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Craig Mackinlay

A. Craig MacKinlay, PhD

Joseph P. Wargrove Professor of Finance, The Wharton School

Research Interests:Asset pricing models, behavior of futures prices, econometric modeling, stock market behavior

About A. Craig

A former member of the Board of Directors of the American Finance Association and the NASD Economic Advisory Board, Craig has research interests that include empirical implementation and validation of asset pricing models, measuring investment performance, pricing of futures contracts, microstructure of financial markets, assessment of credit risk, and statistical methods in finance. In addition to teaching, he is also a Research Associate of the National Bureau of Economic Research. Craig is the co-author of two books, the Econometrics of Financial Markets and A Non-Random Walk Down Wall Street.

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