The Econometrics of Financial Markets

Name: The Econometrics of Financial Markets
SKU: 19857
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Original price was: ₹5,895.00.Current price is: ₹5,894.00.

By : A. Craig MacKinlay (Author), Andrew W. Lo (Author), John Y. Campbell (Author)

Product details

Publisher ‏ : ‎ Princeton University Press; 2nd ed. edition (29 December 1996)
Language ‏ : ‎ English
Hardcover ‏ : ‎ 632 pages
ISBN-10 ‏ : ‎ 0691043019
ISBN-13 ‏ : ‎ 978-0691043012
Item Weight ‏ : ‎ 992 g
Dimensions ‏ : ‎ 17.15 x 3.81 x 25.4 cm
Country of Origin ‏ : ‎ USA

Original price was: ₹5,895.00.Current price is: ₹5,894.00.

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Description

Covers 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.

About the Author

John Y. Campbell is Otto Eckstein Professor of Applied Economics at Harvard University. Andrew W. Lo is Harris & Harris Group Professor of Finance at the Sloan School of Management, Massachusetts Institute of Technology. A. Craig MacKinlay is Joseph P. Wargrove Professor of Finance at the Wharton School, University of Pennsylvania.

Additional information

Weight	992 g
Dimensions	17.15 × 3.81 × 25.4 cm
Language	English
Writher & Author	Andrew W. Lo, Craig MacKinlay, John Y. Campbell
Book Condition	New
Book Format	Paperback