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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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An ordered probit analysis of transaction stock prices
Hausman, Jerry A.; Lo, Andrew W.; MacKinlay, Archie Craig - 1991
Persistent link: https://www.econbiz.de/10000825535
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An econometric analysis of nonsynchronous-trading
Lo, Andrew W.; MacKinlay, Archie Craig - 1989
Persistent link: https://www.econbiz.de/10000765761
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - 1997
Persistent link: https://www.econbiz.de/10000645107
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Stock market trading volume
Lo, Andrew W.; Wang, Jiang - 2010
Persistent link: https://www.econbiz.de/10003900815
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Competition and R&D financing decisions : theory and evidence from the biopharmaceutical industry
Thakor, Richard T.; Lo, Andrew W. - 2015
Persistent link: https://www.econbiz.de/10010490808
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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
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An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila; Lo, Andrew W.; Makarov, Igor - In: Journal of financial economics 74 (2004) 3, pp. 529-609
Persistent link: https://www.econbiz.de/10002439293
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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
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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