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~language:"eng"
~person:"Lo, Andrew W."
~subject:"Portfolio selection"
~subject:"Share price"
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Lo, Andrew W.
Gupta, Rangan
48
Stulz, René M.
48
Fabozzi, Frank J.
45
Caporale, Guglielmo Maria
36
Madura, Jeff
33
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30
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27
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27
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25
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24
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23
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22
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21
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21
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20
Schwert, George William
20
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19
Shleifer, Andrei
19
Ang, Andrew
18
Goetzmann, William N.
18
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18
Stein, Jeremy C.
18
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18
Veronesi, Pietro
18
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17
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17
Massa, Massimo
17
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17
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17
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17
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16
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16
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16
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16
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16
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16
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ECONIS (ZBW)
18
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1
What happened to the quants in August 2007? : evidence from factors and transactions data
Khandani, Amir E.
;
Lo, Andrew W.
-
2008
Persistent link: https://www.econbiz.de/10003778778
Saved in:
2
Stock market trading volume
Lo, Andrew W.
;
Wang, Jiang
-
2010
Persistent link: https://www.econbiz.de/10003900815
Saved in:
3
Asset prices and trading volume under fixed transactions costs
Lo, Andrew W.
;
Mamaysky, Harry
;
Wang, Jiang
- In:
Journal of political economy
112
(
2004
)
5
,
pp. 1054-1090
Persistent link: https://www.econbiz.de/10002361129
Saved in:
4
Stock market prices do not follow random walks : evidence from a simple specification test
Lo, Andrew W.
- In:
The review of financial studies
1
(
1988
)
1
,
pp. 41-66
Persistent link: https://www.econbiz.de/10001100400
Saved in:
5
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:
6
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
Saved in:
7
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:
8
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:
9
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:
10
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
Saved in:
1
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