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91
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:
92
Systemic risk and hedge funds
Chan, Nicholas
;
Getmansky, Mila
;
Haas, Shane M.
;
Lo, …
-
2005
Persistent link: https://www.econbiz.de/10002700785
Saved in:
93
Fear and greed in financial markets : a clinical study of day-traders
Lo, Andrew W.
;
Repin, Dmitry V.
;
Steenbarger, Brett N.
-
2005
Persistent link: https://www.econbiz.de/10002721499
Saved in:
94
[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
Saved in:
95
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
Saved in:
96
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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97
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
Saved in:
98
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
Saved in:
99
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
Saved in:
100
[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
Saved in:
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