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Maximizing predictability in the stock and bond markets
Lo, Andrew W. - 1995
Persistent link: https://www.econbiz.de/10000909184
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An ordered probit analysis of transaction stock prices
Hausman, Jerry A.; Lo, Andrew W.; MacKinlay, Archie Craig - 1991
Persistent link: https://www.econbiz.de/10000825535
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - 1997
Persistent link: https://www.econbiz.de/10000645107
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - 1999
Persistent link: https://www.econbiz.de/10001408440
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Maximizing predictability in the stock and bond markets
Lo, Andrew W. - In: Macroeconomic dynamics 1 (1997) 1, pp. 102-134
Persistent link: https://www.econbiz.de/10001337437
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Fat tails, long memory, and the stock market since the 1960's
Lo, Andrew W. - In: Economic notes : economic review of Banca Monte dei … 26 (1997) 2, pp. 213-246
Persistent link: https://www.econbiz.de/10001337764
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Asset prices and trading volume under fixed transactions costs
Lo, Andrew W.; Mamaysky, Harry; Wang, Jiang - 2001
Persistent link: https://www.econbiz.de/10001585169
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A non-random walk down Wall Street
Lo, Andrew W.; MacKinlay, Archie Craig - 2002
Persistent link: https://www.econbiz.de/10001611544
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Asset prices and trading volume under fixed transactions costs
Lo, Andrew W.; Mamaysky, Harry; Wang, Jiang - In: Journal of political economy 112 (2004) 5, pp. 1054-1090
Persistent link: https://www.econbiz.de/10002361129
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - In: Journal of financial economics 65 (2002) 1, pp. 31-71
Persistent link: https://www.econbiz.de/10001690102