链接-A Non-Random Walk down Wall Street

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http://press.princeton.edu/books/lo/

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罗文全是MIT金融工程实验室主任，金融市场计量学作者之一。

A Non-Random Walk Down Wall Street Andrew W. Lo & A. Craig MacKinlay Paper | 2001 | $45.00 / ￡26.95 448 pp. | 6 x 9 | 64 tables 2 line illus. Book Description | Reviews | Table of Contents Introduction | To Order [size=-2]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

Full text online (PDF format): 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 Return to Book Description File created: 4/21/2008

Questions and comments to: webmaster@press.princeton.edu Princeton University Press

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

大家可以参看这个贴 的相关主题，竟然有人在卖20大洋，而且是分开卖，无奸不商，BS

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呵呵，看过波顿.麦基尔的漫步华尔街