Abstract

Journal Article The Econometrics of Financial Markets Get access The Econometrics of Financial Markets. John Y. Campbell, Andrew W. Lo, and A. Craig MacKinlay. Princeton, N.J.: Princeton University Press, 1997. xviii + 611 pp., $49.50. ISBN 0-691-04301-9. Maurizio Tiso Maurizio Tiso University of Minnesota Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 11, Issue 1, January 1998, Pages 233–238, https://doi.org/10.1093/rfs/11.1.233 Published: 03 June 2015

Keywords

Financial econometricsFinancial marketEconomicsFinancial economicsFinanceIndirect finance

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Publication Info

Year
1998
Type
article
Volume
11
Issue
1
Pages
233-238
Citations
59
Access
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Maurizio Tiso (1998). The Econometrics of Financial Markets. Review of Financial Studies , 11 (1) , 233-238. https://doi.org/10.1093/rfs/11.1.233

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DOI
10.1093/rfs/11.1.233