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~language:"kaz"
~person:"Lo, Andrew W."
~subject:"CAPM"
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Lo, Andrew W.
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47
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40
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38
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37
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ECONIS (ZBW)
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1
Trading volume
Lo, Andrew W.
;
Wang, Jiang
-
2003
Persistent link: https://www.econbiz.de/10002011568
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
Saved in:
3
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
Saved in:
4
Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
-
2001
Persistent link: https://www.econbiz.de/10001627285
Saved in:
5
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
Saved in:
6
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:
7
A nonparametric approach to pricing and hedging derivative securities via learning networks
Hutchinson, James M.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
3
,
pp. 851-889
Persistent link: https://www.econbiz.de/10001172388
Saved in:
8
Implementing option pricing models when asset returns are predictable
Lo, Andrew W.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
1
,
pp. 87-129
Persistent link: https://www.econbiz.de/10001178316
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
Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.
- In:
The review of financial studies
3
(
1990
)
3
,
pp. 431-467
Persistent link: https://www.econbiz.de/10001105895
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