The Econometrics of Financial Markets
By
John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay, Andrew Y. Lo

Rated: 3.5  (16 reviews)

A Non-Random Walk Down Wall Street
By
Andrew W. Lo, A. Craig MacKinlay

Rated: 3.5  (14 reviews)

The Econometrics of Financial Markets, Campbell, Lo, Mackinlay
By
John Campbell, Andrew Lo, Craig Mackinlay

 (Not rated yet.)

Multifactor models do not explain deviations from the CAPM (NBER working paper series)
By
Archie Craig MacKinlay

 (Not rated yet.)

Asset pricing models: Implications for expected returns and portfolio selection (NBER working paper series)
By
Archie Craig MacKinlay

 (Not rated yet.)

Program trading and the behavior of stock index futures prices (Working paper series)
By
Archie Craig MacKinlay

 (Not rated yet.)