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Long-term memory in stock market prices
Lo, Andrew W. - 1989
Persistent link: https://www.econbiz.de/10000767657
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Statistical tests of contingent claims asset pricing models : a new methodology
Lo, Andrew W. - In: Journal of financial economics 17 (1986) 1, pp. 143-173
Persistent link: https://www.econbiz.de/10001015108
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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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Stock market prices do not follow random walks : evidence from a simple specification test
Lo, Andrew W.; MacKinlay, Archie Craig - 1987
Persistent link: https://www.econbiz.de/10000715637
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When are contrarian profits due to stock market overreaction?
Lo, Andrew W.; MacKinlay, Archie Craig - 1989
Persistent link: https://www.econbiz.de/10000766816
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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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Market efficiency : stock market behaviour in theory and practice
Lo, Andrew W. (contributor) - 1997
Persistent link: https://www.econbiz.de/10000971430
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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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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
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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