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Long-term memory in stock mark...
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Implementing option pricing models when asset returns are predictable
Lo, Andrew W.
;
Wang, Jiang
-
Sloan School of Management, Massachusetts Institute of …
-
1993
Persistent link: https://www.econbiz.de/10005035487
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2
Pricing and hedging derivative securities in incomplete markets : an e-arbitrage approach
Bertsimas, Dimitris.
;
Kogan, Leonid
;
Lo, Andrew W.
-
Sloan School of Management, Massachusetts Institute of …
-
1997
Persistent link: https://www.econbiz.de/10005750619
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3
Maximizing predictability in the stock and bond markets
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
Sloan School of Management, Massachusetts Institute of …
-
1992
"First draft: July 1991; Current draft: August 1992."--2nd prelim. p.
Persistent link: https://www.econbiz.de/10005750720
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4
Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
Sloan School of Management, Massachusetts Institute of …
-
1989
Persistent link: https://www.econbiz.de/10005574799
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5
When are contrarian profits due to stock market overreaction?
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
Sloan School of Management, Massachusetts Institute of …
-
1989
"First draft: November 1988. Latest revision: May 1989."
Persistent link: https://www.econbiz.de/10005587400
Saved in:
6
An ordered probit analysis of transaction stock prices
Hausman, Jerry A.
;
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
Sloan School of Management, Massachusetts Institute of …
-
1990
Persistent link: https://www.econbiz.de/10005587558
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7
Long-term memory in stock market prices
Lo, Andrew W.
-
1989
Persistent link: https://www.econbiz.de/10000767657
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8
Regulatory reform in the wake of the financial crisis of 2007 - 2008
Lo, Andrew W.
- In:
Journal of financial economic policy
1
(
2009
)
1
,
pp. 4-43
Persistent link: https://www.econbiz.de/10003908967
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9
Logit versus discriminant analysis : a specification test and application to corporate bankruptcies
Lo, Andrew W.
- In:
Journal of econometrics
31
(
1986
)
2
,
pp. 151-178
Persistent link: https://www.econbiz.de/10003619351
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10
Hedgefunds : an analytic perspective
Lo, Andrew W.
-
2008
Persistent link: https://www.econbiz.de/10003597326
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