Includes bibliographies, index and tables
The seeds of this book were planted over fifteen years ago, at the very start of our professional careers. While studying financial economics, and as we began to teach it, we discovered several excellent textbooks for finan- cial theory-Duffie (l992), Huang and Iitzenberger (l988), and Ingersoll (1987), for example-but no equivalent textbook for empirical methods. During the same period, we par…