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Lo, Andrew W.
58
Wang, Jiang
46
Campbell, John Y.
8
Kogan, Leonid
7
Mamaysky, Harry
7
Huang, Jennifer
5
Khandani, Amir E.
5
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5
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5
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4
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1
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Working paper / National Bureau of Economic Research, Inc
32
The review of financial studies
13
The journal of finance : the journal of the American Finance Association
12
Journal of financial economics
11
Financial analysts' journal : FAJ
3
Journal of investment management : JOIM
3
Journal of political economy
2
Operations research : the journal of the Operations Research Society of America
2
The journal of economic history
2
The quarterly journal of finance
2
Business economics : the journal of the National Association of Business Economists
1
Econometric theory
1
European journal of operational research : EJOR
1
Institutional investor
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of economic literature
1
Journal of financial economic policy
1
Journal of financial intermediation
1
Journal of monetary economics
1
Journal of the American Statistical Association : JASA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The American economic review
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OLC EcoSci
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ASSET PRICES AND TRADING VOLUME UNDER FIXED TRANSACTIONS COSTS
Lo, Andrew W.
;
Mamaysky, Harry
;
Wang, Jiang
-
2001
Persistent link: https://www.econbiz.de/10006978935
Saved in:
2
FOUNDATIONS OF TECHNICAL ANALYSIS: COMPUTATIONAL ALGORITHMS, STATISTICAL INFERENCE, AND EMPIRICAL IMPLEMENTATION
Lo, Andrew W.
;
Mamaysky, Harry
;
Wang, Jiang
-
2000
Persistent link: https://www.econbiz.de/10006984610
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/10007645866
Saved in:
4
ARTICLES - Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation
Lo, Andrew W.
;
Mamaysky, Harry
;
Wang, Jiang
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1705-1764
Persistent link: https://www.econbiz.de/10006568788
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/10007050714
Saved in:
6
Implementing Option Pricing Models When Asset Returns Are Predictable
Lo, Andrew W.
;
Wang, Jiang
- In:
The journal of finance : the journal of the American …
50
(
1995
)
1
,
pp. 87-130
Persistent link: https://www.econbiz.de/10006595095
Saved in:
7
TRADING VOLUME: IMPLICATIONS OF AN INTERTEMPORAL CAPITAL ASSET PRICING MODEL - WORKING PAPER
Lo, Andrew W.
;
Wang, Jiang
-
2001
Persistent link: https://www.econbiz.de/10006976708
Saved in:
8
TRADING VOLUME: DEFINITIONS, DATA ANALYSIS, AND IMPLICATIONS OF PORTFOLIO THEORY
Lo, Andrew W.
;
Wang, Jiang
-
2000
Persistent link: https://www.econbiz.de/10006984427
Saved in:
9
IMPLEMENTING OPTION PRICING MODELS WHEN ASSET RETURNS ARE PREDICTABLE
Lo, Andrew W.
;
Wang, Jiang
-
1994
Persistent link: https://www.econbiz.de/10007010977
Saved in:
10
Dynamic trading policies with price impact
He, Hua
;
Mamaysky, Harry
- In:
Journal of economic dynamics & control
29
(
2005
)
5
,
pp. 891-930
Persistent link: https://www.econbiz.de/10006752628
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