A
Professor profile
A. Craig MacKinlay
University of Pennsylvania
· Business
asset pricing models
behavior of futures prices
econometric modeling
market microstructure
mutual fund performance
stock market behavior
About
Regular biography
A. Craig MacKinlay is a Professor of Finance and Academic Director of the Jacobs Levy Center at the University of Pennsylvania's Wharton School. His research interests include asset pricing models, behavior of futures prices, econometric modeling, market microstructure, mutual fund performance, and stock market behavior. He is affiliated with the Finance Department and holds the Joseph P. Wargrove Professor of Finance title. His work contributes to the understanding of financial markets through empirical and theoretical analysis.