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1

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

2

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

3

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

4

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

5

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

6

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

7

The Evolution of Dextrins During the Mashing and Fermentation of All-malt Whisky Production

Frank Vriesekoop, Andrew Rathband, Jim MacKinlay, James H. Bryce

Journal:

Journal of the Institute of Brewing

Year:

2010

Language:

english

File:

PDF, 1.36 MB

english, 2010

8

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

9

REVIEWS

Stevens, Tim, Heuser, Beatrice, Cole, Jennifer, Cyr, Arthur I, Hughes-Wilson, John, Orsini, Dominique, Mackinlay, John, Hemmings, John, Lever, Paul, Bennett, Gill, Syk, Andrew

Journal:

The RUSI Journal

Year:

2010

Language:

english

File:

PDF, 9.50 MB

english, 2010

10

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

11

Housing Price Booms and Crowding-Out Effects in Bank Lending

Chakraborty, Indraneel, Goldstein, Itay, MacKinlay, Andrew

Journal:

Review of Financial Studies

Year:

2018

Language:

english

File:

PDF, 1.75 MB

english, 2018

12

Monetary Stimulus and Bank Lending

Chakraborty, Indraneel, Goldstein, Itay, MacKinlay, Andrew

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 1.16 MB

english, 2016

13

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

14

Cross-Domain Effects on Parse Selection for Precision Grammars

Andrew MacKinlay, Rebecca Dridan, Dan Flickinger, Timothy Baldwin

Journal:

Research on Language & Computation

Year:

2010

Language:

english

File:

PDF, 1.23 MB

english, 2010

15

Cross-hospital portability of information extraction of cancer staging information

Martinez, David, Pitson, Graham, MacKinlay, Andrew, Cavedon, Lawrence

Journal:

Artificial Intelligence in Medicine

Year:

2014

Language:

english

File:

PDF, 1.37 MB

english, 2014

16

[ACM Press the ACM sixth international workshop - Maui, Hawaii, USA (2012.10.29-2012.10.29)] Proceedings of the ACM sixth international workshop on Data and text mining in biomedical informatics - DTMBIO '12 - Extracting structured information from free-text medication prescriptions using dependencies

MacKinlay, Andrew D., Verspoor, Karin M.

Year:

2012

Language:

english

File:

PDF, 519 KB

english, 2012

17

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

18

(How) Do Taxes Affect Capital Structure?

MacKinlay, Andrew

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 788 KB

english, 2012

19

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

20

Detecting modification of biomedical events using a deep parsing approach

Andrew MacKinlay, David Martinez, Timothy Baldwin

Journal:

BMC Medical Informatics and Decision Making

Year:

2012

Language:

english

File:

PDF, 498 KB

english, 2012

21

Queries

Andrew Lang and J. M. Mackinlay

Journal:

The Scottish Historical Review

Year:

1906

Language:

english

File:

PDF, 390 KB

english, 1906

22

Book reviews

Vallance, Andrew, Mackinlay, John, Holmes, Richard, Wilson, Cordon, Munro, Alan, Lynam, David, Redman, Mike, Gallaher, John G.

Journal:

The RUSI Journal

Year:

2003

Language:

english

File:

PDF, 868 KB

english, 2003

23

The Central Tendon Defect: A Rare Problem, a Novel Technique

Andrews, James Mitchell Stewart, Munro, Fraser Donald, MacKinlay, Gordon Alexander

Journal:

Journal of Laparoendoscopic & Advanced Surgical Techniques

Year:

2011

Language:

english

File:

PDF, 279 KB

english, 2011

24

Correspondence

Connaughton, R. M., Mackinlay, John, Gordon, Andrew, Kinvig, Clifford, Hammond, Keith

Journal:

The RUSI Journal

Year:

1997

Language:

english

File:

PDF, 353 KB

english, 1997

25

Book reviews

Chandler, David, Graydon, Michael, Barraclough, John, Brookes, Andrew, Reid, Brian Holden, Hickey, Michael, Wilson, G.A.S.C., Mackinlay, John, Partrick, Neil, Hellberg, Ivar, Eyal, Jonathan, Gould‐Dav

Journal:

The RUSI Journal

Year:

2001

Language:

english

File:

PDF, 1.31 MB

english, 2001

26

[IEEE IEEE Symposium on Information Visualization, 2005. INFOVIS 2005. - Minneapolis, MN, USA (Oct. 23-25, 2005)] IEEE Symposium on Information Visualization, 2005. INFOVIS 2005. - Turning information visualization innovations into commercial products: lessons to guide the next success

Shneiderman, B., Rao, R., Andrews, K., Ahlberg, C., Brodbeck, D., Jewitt, T., Mackinlay, J.

Year:

2005

Language:

english

File:

PDF, 246 KB

english, 2005

27

Intrapleural Use of Tissue Plasminogen Activator and DNase in Pleural Infection

Rahman, Najib M., Maskell, Nicholas A., West, Alex, Teoh, Richard, Arnold, Anthony, Mackinlay, Carolyn, Peckham, Daniel, Davies, Chris W.H., Ali, Nabeel, Kinnear, William, Bentley, Andrew, Kahan, Bren

Journal:

Boston Medical and Surgical Journal

Year:

2011

Language:

english

File:

PDF, 565 KB

english, 2011

28

[ACM Press the ACM fifth international workshop - Glasgow, Scotland, UK (2011.10.24-2011.10.24)] Proceedings of the ACM fifth international workshop on Data and text mining in biomedical informatics - DTMBIO '11 - A parser-based approach to detecting modification of biomedical events

MacKinlay, Andrew, Martinez, David, Baldwin, Timothy

Year:

2011

Language:

english

File:

PDF, 393 KB

english, 2011

29

[American Thoracic Society American Thoracic Society 2010 International Conference, May 14-19, 2010 • New Orleans - ()] D53. SEPSIS: MECHANISMS AND IMPLICATIONS FOR MANAGEMENT - Primary Result Of The 2nd Multi-centre Intrapleural Sepsis (MIST2) Trial; Randomised Trial Of Intrapleural TPA And DNAse In Pleural Infection

Rahman, Najib M., Maskell, Nick A., Davies, Christopher W.H., West, Alex, Teoh, Richard, Arnold, Anthony, Peckham, Daniel, Ali, Nabeel, Bentley, Andrew, Mackinlay, Carolyn, Kinnear, William, Wrightson

Year:

2010

Language:

english

File:

PDF, 20 KB

english, 2010

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

File:

PDF, 727 KB

1990

31

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

32

[ACM Press the ACM Ninth International Workshop - Melbourne, Australia (2015.10.23-2015.10.23)] Proceedings of the ACM Ninth International Workshop on Data and Text Mining in Biomedical Informatics - DTMBIO '15 - Identification and Analysis of Medical Entity Co-occurrences in Twitter

MacKinlay, Andrew, Jimeno Yepes, Antonio, Han, Bo

Year:

2015

Language:

english

File:

PDF, 385 KB

english, 2015

33

Optimizing graph-based patterns to extract biomedical events from the literature

Liu, Haibin, Verspoor, Karin, Comeau, Donald C, MacKinlay, Andrew D, Wilbur, W

Journal:

BMC Bioinformatics

Year:

2015

Language:

english

File:

PDF, 901 KB

english, 2015

34

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

35

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

36

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

37

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

Lo, Andrew W., MacKinlay, A. Craig

Year:

2011

Language:

english

File:

PDF, 121 KB

english, 2011

38

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

39

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

Lo, Andrew W., MacKinlay, A. Craig

Year:

2011

Language:

english

File:

PDF, 232 KB

english, 2011

40

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

41

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

42

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

43

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

44

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

45

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

46

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

47

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

48

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

Lo, Andrew W., MacKinlay, A. Craig

Year:

2011

Language:

english

File:

PDF, 143 KB

english, 2011

49

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

Lo, Andrew W., MacKinlay, A. Craig

Year:

2011

Language:

english

File:

PDF, 255 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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