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Lo, Andrew W.
37
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ECONIS (ZBW)
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The wisdom of Twitter crowds : predicting stock market reactions to FOMC meetings via Twitter feeds
Azar, Pablo D.
;
Lo, Andrew W.
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
5
,
pp. 123-134
Persistent link: https://www.econbiz.de/10011686794
Saved in:
2
Long-term memory in stock market prices
Lo, Andrew W.
-
1989
Persistent link: https://www.econbiz.de/10000767657
Saved in:
3
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
Saved in:
4
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:
5
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
Saved in:
6
When are contrarian profits due to stock market overreaction?
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1989
Persistent link: https://www.econbiz.de/10000766816
Saved in:
7
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
-
1997
Persistent link: https://www.econbiz.de/10000645107
Saved in:
8
Stock market prices do not follow random walks : evidence from a simple specification test
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
1987
Persistent link: https://www.econbiz.de/10000715637
Saved in:
9
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:
10
[Rezension von: Lo, Andrew W., ..., A non-random walk down Wall Street]
Bulkley, George
- In:
The economic journal : the journal of the Royal …
113
(
2003
),
pp. F668-670
Persistent link: https://www.econbiz.de/10001854316
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