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. Introduction -- 2. The Predictability of Asset Returns -- 3. Market Microstructure -- 4. Event-Study Analysis -- 5. The Capital Asset Pricing Model -- 6. Multifactor Pricing...
