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Trading volume : definitions, data analysis, and implications of portfolio theory
Lo, Andrew W.; Wang, Jiang - 2000
Persistent link: https://www.econbiz.de/10001468727
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What would be their effects on financial markets and institutions?
Lo, Andrew W.; Heaton, John - 1993
Persistent link: https://www.econbiz.de/10000996822
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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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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
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Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.; Wang, Jiang - 2001
Persistent link: https://www.econbiz.de/10001627285
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Trading volume : definitions, data analysis, and implications of portfolio theory
Lo, Andrew W.; Wang, Jiang - In: The review of financial studies 13 (2000) 2, pp. 257-300
Persistent link: https://www.econbiz.de/10001485494
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Stock market trading volume
Lo, Andrew W.; Wang, Jiang - 2010
Persistent link: https://www.econbiz.de/10003900815
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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
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Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.; Wang, Jiang - In: The journal of finance : the journal of the American … 61 (2006) 6, pp. 2805-2840
Persistent link: https://www.econbiz.de/10003398504