-Bali, Engle, and Murray have produced a highly accessible introduction to the techniques and evidence of modern empirical asset pricing. This book should be read and absorbed by every serious student of the field, academic and professional.-
Eugene Fama, Robert R. McCormick Distinguished Service Professor of Finance, University of Chicago and 2013 Nobel Laureate in Economic Sciences
-The empirical analysis of the cross-section of stock returns is a monumental achievement of half a century of finance research. Both the established facts and the methods used to discover them have subtle complexities that can mislead casual observers and novice researchers. Bali, Engle, and Murray-s clear and careful guide to these issues provides a firm foundation for future discoveries.-
John Campbell, Morton L. and Carole S. Olshan Professor of Economics, Harvard University
-Bali, Engle, and Murray provide clear and accessible de
