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~isPartOf:"Journal of political economy"
~isPartOf:"Macroeconomic dynamics"
~person:"Lo, Andrew W."
~subject:"Market microstructure"
~subject:"Theory"
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Lo, Andrew W.
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Journal of political economy
Macroeconomic dynamics
Working paper / National Bureau of Economic Research, Inc.
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The journal of finance : the journal of the American Finance Association
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Proceedings of the Conference Risks Involving Derivatives and Other New Financial Instruments
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Rodney L. White Center for Financial Research
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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
Saved in:
2
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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