A Non-Random Walk Down Wall Street

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2007-2-22 22:43:00 上传

A Non-Random Walk Down Wall Street

COPYRIGHT NOTICE: Published by Princeton University Press and copyrighted, © 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 Class Use and other Permissions. For more information, send e-mail to permissions@pupress.princeton.edu

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

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关键词：wall street random walk Street random Down Wall Street walk Down

Great stuff. Thanks.

thanks, you are kind person.

谢谢

好大一本书，楼主辛苦！

谢谢！！！[em01]

ths

Thank you for sharing

很感谢，不过原版书看得一个头两个大了

Nice,thanks