate tests of the CAPM
MacKinlay, Archie Craig
-
1986
-
Last rev
Persistent link: https://www.econbiz.de/10000695574
Saved in:
13
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
Saved in:
14
Stolpersteine auf dem Random Walk
Lo, Andrew W.
;
MacKinlay, Archie Craig
- In:
Mastering Finance : das MBA-Buch zum Finanzmanagement
,
(pp. 205-212)
.
1999
Persistent link: https://www.econbiz.de/10003253001
Saved in:
15
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
Saved in:
16
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
Saved in:
17
A non-random walk down Wall Street
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
2002
Persistent link: https://www.econbiz.de/10001611544
Saved in:
18
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
Saved in:
19
Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.
- In:
The review of financial studies
3
(
1990
)
3
,
pp. 431-467
Persistent link: https://www.econbiz.de/10001105895
Saved in:
20
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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