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~person:"Lo, Andrew W."
~subject:"China"
~subject:"Theory"
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Lo, Andrew W.
Heckman, James J.
69
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65
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58
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54
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50
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32
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The industrial organization and regulation of the securities industry
Lo, Andrew W.
(
ed.
)
-
1996
Persistent link: https://www.econbiz.de/10000937532
Saved in:
2
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
-
1999
Persistent link: https://www.econbiz.de/10001408440
Saved in:
3
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
Saved in:
4
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
Saved in:
5
An ordered probit analysis of transaction stock prices
Hausman, Jerry A.
- In:
Journal of financial economics
31
(
1992
)
3
,
pp. 319-379
Persistent link: https://www.econbiz.de/10001131965
Saved in:
6
Stock market prices do not follow random walks : evidence from a simple specification test
Lo, Andrew W.
- In:
The review of financial studies
1
(
1988
)
1
,
pp. 41-66
Persistent link: https://www.econbiz.de/10001100400
Saved in:
7
When are contrarian profits due to stock market overreaction?
Lo, Andrew W.
- In:
The review of financial studies
3
(
1990
)
2
,
pp. 175-205
Persistent link: https://www.econbiz.de/10001105905
Saved in:
8
Long-term memory in stock market prices
Lo, Andrew W.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
5
,
pp. 1279-1313
Persistent link: https://www.econbiz.de/10001113285
Saved in:
9
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
10
Biological economics
Lo, Andrew W.
(
ed.
);
Zhang, Ruixun
(
ed.
)
-
2018
Persistent link: https://www.econbiz.de/10011814263
Saved in:
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