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About this product
- DescriptionCovers the spectrum of empirical finance, including the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, and the term structure of interest rates, dynamic models of economic equilibrium.
- PrizesWinner of Eugene Fama Prize for Outstanding Contributions to Doctoral Education, University of Chicago Booth School of Business 2014 and Association of American Publishers Award for Best Professional/Scholarly Book in Economics 1997 (United States) and Paul A. Samuelson Award, presented by TIAA-CREF 1997 (United States).
- Author(s)A. Craig MacKinlay,Andrew W. Lo,John Y. Campbell
- PublisherPrinceton University Press
- Date of Publication09/12/1996
- GenreEconomics: Professional & General
- Place of PublicationNew Jersey
- Country of PublicationUnited States
- ImprintPrinceton University Press
- Weight1021 g
- Width152 mm
- Height235 mm
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