John Y. Campbell
Andrew W. Lo
A. Craig MacKinlay
1 Introduction
2 The Predictability of Asset Returns
3 Market Microstructure
4 Event-Study Analysis
5 The Capital Asset Pricing Model
6 Multifactor Pricing Models
7 Present-Value Relations
8 Intertemporal Equilibrium Models
9 Derivative Pricing Models
10 Fixed-Income Securities
1 1 TermStructure Models
12 Nonlinearities in Financial Data
Appendix
1