BOOKS AND MONOGRAPHS
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Hedge Funds: An Analytic Perspective, 2008.
Princeton, NJ: Princeton University Press.
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The Econometrics of Financial Markets, with John Y. Campbell and A. Craig MacKinlay, 1997.
Princeton, NJ: Princeton University Press.
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A Non-Random Walk Down Wall Street, with A. Craig MacKinlay, 1999.
Princeton, NJ: Princeton University Press.
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International Library of Financial Econometrics, Volume I, 2007.
Cheltenham, UK: Edward Elgar Publishing Ltd.
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International Library of Financial Econometrics, Volume II, 2007.
Cheltenham, UK: Edward Elgar Publishing Ltd.
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International Library of Financial Econometrics, Volume III, 2007.
Cheltenham, UK: Edward Elgar Publishing Ltd.
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International Library of Financial Econometrics, Volume IV, 2007.
Cheltenham, UK: Edward Elgar Publishing Ltd.
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International Library of Financial Econometrics, Volume V, 2007.
Cheltenham, UK: Edward Elgar Publishing
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The Evolution of Technical Analysis, with J. Hasanhodzic, 2010.
Hoboken, NJ: John Wiley & Sons, Inc.
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The Heretics of Finance, with J. Hasanhodzic, 2009.
New York, NY: Bloomberg Press
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Market Efficiency: Stock Market Behaviour In Theory and Practice, Volume I 1997.
Cheltenham, UK: Edward Elgar Publishing Ltd.
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Market Efficiency: Stock Market Behaviour In Theory and Practice, Volume II 1997.
Cheltenham, UK: Edward Elgar Publishing Ltd.
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The Industrial Organization and Regulation of the Securities Industry, 1995.
Chicago: University of Chicago Press.
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