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Archie Craig MacKinlay

1955

4 books found

Books by Archie Craig MacKinlay
Program trading and the behavior of stock index futures pricesArchie Craig MacKinlay
⏱ 21m

Program trading and the behavior of stock index futures prices

Archie Craig MacKinlay

198721 pp.
Asset pricing modelsArchie Craig MacKinlay
⏱ 38m

Asset pricing models

Archie Craig MacKinlay

199938 pp.
Multifactor models do not explain deviations from the CAPMArchie Craig MacKinlay
⏱ 31m

Multifactor models do not explain deviations from the CAPM

Archie Craig MacKinlay

199431 pp.
An Econometric Analysis of Nonsynchronous TradingProfessor Andrew W Lo
⏱ 52m

An Econometric Analysis of Nonsynchronous Trading

Professor Andrew W Lo

201852 pp.