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  Search result  Your search for [author]MacKinlay, A. Craig. returned 3 records.  
 
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  Book Asset pricing models : implications for expected returns and portfolio selection.

by MacKinlay, A. Craig.; Cambridge: National Bureau of Economic Research, 1999.

Subject: Assets (Accounting) -- Prices -- Econometric models; Rate of return -- Econometric models; Capital investments -- Econometric models; Portfolio management; Capital asset pricing models; Stock price forecasting.

  
     
Relevance: 22.15%
 
     
  Book Econometric models of limit-order executions.

by Lo, Andrew W.; Cambridge: National Bureau of Economic Research, 1997.

Subject: Stocks -- Econometric models.

  
     
Relevance: 14.00%
 
     
  Book The econometrics of financial markets.

by Campbell, John Y.; Princeton, N.J.: Princeton University Press, 1997.

Subject: Capital market -- Econometric models; Capital assets pricing model; Econometrics.

  
     
Relevance: 13.68%
 
     
 
         
         
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