Author

Contributions

  • MacKinlay, Archie Craig, 1955- - Contributor

Publication

1999 - Princeton University Press, Princeton, N.J, New Jersey

Language

English

Word Count

106,000 words, Guess

Page Count

424 pages

Identifiers

and 3 more
  • Library of Congress Control Number98031390
  • LibraryThing293978
  • Goodreads2308036

Classifications

  • DDC332.63/222
  • LCCHG4915 .L6 1999

Description

For over half a century financial experts have regarded the movements of markets as a random walk - unpredictable meanderings akin to a drunkard's unsteady gait - and this hypothesis has become a cornerstone of modern financial economics and many investment strategies. Here Andrew W. Lo and A. Craig MacKinlay put the Random Walk Hypothesis to the test. In this volume, which elegantly integrates their most important articles, Lo and MacKinlay find that markets are not completely random after all, and that predictable components do exist in recent stock and bond returns. Their book provides a state-of-the-art account of the techniques for detecting predictabilities and evaluating their statistical and economic significance, and offers a tantalizing glimpse into the financial technologies of the future.

Subjects

Other Editions

  • A non-random walk down Wall StreetPrinceton University Press1999-01-01

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