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A. Craig MacKinlay
Researcher at Princeton University
Publications - 1
Citations - 7169
A. Craig MacKinlay is an academic researcher from Princeton University. The author has contributed to research in topics: Market data & Capital market. The author has an hindex of 1, co-authored 1 publications receiving 7009 citations.
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The econometrics of financial markets
TL;DR: In this paper, Campbell, Lo, and MacKinlay present an attempt by three well-known and well-respected scholars to fill an acknowledged void in the empirical finance literature, a text covering the burgeoning field of empirical finance.