BOOKS AND MONOGRAPHS


Hedge Funds: An Analytic Perspective, 2008.

Princeton, NJ: Princeton University Press.

The Econometrics of Financial Markets, with John Y. Campbell and A. Craig MacKinlay, 1997.

Princeton, NJ: Princeton University Press.

A Non-Random Walk Down Wall Street, with A. Craig MacKinlay, 1999.

Princeton, NJ: Princeton University Press.

International Library of Financial Econometrics, Volume I, 2007.

Cheltenham, UK: Edward Elgar Publishing Ltd.

 


International Library of Financial Econometrics, Volume II, 2007.

Cheltenham, UK: Edward Elgar Publishing Ltd.

International Library of Financial Econometrics, Volume III, 2007.

Cheltenham, UK: Edward Elgar Publishing Ltd.

International Library of Financial Econometrics, Volume IV, 2007.

Cheltenham, UK: Edward Elgar Publishing Ltd.

International Library of Financial Econometrics, Volume V, 2007.

Cheltenham, UK: Edward Elgar Publishing

       

The Evolution of Technical Analysis, with J. Hasanhodzic, 2010.

Hoboken, NJ: John Wiley & Sons, Inc.

The Heretics of Finance, with J. Hasanhodzic, 2009.

New York, NY: Bloomberg Press

Market Efficiency: Stock Market Behaviour In Theory and Practice, Volume I  1997.

Cheltenham, UK: Edward Elgar Publishing Ltd.

Market Efficiency: Stock Market Behaviour In Theory and Practice, Volume II 1997.

Cheltenham, UK: Edward Elgar Publishing Ltd.  

 


The Industrial Organization and Regulation of the Securities Industry, 1995.

Chicago: University of Chicago Press.