2012
The Econometrics of Financial Markets
John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay
Princeton University Press eBooks OA
6.1k
cites
Researcher
John Y. Campbell is a Finance scholar at National Bureau of Economic Research. Research spans Credit Risk and Financial Regulations, Financial Markets and Investment Strategies. 667 works, 82k citations (h-index 102).
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Affiliation on publications · National Bureau of Economic Research
John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay
Princeton University Press eBooks OA
John Y. Campbell, John H. Cochrane
Journal of Political Economy OATop-listed
John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay
Princeton University Press eBooks