A. Craig Mackinlay: search on Z-Library

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1

Event Studies in Economics and Finance

A. Craig MacKinlay

Journal:

Journal of Economic Literature

Year:

1997

Language:

english

File:

PDF, 566 KB

english, 1997

2

Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test

Andrew W. Lo and A. Craig MacKinlay

Journal:

Review of Financial Studies

Year:

1988

Language:

english

File:

PDF, 511 KB

english, 1988

3

Multifactor models do not explain deviations from the CAPM

A.Craig MacKinlay

Journal:

Journal of Financial Economics

Year:

1995

Language:

english

File:

PDF, 1.69 MB

english, 1995

4

The size and power of the variance ratio test in finite samples: A Monte Carlo investigation

Andrew W. Lo, A.Craig MacKinlay

Journal:

Journal of Econometrics

Year:

1989

Language:

english

File:

PDF, 2.07 MB

english, 1989

5

Econometric models of limit-order executions

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

Journal:

Journal of Financial Economics

Year:

2002

Language:

english

File:

PDF, 565 KB

english, 2002

6

Asset Pricing Models: Implications for Expected Returns and Portfolio Selection

Craig MacKinlay, A., Pastor, ubo

Journal:

Review of Financial Studies

Year:

2000

Language:

english

File:

PDF, 298 KB

english, 2000

7

An ordered probit analysis of transaction stock prices

Jerry A. Hausman, Andrew W. Lo, A.Craig MacKinlay

Journal:

Journal of Financial Economics

Year:

1992

Language:

english

File:

PDF, 4.67 MB

english, 1992

8

When are Contrarian Profits Due to Stock Market Overreaction?

Andrew W. Lo and A. Craig MacKinlay

Journal:

Review of Financial Studies

Year:

1990

Language:

english

File:

PDF, 622 KB

english, 1990

9

An econometric analysis of nonsynchronous trading

Andrew W. Lo, A. Craig MacKinlay

Journal:

Journal of Econometrics

Year:

1990

Language:

english

File:

PDF, 1.75 MB

english, 1990

10

Papers and Proceedings of the Fifty-Eighth Annual Meeting of the American Finance Association, Chicago, Illinois, January 3-5, 1998 || The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?

Marshall E. Blume, Felix Lim and A. Craig Mackinlay

Journal:

The Journal of Finance

Year:

1998

Language:

english

File:

PDF, 674 KB

english, 1998

11

The Econometrics of Financial Markets || 3. Market Microstructure

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

Year:

1997

Language:

english

File:

PDF, 3.47 MB

english, 1997

12

A Non-Random Walk Down Wall Street () || 8. Data-Snooping Biases in Tests of Financial Asset Pricing Models

Lo, Andrew W., MacKinlay, A. Craig

Year:

2011

Language:

english

File:

PDF, 1.82 MB

english, 2011

13

The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?

Marshall E. Blume, Felix Lim, A. Craig Mackinlay

Journal:

The Journal of Finance

Year:

1998

Language:

english

File:

PDF, 148 KB

english, 1998

14

MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS

LO, ANDREW W., MACKINLAY, A. CRAIG

Journal:

Macroeconomic Dynamics

Year:

1997

Language:

english

File:

PDF, 273 KB

english, 1997

15

On multivariate tests of the CAPM

A.Craig MacKinlay

Journal:

Journal of Financial Economics

Year:

1987

Language:

english

File:

PDF, 1.80 MB

english, 1987

16

Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices

A. Craig MacKinlay and Krishna Ramaswamy

Journal:

Review of Financial Studies

Year:

1988

Language:

english

File:

PDF, 453 KB

english, 1988

17

Order Imbalances and Stock Price Movements on October 19 and 20, 1987

Marshall E. Blume, A. Craig Mackinlay and Bruce Terker

Journal:

The Journal of Finance

Year:

1989

Language:

english

File:

PDF, 478 KB

english, 1989

18

A Non-Random Walk Down Wall Street () || 5. When Are Contrarian Profits Due to Stock Market Overreaction

Lo, Andrew W., MacKinlay, A. Craig

Year:

2011

Language:

english

File:

PDF, 1.57 MB

english, 2011

19

A Non-Random Walk Down Wall Street () || 2. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

Lo, Andrew W., MacKinlay, A. Craig

Year:

2011

Language:

english

File:

PDF, 1.29 MB

english, 2011

20

The Econometrics of Financial Markets || 10. Fixed-Income Securities

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

Year:

1997

Language:

english

File:

PDF, 1.55 MB

english, 1997

21

Using Generalized Method of Moments to Test Mean-Variance Efficiency

A. Craig MacKinlay and Matthew P. Richardson

Journal:

The Journal of Finance

Year:

1991

Language:

english

File:

PDF, 483 KB

english, 1991

22

A Non-Random Walk Down Wall Street () || 1. Introduction

Lo, Andrew W., MacKinlay, A. Craig

Year:

2011

Language:

english

File:

PDF, 527 KB

english, 2011

23

A Non-Random Walk Down Wall Street () || Introduction

Lo, Andrew W., MacKinlay, A. Craig

Year:

2011

Language:

english

File:

PDF, 232 KB

english, 2011

24

The Econometrics of Financial Markets || 1. Introduction

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

Year:

1997

Language:

english

File:

PDF, 1.24 MB

english, 1997

25

A Non-Random Walk Down Wall Street () || 6. Long-Term Memory in Stock Market Prices

Lo, Andrew W., MacKinlay, A. Craig

Year:

2011

Language:

english

File:

PDF, 1.67 MB

english, 2011

26

The Econometrics of Financial Markets || 6. Multifactor Pricing Models

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

Year:

1997

Language:

english

File:

PDF, 1.63 MB

english, 1997

27

The Econometrics of Financial Markets || References

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

Year:

1997

Language:

english

File:

PDF, 2.41 MB

english, 1997

28

A Non-Random Walk Down Wall Street () || Introduction

Lo, Andrew W., MacKinlay, A. Craig

Year:

2011

Language:

english

File:

PDF, 255 KB

english, 2011

29

The Econometrics of Financial Markets || Author Index

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

Year:

1997

File:

PDF, 853 KB

1997

30

Data-Snooping Biases in Tests of Financial Asset Pricing Models

Andrew W. Lo and A. Craig MacKinlay

Journal:

Review of Financial Studies

Year:

1990

Language:

english

File:

PDF, 727 KB

english, 1990

31

A Non-Random Walk Down Wall Street () || 7. Multifactor Models Do Not Explain Deviations from the CAPM

Lo, Andrew W., MacKinlay, A. Craig

Year:

2011

Language:

english

File:

PDF, 1.27 MB

english, 2011

32

The Econometrics of Financial Markets || 12. Nonlinearities in Financial Data

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

Year:

1997

Language:

english

File:

PDF, 2.93 MB

english, 1997

33

The Econometrics of Financial Markets || Subject Index

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

Year:

1997

Language:

english

File:

PDF, 1.04 MB

english, 1997

34

A Non-Random Walk Down Wall Street () || 9. Maximizing Predictability in the Stock and Bond Market

Lo, Andrew W., MacKinlay, A. Craig

Year:

2011

Language:

english

File:

PDF, 1.71 MB

english, 2011

35

Asset Pricing Models: Implications for Expected Returns and Portfolio Selection

Mackinlay, A. Craig Craig, Pástor, Lubos

Journal:

SSRN Electronic Journal

Year:

1998

Language:

english

File:

PDF, 510 KB

english, 1998

36

A Non-Random Walk Down Wall Street () || Introduction

Lo, Andrew W., MacKinlay, A. Craig

Year:

2011

Language:

english

File:

PDF, 121 KB

english, 2011

37

Pediatric Surgical Diseases || Cardiovascular Disorders

Esposito, Giovanni, Esposito, Ciro, Albanese, Craig T., Fujioka, Masayuki, MacKinlay, Gordon A., Rollins, Nancy, Schier, Felix

Year:

2009

Language:

english

File:

PDF, 1.93 MB

english, 2009

38

Asset Pricing Models: Implications for Expected Returns and Portfolio Selection

A. Craig MacKinlay and Ľuboš Pástor

Journal:

Review of Financial Studies

Year:

2000

Language:

english

File:

PDF, 822 KB

english, 2000

39

A Non-Random Walk Down Wall Street () || 11. Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices

Lo, Andrew W., MacKinlay, A. Craig

Year:

2011

Language:

english

File:

PDF, 1.07 MB

english, 2011

40

A Non-Random Walk Down Wall Street () || 12. Order Imbalances and Stock Price Movements on October 19 and 20. 1987

Lo, Andrew W., MacKinlay, A. Craig

Year:

2011

Language:

english

File:

PDF, 1.24 MB

english, 2011

41

Evolution of the casein multigene family: conserved sequences in the 5′ flanking and exon regions

Yu-Lee, Li-yuan, Richter-Mann, Lizabeth, Couch, Craig H., Stewart, A.Francis, Mackinlay, Anthony G., Rosen, Jeffrey M.

Journal:

Nucleic Acids Research

Year:

1986

Language:

english

File:

PDF, 894 KB

english, 1986

42

A Non-Random Walk Down Wall Street () || References

Lo, Andrew W., MacKinlay, A. Craig

Year:

2011

Language:

english

File:

PDF, 1.10 MB

english, 2011

43

A Non-Random Walk Down Wall Street () || Index

Lo, Andrew W., MacKinlay, A. Craig

Year:

2011

Language:

english

File:

PDF, 383 KB

english, 2011

44

A Non-Random Walk Down Wall Street () || 3. The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation

Lo, Andrew W., MacKinlay, A. Craig

Year:

2011

Language:

english

File:

PDF, 1.65 MB

english, 2011

45

THE ECONOMETRICS OF FINANCIAL MARKETS

Campbell, John Y., Lo, Andrew W., MacKinlay, A. Craig, Whitelaw, Robert F.

Journal:

Macroeconomic Dynamics

Year:

1998

Language:

english

File:

PDF, 24 KB

english, 1998

46

A Non-Random Walk Down Wall Street () || 4. An Econometric Analysis of Nonsynchronous Trading

Lo, Andrew W., MacKinlay, A. Craig

Year:

2011

Language:

english

File:

PDF, 1.25 MB

english, 2011

47

The Use of Central Venous Catheters in Paediatric Oncology — A Cautionary Tale

Russell, L., Craig, J.I.O., Mackinlay, G.A., Eden, O.B.

Journal:

Scottish Medical Journal

Year:

1990

Language:

english

File:

PDF, 743 KB

english, 1990

48

Data-Snooping Biases in Tests of Financial Asset Pricing Models

Andrew W. Lo and A. Craig MacKinlay

Journal:

Review of Financial Studies

Year:

1990

File:

PDF, 727 KB

1990

49

A Non-Random Walk Down Wall Street () || List of Figures

Lo, Andrew W., MacKinlay, A. Craig

Year:

2011

Language:

english

File:

PDF, 87 KB

english, 2011

50

A Non-Random Walk Down Wall Street () || List of Tables

Lo, Andrew W., MacKinlay, A. Craig

Year:

2011

Language:

english

File:

PDF, 206 KB

english, 2011

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