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Stock Market Trading Volume
Lo, Andrew W. - 2009
If price and quantity are the fundamental building blocks of any theory of market interactions, the importance of trading volume in understanding the behavior of financial markets is clear. However, while many economic models of financial markets have been developed to explain the behavior of...
Persistent link: https://www.econbiz.de/10013159752
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Adaptive markets : financial evolution at the speed of thought
Lo, Andrew W. - 2017
Persistent link: https://www.econbiz.de/10013503329
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Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine; Lo, Andrew W. - 1995
Persistent link: https://www.econbiz.de/10000935916
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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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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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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
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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
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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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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
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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