<P></P>

<P><FONT size=-2>COPYRIGHT NOTICE: Published by Princeton University Press and copyrighted, &copy; 1999, by Princeton University Press. All rights reserved. No part of this book may be reproduced in any form by any electronic or mechanical means (including photocopying, recording, or information storage and retrieval) without permission in writing from the publisher, except for reading and browsing via the World Wide Web. Users are not permitted to mount this file on any network servers. Follow links for <a href="http://press.princeton.edu/class_use/" target="_blank" >Class Use</A> and other <a href="http://press.princeton.edu/permissions/" target="_blank" >Permissions</A>. For more information, send e-mail to <a href="mailto:permissions@pupress.princeton.edu" target="_blank" >permissions@pupress.princeton.edu</A></FONT>
<P>
<H3><a href="http://press.princeton.edu/books/lo/front.pdf" target="_blank" >Frontmatter</A><BR><a href="http://press.princeton.edu/books/lo/contents.pdf" target="_blank" >Contents</A><BR><a href="http://press.princeton.edu/books/lo/figures.pdf" target="_blank" >List of Figures</A><BR><a href="http://press.princeton.edu/books/lo/tables.pdf" target="_blank" >List of Tables</A><BR><a href="http://press.princeton.edu/books/lo/pref.pdf" target="_blank" >Preface</A><BR><a href="http://press.princeton.edu/books/lo/intro.pdf" target="_blank" >1. Introduction</A><BR><a href="http://press.princeton.edu/books/lo/part1.pdf" target="_blank" >Part I</A><BR><a href="http://press.princeton.edu/books/lo/chapt2.pdf" target="_blank" >2. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test</A><BR><a href="http://press.princeton.edu/books/lo/chapt3.pdf" target="_blank" >3. The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation</A><BR><a href="http://press.princeton.edu/books/lo/chapt4.pdf" target="_blank" >4. An Econometric Analysis of Nonsynchronous Trading</A><BR><a href="http://press.princeton.edu/books/lo/chapt5.pdf" target="_blank" >5. When Are Contrarian Profits Due to Stock Market Overreaction?</A><BR><a href="http://press.princeton.edu/books/lo/chapt6.pdf" target="_blank" >6. Long-Term Memory in Stock Market Prices</A><BR><a href="http://press.princeton.edu/books/lo/part2.pdf" target="_blank" >Part II</A><BR><a href="http://press.princeton.edu/books/lo/chapt7.pdf" target="_blank" >7. Multifactor Models Do Not Explain Deviations from the CAPM</A><BR><a href="http://press.princeton.edu/books/lo/chapt8.pdf" target="_blank" >8. Data-Snooping Biases in Tests of Financial Asset Pricing Models</A><BR><a href="http://press.princeton.edu/books/lo/chapt9.pdf" target="_blank" >9. Maximizing Predictability in the Stock and Bond Markets</A><BR><a href="http://press.princeton.edu/books/lo/part3.pdf" target="_blank" >Part III</A><BR><a href="http://press.princeton.edu/books/lo/chapt10.pdf" target="_blank" >10. An Ordered Probit Analysis of Transaction Stock Prices</A><BR><a href="http://press.princeton.edu/books/lo/chapt11.pdf" target="_blank" >11. Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices</A><BR><a href="http://press.princeton.edu/books/lo/chapt12.pdf" target="_blank" >12. Order Imbalances and Stock Price Movements on October 19 and 20, 1987</A><BR><a href="http://press.princeton.edu/books/lo/ref.pdf" target="_blank" >References</A><BR><a href="http://press.princeton.edu/books/lo/index.pdf" target="_blank" >Index</A><BR></H3>