Mackinlay a w (58 resultados)

Condición: very_good. Fast Free Shipping â" Very Good condition book with a firm cover and clean pages. Shows normal use and some light wear or limited notes markings. A solid, nice copy to enjoy.

Condición: Very Good. . . All orders guaranteed and ship within 24 hours. Before placing your order for please contact us for confirmation on the book's binding. Check out our other listings to add to your order for discounted shipping.

Condición: very_good.

Hardcover. Condición: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority.

Condición: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc.

Condición: good. This book is in good condition, with minimal signs of wear and tear.

Condición: Very Good. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Hardcover. Condición: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority.

Condición: good. Book shows general signs of use and handling. May have light wear on the cover or edges and minimal writing or highlighting. Binding remains tight, and pages are clean and readable.

Condición: Very Good. paperback. 424 pages. Very good or better, a nice, clean copy with a bit of corner wear.

Condición: very_good. This book is in Very good condition. There may be a few flaws like shelf wear and some light wear.

Mass Market Paperback. Condición: Very Good+. First Edition. ----------vintage paperback. A 246-page first edition paperback original anthology of western stories. Very small split to spine bottom, corner crease, laminate intact, a VG+ copy. Cliff Young (front cover). Additional Writers: Charles M. Russell, Bennett Foster, Bret Harte, James Warner Bellah (ilustrador). …

hardcover. Condición: Very Good. Connecting readers with great books since 1972! Used books may not include companion materials, and may have some shelf wear or limited writing. We ship orders daily and Customer Service is our top priority.

Condición: New. second printing, with corrections (1997); 611 pp., Hardcover, new in a fine dust jacket. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.…

Couverture rigide. Condición: Moyen. Nova Scotia School Series, 252 p. Reliure défraîchie et en partie détachée. Annotations sur les pages de garde. Noms d'anciens propriétaires. code 1821.

Cloth. Condición: Fine. Estado de la sobrecubierta: Fine. First Edition. First printing.

Condición: Good. : Este libro, escrito por Andrew W. Lo y A. Craig MacKinlay, desafía la hipótesis del paseo aleatorio, un pilar fundamental de la economía financiera moderna que sugiere que los movimientos del mercado son impredecibles. A través de un análisis riguroso, los autores demuestran que los mercados financieros no son completamente aleatorios y que existen componentes predecibles en los rendimientos de acciones y bonos.La obra integra investigaciones clave sobre la predictibilidad de los precios de las acciones, desde el rechazo de los paseos aleatorios en retornos a corto plazo hasta el análisis de la memoria a largo plazo. Es una lectura esencial para académicos y profesionales de la inversión que buscan comprender las tecnologías financieras y mejorar sus estrategias de gestión a largo plazo mediante un enfoque disciplinado. EAN: 9780691057743 Tipo: Libros Categoría: Negocios y Economía Título: A Non-Random Walk Down Wall Street Autor: Andrew W. Lo| A. Craig MacKinlay Editorial: Princeton University Press Idioma: en Páginas: 448 Formato: tapa dura.…

PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.

20pp, Printed Card Cover, VGC.

Condición: good. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers.…

Condición: New.

Paperback. Condición: New. 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. The articles track the exciting course of Lo and MacKinlay's research on the predictability of stock prices from their early work on rejecting random walks in short-horizon returns to their analysis of long-term memory in stock market prices.A particular highlight is their now-famous inquiry into the pitfalls of "data-snooping biases" that have arisen from the widespread use of the same historical databases for discovering anomalies and developing seemingly profitable investment strategies. This book invites scholars to reconsider the Random Walk Hypothesis, and, by carefully documenting the presence of predictable components in the stock market, also directs investment professionals toward superior long-term investment returns through disciplined active investment management.…

Condición: As New. Unread book in perfect condition.

Condición: New.

Paperback. Condición: New. 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. The articles track the exciting course of Lo and MacKinlay's research on the predictability of stock prices from their early work on rejecting random walks in short-horizon returns to their analysis of long-term memory in stock market prices.A particular highlight is their now-famous inquiry into the pitfalls of "data-snooping biases" that have arisen from the widespread use of the same historical databases for discovering anomalies and developing seemingly profitable investment strategies. This book invites scholars to reconsider the Random Walk Hypothesis, and, by carefully documenting the presence of predictable components in the stock market, also directs investment professionals toward superior long-term investment returns through disciplined active investment management.…

Condición: New. pp. 450.

Condición: New. pp. 450 459:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on Creme w/Matte Lam.

Condición: good. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers.…

Paperback. Condición: New. Print on Demand. This book is a detailed analysis of how nonsynchronous trading affects the statistical properties of asset prices. The author develops a new model to quantify the effects of infrequent trading on the time series behavior of asset returns. Using this model, the author shows that nonsynchronous trading can induce spurious autocorrelation and cross-autocorrelation in observed returns. The author also derives a set of testable restrictions on the time series properties of coarser-sampled data and applies these restrictions to examine the empirical relevance of nonsynchronous trading for recent findings of predictability in asset returns. The author finds that nonsynchronous trading has little impact on the autocorrelation of individual short-horizon stock returns, but it can induce substantial autocorrelation in portfolio returns. These results have implications for the design of trading strategies and the interpretation of empirical tests of asset pricing models. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item. …

Paperback / softback. Condición: New. New copy - Usually dispatched within 4 working days.