Robert F Engle: 1 book

Book cover of Empirical Asset Pricing

Empirical Asset Pricing

The Cross Section of Stock Returns

by Turan G. Bali, Robert F. Engle, Scott Murray
Language: English
Release Date: March 9, 2016

“Bali, Engle, and Murray have produced a highly accessible introduction to the techniques and evidence of modern empirical asset pricing. This book should be read and absorbed by every serious student of the field, academic and professional.” Eugene Fama, Robert R. McCormick Distinguished...
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