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Empirical Finance/Asset Pricing
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Empirical Dynamic Asset Pricing: Model Specification and Econometric AssessmentEmpirical Dynamic Asset Pricing: Model Specification and Econometric Assessment by Kenneth J. Singleton
Buy new: $67.97 / Used from: $49.00
Asset Pricing: (Revised)Asset Pricing: (Revised) by John H. Cochrane
Buy new: $74.63 / Used from: $48.92
The Econometrics of Financial MarketsThe Econometrics of Financial Markets by John Y. Campbell
Buy new: $78.75 / Used from: $50.00
Introductory Econometrics for FinanceIntroductory Econometrics for Finance by Chris Brooks
Buy used from: $15.01
very intro level; talk about EVIEW and WinRATS; more applied though
Econometric Analysis (5th Edition)Econometric Analysis (5th Edition) by William H. Greene
Buy used from: $99.95
hard to read; the classic in econometrics anyway