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Disambiguation of "MacKinlay, A. Craig"

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On multivariate tests of the CAPM

. Journal of Financial Economics, 18 (2): 341--371 (June 1987)

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George C Craig

Helmut Craigher

Eve Christiana Craigie

Jürgen Craig-Müller

Stephen-John Craig

 

Other publications of authors with the same name

Multifactor models do not explain deviations from the CAPM. Journal of Financial Economics, 38 (1): 3--28 (May 1995)The size and power of the variance ratio test in finite samples : A Monte Carlo investigation, and . Journal of Econometrics, 40 (2): 203--238 (February 1989)Multifactor models do not explain deviations from the CAPM. NBER working paper series National Bureau of Economic Research, Cambridge, Mass., (1994)Maximizing predictability in the stock and bond markets, and . NBER working paper series Nat. Bureau of Economic Research, Cambridge, Mass., (1995)An ordered probit analysis of transaction stock prices, , and . Journal of Financial Economics, 31 (3): 319--379 (June 1992)Econometric models of limit-order executions, , and . Journal of Financial Economics, 65 (1): 31--71 (July 2002)Event Studies in Economics and Finance. Journal of Economic Literature, 35 (1): pp. 13-39 (March 1997)The econometrics of financial markets, , and . Princeton Univ. Press, Princeton, NJ, 2. print. with corrections edition, (1997)On multivariate tests of the CAPM. Journal of Financial Economics, 18 (2): 341--371 (June 1987)An econometric analysis of nonsynchronous trading, and . Journal of Econometrics, 45 (1-2): 181--211 (00 1990)