TY  - BOOK
AU  - Campbell,John Y.
AU  - MacKinlay,Archie Craig
AU  - Lo,Andrew W.
TI  - The econometrics of financial markets
SN  - 9780691043012
AV  - HG4523 .C27 1997
U1  - 332.0415 
PY  - 1997///
CY  - Princeton, N.J.
PB  - Princeton University Press
KW  - Capital market
KW  - Finance
N1  - Includes bibliographical references (p. 541-585) and indexes
N2  - 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.
UR  - http://www.loc.gov/catdir/description/prin021/96027868.html
UR  - http://www.loc.gov/catdir/toc/prin031/96027868.html
ER  -