1. Introduction

2. The Predictability of Asset Returns

3. Market Microstructure

4. Event-Study Analysis

5. The Capital Asset Pricing Model

6. Multifactor Pricing Models

7. Present-Value Relations

8. Intertemporal Equilibrium Models

9. Derivative Pricing Models

10. Fixed-Income Securities

11. Term-Structure Models

12. Nonlinearities in financial Data