Narrow search
Showing 1 - 10 of 98
Cover Image
Multifactor models do not explain deviations from the CAPM
MacKinlay, Archie Craig - 1994
Persistent link: https://www.econbiz.de/10000889239
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
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
Models of the term structure of interest rates
Campbell, John Y.; Lo, Andrew W.; MacKinlay, Archie Craig - 1994
Persistent link: https://www.econbiz.de/10000893063
Cover Image
Multifactor models do not explain deviations from the CAPM
MacKinlay, Archie Craig - 1994
Persistent link: https://www.econbiz.de/10000897041
Cover Image
Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.; MacKinlay, Archie Craig - 1989
Persistent link: https://www.econbiz.de/10000770623
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
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
Cover Image
The econometrics of financial markets
Campbell, John Y.; Lo, Andrew W.; MacKinlay, Archie Craig - 1997 - 2. printing, with corrections
Persistent link: https://www.econbiz.de/10000592406