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  <titleInfo>
    <title>The econometrics of financial markets</title>
  </titleInfo>
  <name type="personal">
    <namePart>Campbell, John Y.</namePart>
    <role>
      <roleTerm authority="marcrelator" type="text">creator</roleTerm>
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  </name>
  <name type="personal">
    <namePart>Lo, Andrew W.</namePart>
    <role>
      <roleTerm type="text">jt. au </roleTerm>
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  </name>
  <name type="personal">
    <namePart>Mackinlay, A. Craig</namePart>
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      <roleTerm type="text">jt. au </roleTerm>
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  <typeOfResource>text</typeOfResource>
  <genre authority="marc">bibliography</genre>
  <originInfo>
    <place>
      <placeTerm type="text">New Jersey</placeTerm>
    </place>
    <publisher>Princeton</publisher>
    <dateIssued>1997</dateIssued>
    <issuance>monographic</issuance>
  </originInfo>
  <language>
    <languageTerm authority="iso639-2b" type="code">eng</languageTerm>
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  <physicalDescription>
    <form authority="marcform">print</form>
    <extent>xviii, 611 p. :  ill. ;    24 cm. </extent>
  </physicalDescription>
  <note type="statement of responsibility">John Y. Campbell, Andrew W. Lo,  A. Craig Mackinlay. </note>
  <note>Includes bibliographical references and index</note>
  <subject>
    <topic>Fixed capital</topic>
  </subject>
  <subject>
    <topic>Capital market</topic>
    <topic>Econometric models</topic>
  </subject>
  <classification authority="ddc">332.0414 CAE</classification>
  <identifier type="isbn">9780691043012 (hbk)</identifier>
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