Narrow search
Showing 1 - 10 of 463
Cover Image
Stock market prices do not follow random walks : evidence from a simple specification test
Lo, Andrew W.; MacKinlay, Archie Craig - 1987
Persistent link: https://www.econbiz.de/10000715637
Cover Image
An econometric analysis of nonsynchronous-trading
Lo, Andrew W.; MacKinlay, Archie Craig - 1989
Persistent link: https://www.econbiz.de/10000765761
Cover Image
When are contrarian profits due to stock market overreaction?
Lo, Andrew W.; MacKinlay, Archie Craig - 1989
Persistent link: https://www.econbiz.de/10000766816
Cover Image
Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.; MacKinlay, Archie Craig - 1989
Persistent link: https://www.econbiz.de/10000770623
Cover Image
Maximizing predictability in the stock and bond markets
Lo, Andrew W. - 1995
Persistent link: https://www.econbiz.de/10000909184
Cover Image
An econometric analysis of nonsynchronous trading
Lo, Andrew W. - In: Journal of econometrics 45 (1990) 1, pp. 181-211
Persistent link: https://www.econbiz.de/10001332075
Cover Image
An ordered probit analysis of transaction stock prices
Hausman, Jerry A. - In: Journal of financial economics 31 (1992) 3, pp. 319-379
Persistent link: https://www.econbiz.de/10001131965
Cover Image
Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W. - In: The review of financial studies 3 (1990) 3, pp. 431-467
Persistent link: https://www.econbiz.de/10001105895
Cover Image
When are contrarian profits due to stock market overreaction?
Lo, Andrew W. - In: The review of financial studies 3 (1990) 2, pp. 175-205
Persistent link: https://www.econbiz.de/10001105905
Cover Image
A non-random walk down Wall Street
Lo, Andrew W.; MacKinlay, Archie Craig - 2002
Persistent link: https://www.econbiz.de/10001611544