//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Lo, Andrew W."
~subject:"United States"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Applying multiple attribute de...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
United States
Theorie
117
Theory
116
Portfolio selection
34
Portfolio-Management
34
USA
29
Börsenkurs
25
Share price
25
Estimation
24
Schätzung
24
CAPM
21
Capital income
17
Kapitaleinkommen
17
Handelsvolumen der Börse
12
Time series analysis
12
Trading volume
12
Transaction costs
12
Transaktionskosten
12
Zeitreihenanalyse
12
Financial market
10
Finanzmarkt
10
Hedging
10
Ökonometrie
10
Dynamic equilibrium
9
Dynamisches Gleichgewicht
9
Econometrics
9
Efficient market hypothesis
8
Effizienzmarkthypothese
8
Securities trading
8
Wertpapierhandel
8
Sampling
7
Stichprobenerhebung
7
Arzneimittel
6
Forecasting model
6
Market microstructure
6
Marktmikrostruktur
6
Pharmaceuticals
6
Probability theory
6
Prognoseverfahren
6
Statistical theory
6
more ...
less ...
Online availability
All
Free
7
Undetermined
3
Type of publication
All
Article
15
Book / Working Paper
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Graue Literatur
9
Non-commercial literature
9
Arbeitspapier
8
Working Paper
8
Lehrbuch
2
Textbook
2
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
29
Author
All
Lo, Andrew W.
Heckman, James J.
69
Acemoglu, Daron
54
Mankiw, Nicholas Gregory
54
Christiano, Lawrence J.
47
Fabozzi, Frank J.
47
Hall, Robert Ernest
45
Glaeser, Edward L.
44
Diebold, Francis X.
42
Greenwood, Jeremy
39
Mishkin, Frederic S.
38
Caporale, Guglielmo Maria
37
Eichenbaum, Martin S.
35
Stock, James H.
34
Basu, Susanto
33
Caballero, Ricardo J.
33
Cutler, David M.
33
Gil-Alaña, Luis A.
33
Reis, Ricardo
33
Artus, Patrick
31
McGrattan, Ellen R.
31
Auerbach, Alan J.
30
Kehoe, Patrick J.
30
Campbell, John Y.
29
Engle, Robert F.
28
Hubbard, R. Glenn
28
Jorgenson, Dale Weldeau
28
Watson, Mark W.
28
Akcigit, Ufuk
27
Audretsch, David B.
27
Pástor, Ľuboš
27
Stambaugh, Robert F.
27
Blinder, Alan S.
26
Krueger, Dirk
26
Rudebusch, Glenn D.
26
Timmermann, Allan
26
Attanasio, Orazio P.
25
Bekaert, Geert
25
Borjas, George J.
25
Hautsch, Nikolaus
25
more ...
less ...
Institution
All
National Bureau of Economic Research
1
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
7
Journal of financial economics
3
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
A National Bureau of Economic Research conference report
1
Advances in economics and econometrics ; Vol. 2
1
An Elgar research collection
1
Computation and estimation in finance and economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Journal of financial and quantitative analysis : JFQA
1
Journal of political economy
1
MIT Sloan Research Paper
1
Macroeconomic dynamics
1
Proceedings of the Conference Risks Involving Derivatives and Other New Financial Instruments
1
Rodney L. White Center for Financial Research
1
The international library of critical writings in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
-
1999
Persistent link: https://www.econbiz.de/10001408440
Saved in:
2
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
Saved in:
3
Fat tails, long memory, and the stock market since the 1960's
Lo, Andrew W.
- In:
Economic notes : economic review of Banca Monte dei …
26
(
1997
)
2
,
pp. 213-246
Persistent link: https://www.econbiz.de/10001337764
Saved in:
4
An ordered probit analysis of transaction stock prices
Hausman, Jerry A.
- In:
Journal of financial economics
31
(
1992
)
3
,
pp. 319-379
Persistent link: https://www.econbiz.de/10001131965
Saved in:
5
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:
6
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:
7
Long-term memory in stock market prices
Lo, Andrew W.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
5
,
pp. 1279-1313
Persistent link: https://www.econbiz.de/10001113285
Saved in:
8
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:
9
Asset prices and trading volume under fixed transactions costs
Lo, Andrew W.
;
Mamaysky, Harry
;
Wang, Jiang
-
2001
Persistent link: https://www.econbiz.de/10001585169
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->