E-LIB Suche - Ergebnisse für: MacKinlay, A. Craig

1

The econometrics of financial markets:

Campbell, John Y. ; Lo, Andrew W. ; MacKinlay, A. Craig , 2012

Link: https://www.degruyter.co..

2

Econometric models of limit-order executions:

Lo, Andrew W. ; MacKinlay, A.Craig ; Zhang, June
Journal of Financial Economics. 65 (2002) 1 - p. 31-71 , 2002

Link: https://doi.org/10.1016/..

3

Asset Pricing Models: Implications for Expected Returns and..:

Craig MacKinlay, A. ; Pástor, Ľuboš
Review of Financial Studies. 13 (2000) 4 - p. 883-916 , 2000

Link: https://doi.org/10.1093/..

4

Asset Pricing Models: Implications for Expected Returns and..:

MacKinlay, A. Craig ; Pástor, Ľuboš
The Review of Financial Studies. 13 (2000) 4 - p. 883-916 , 2000

Link: https://www.jstor.org/st..

5

A Non-Random Walk Down Wall Street:

MacKinlay, A. Craig , 1999

Link: https://doi.org/10.1515/..

6

Asset Pricing Models: Implications for Expected Returns and..

NBER working paper series, no. w7162

MacKinlay, A. Craig ; Pastor, Lubos , 1999

Link: https://www.nber.org/pap..

7

The Declining Credit Quality of U.S. Corporate Debt: Myth o..:

Blume, Marshall E. ; Lim, Felix ; Mackinlay, A. Craig
The Journal of Finance. 53 (1998) 4 - p. 1389-1413 , 1998

Link: https://www.jstor.org/st..

8

THE ECONOMETRICS OF FINANCIAL MARKETS:

Campbell, John Y. ; Lo, Andrew W. ; MacKinlay, A. Craig.
Macroeconomic Dynamics. 2 (1998) 4 - p. 559-562 , 1998

Link: https://doi.org/10.1017/..

9

The Declining Credit Quality of U.S. Corporate Debt: Myth o..:

Blume, Marshall E. ; Lim, Felix ; Mackinlay, A. Craig
The Journal of Finance. 53 (1998) 4 - p. 1389-1413 , 1998

Link: https://doi.org/10.1111/..

10

Event Studies in Economics and Finance:

MacKinlay, A. Craig
Journal of Economic Literature. 35 (1997) 1 - p. 13-39 , 1997

Link: https://www.jstor.org/st..

11

Econometric Models of Limit-Order Executions

NBER working paper series, no. w6257

Lo, Andrew W ; MacKinlay, A. Craig ; Zhang, June , 1997

Link: https://www.nber.org/pap..

12

MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS:

LO, ANDREW W. ; MACKINLAY, A. CRAIG
Macroeconomic Dynamics. 1 (1997) 1 - p. 102-134 , 1997

Link: https://doi.org/10.1017/..

13

Multifactor models do not explain deviations from the CAPM:

MacKinlay, A.Craig
Journal of Financial Economics. 38 (1995) 1 - p. 3-28 , 1995

Link: https://doi.org/10.1016/..

14

Maximizing Predictability in the Stock and Bond Markets

NBER working paper series, no. w5027

Lo, Andrew W ; MacKinlay, A. Craig , 1995

Link: https://www.nber.org/pap..

15

Multifactor Models Do Not Explain Deviations from the CAPM

NBER working paper series, no. w4756

MacKinlay, A. Craig , 1994

Link: https://www.nber.org/pap..