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Lo, Andrew W.
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Khandani, Amir E.
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Journal of financial economics
NBER working paper series
45
NBER Working Paper
41
Working paper / National Bureau of Economic Research, Inc.
38
NBER Working Papers
27
Journal of investment management : JOIM
20
The journal of finance : the journal of the American Finance Association
18
Working paper / National Bureau of Economic Research, Inc
18
Rodney L. White Center for Financial Research Working Papers
16
MIT Sloan Research Paper
13
SAFE working paper
11
Journal of Financial Economics
9
The review of financial studies
9
Annual review of financial economics
8
Working papers / Sloan School of Management, Massachusetts Institute of Technology (MIT)
8
Financial analysts' journal : FAJ
7
Sloan working papers
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The journal of portfolio management : a publication of Institutional Investor
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Discussion paper / LSE Financial Markets Group
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Journal of econometrics
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The quarterly journal of finance
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An Elgar Reference Collection
5
Journal of financial markets
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¬The international library of financial econometrics
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Journal of Finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The international library of critical writings in economics
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Annual Review of Financial Economics
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1
An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila
;
Lo, Andrew W.
;
Makarov, Igor
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 529-609
Persistent link: https://www.econbiz.de/10002439293
Saved in:
2
Econometric measures of connectedness and systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
104
(
2012
)
3
,
pp. 535-559
Persistent link: https://www.econbiz.de/10009622463
Saved in:
3
An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila
;
Lo, Andrew W.
;
Makarov, Igor
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 529-610
Persistent link: https://www.econbiz.de/10006502560
Saved in:
4
Convertible bond arbitrage, liquidity externalities, and stock prices
Choi, Darvin
;
Getmansky, Mila
;
Tookes, Heather
- In:
Journal of financial economics
91
(
2009
)
2
,
pp. 227-251
Persistent link: https://www.econbiz.de/10003817483
Saved in:
5
Portfolio similarity and asset liquidation in the insurance industry
Girardi, Giulio
;
Hanley, Kathleen Weiss
;
Nikolova, …
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 69-96
Persistent link: https://www.econbiz.de/10012650658
Saved in:
6
Trading and arbitrage in cryptocurrency markets
Makarov, Igor
;
Schoar, Antoinette
- In:
Journal of financial economics
135
(
2020
)
2
,
pp. 293-319
Persistent link: https://www.econbiz.de/10012543080
Saved in:
7
Semi-parametric upper bounds for option prices and expected payoffs
Lo, Andrew W.
- In:
Journal of financial economics
2
(
1987
),
pp. 373-387
Persistent link: https://www.econbiz.de/10001036354
Saved in:
8
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
Saved in:
9
Systemic risk and the refinancing ratchet effect
Khandani, Amir E.
;
Lo, Andrew W.
;
Merton, Robert C.
- In:
Journal of financial economics
108
(
2013
)
1
,
pp. 29-45
Persistent link: https://www.econbiz.de/10009746574
Saved in:
10
Can hedge funds time market liquidity?
Cao, Charles Q.
;
Chen, Yong
;
Liang, Bing
;
Lo, Andrew W.
- In:
Journal of financial economics
109
(
2013
)
2
,
pp. 493-516
Persistent link: https://www.econbiz.de/10009784174
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