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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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Stock market prices do not follow random walks : evidence from a simple specification test
Lo, Andrew W. - In: The review of financial studies 1 (1988) 1, pp. 41-66
Persistent link: https://www.econbiz.de/10001100400
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Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.; Wang, Jiang - In: The journal of finance : the journal of the American … 61 (2006) 6, pp. 2805-2840
Persistent link: https://www.econbiz.de/10003398504
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The sources and nature of long-term memory in aggregate output
Haubrich, Joseph Gerard (contributor);  … - In: Economic review 37 (2001) 2, pp. 15-30
Persistent link: https://www.econbiz.de/10001704048
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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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[Rezension von: Lo, Andrew W., ...,, A non-random walk down Wall Street]
Tzavalis, Elias - In: Economica 69 (2002), pp. 179
Persistent link: https://www.econbiz.de/10001647456
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The psychophysiology of real-time financial risk processing
Lo, Andrew W.; Repin, Dmitry V. - 2001
Persistent link: https://www.econbiz.de/10001614065
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Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.; Wang, Jiang - 2001
Persistent link: https://www.econbiz.de/10001627285
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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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An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila; Lo, Andrew W.; Makarov, Igor - 2003
Persistent link: https://www.econbiz.de/10001748919