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~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working paper"
~person:"Lo, Andrew W."
~subject:"CAPM"
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Lo, Andrew W.
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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
Saved in:
2
Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1989
Persistent link: https://www.econbiz.de/10000770623
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3
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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4
Impossible frontiers
Brennan, Thomas J.
;
Lo, Andrew W.
-
2008
Persistent link: https://www.econbiz.de/10003791372
Saved in:
5
An econometric analysis of nonsynchronous trading
Lo, Andrew W.
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 181-211
Persistent link: https://www.econbiz.de/10001332075
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