Handbook of Financial Econometrics Volume I and II

Advisory Editors
Kenneth J.Arrow, Stanford University;
George C. Constantinides, University of Chicago;
B. Espen Eckbo, Dartmouth College;
Harry M. Markowitz, University of California, San Diego;
Robert C. Merton, Harvard University;
Stewart C. Myers, Massachusetts Institute of Technology;
Paul A. Samuelson, Massachusetts Institute of Technology;
William F. Sharpe, Stanford University.


The Handbooks in Finance are intended to be a definitive source for comprehensive and
accessible information. Each volume in the series presents an accurate, self-contained
survey of a subfield of finance, suitable for use by finance and economics professors and
lecturers, professional researchers, and graduate students and as a teaching supplement.
The goal is to have a broad group of outstanding volumes in various areas of finance.