Zobrazeno 1 - 10
of 38
pro vyhledávání: '"MACKINLAY, A. CRAIG"'
Autor:
MacKinlay, A. Craig1, Richardson, Matthew P.1
Publikováno v:
Journal of Finance (Wiley-Blackwell). Jun91, Vol. 46 Issue 2, p511-527. 17p.
Publikováno v:
Journal of Finance (Wiley-Blackwell). Sep89, Vol. 44 Issue 4, p827-848. 22p.
Autor:
MacKinlay, A. Craig
Publikováno v:
Journal of Economic Literature. Mar97, Vol. 35 Issue 1, p13-39. 27p. 1 Diagram, 2 Charts, 5 Graphs.
Publikováno v:
Journal of Finance (Wiley-Blackwell); Aug1998, Vol. 53 Issue 4, p1389-1413, 25p, 7 Charts, 1 Graph
Autor:
MacKinlay, A. Craig, Pástor, L
Publikováno v:
Review of Financial Studies. Winter2000, Vol. 13 Issue 4.
Publikováno v:
Princeton (New Jersey)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1857::b3699bb77a761de4909e4ecc31f85172
https://plus.si.cobiss.net/opac7/bib/4774940?lang=sl
https://plus.si.cobiss.net/opac7/bib/4774940?lang=sl
Autor:
Lo, Andrew W, MacKinlay, A Craig
Publikováno v:
Review of Financial Studies. 3(3):431-67
Tests of financial asset pricing models may yield misleading inferences when properties of the data are used to construct the test statistics. In particular, such tests are often based on returns to portfolios of common stock, where portfolios are co
Autor:
Lo, Andrew W, MacKinlay, A Craig
Publikováno v:
Review of Financial Studies. 3(2):175-205
If returns on some stocks systematically lead or lag those of others, a portfolio strategy that sells "winners" and buys "losers" can produce positive expected returns, even if no stock's returns are negatively autocorrelated as virtually all models
"First draft: July 1991; Current draft: August 1992."--2nd prelim. p.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::df0a78bfb106e57d50c0db2f9a54070f
http://hdl.handle.net/1721.1/2426
http://hdl.handle.net/1721.1/2426
Publikováno v:
Journal of Financial Economics. Jul2002, Vol. 65 Issue 1, p31-71. 41p. 9 Charts, 30 Graphs.