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分享 A Non-Random Walk Down Wall Street: accumulation 2015-3-28 09:58; Frontmatter Contents List of Figures List of Tables Preface 1. Introduction Part I 2. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 3. The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation 4. An Econometric Analysis of Nonsynchronous Trading 5. When Are Contrarian Profits Due to Stock Market Overreaction? 6. Long-Term Memory in Stock Market Prices Part II 7. Multifactor Models Do Not Explain Deviations from the CAPM 8. Data-Snooping Biases in Tests of Financial Asset Pricing Models 9. Maximizing Predictability in the Stock and Bond Markets Part III 10. An Ordered Probit Analysis of Transaction Stock Prices 11. Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices 12. Order Imbalances and Stock Price Movements on October 19 and 20, 1987 References Index; 个人分类: 金融工程|0 个评论

分享 where is my memory?: daisy_sunflower 2012-6-2 18:54; still haven't finish my dissertation! The more I 've read, The less courage I have to write. Too many things I need to learn, theories, models, data, software, when come to details, everythings need times to dig and reasearch,I even lost my memories in those stuffs! and I can not focus on, where was my time , what i am doing when I am young, seems like just dreaming everday ! how I wish Ican own anintellegnece robust like Doraemon, or I could be Dorothy in the wonderful Wizard of Oz . Once I have a good friend can ask and help me, but I know I have to solve it even without help, hope to meet someone onthe road ! Back to the reality !!!!! No pains, no gains, Cheers up!!!; 0 个评论