Access Statistics for Andrew W. Lo

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Computational View of Market Efficiency 0 0 0 109 0 2 11 437
A Cost/Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates 0 0 0 46 0 2 14 169
A Dynamic Model of Optimal Investment and Financial Policies with Costs of Adjustment and Leverage 0 0 0 1 0 2 18 207
A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks 0 1 6 238 2 6 48 756
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 0 0 6 292
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 0 1 7 158
A Simple Specification Test of the Random Walk Hypothesis 0 0 0 2 0 1 15 1,025
A Survey of Systemic Risk Analytics 0 1 8 116 0 3 51 518
Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery 0 0 0 3 1 1 10 23
An Econometric Analysis of Nonsynchronous Trading 0 2 4 362 1 5 21 863
An Econometric Analysis of Nonsyschronous-Trading 0 0 0 0 1 3 7 237
An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns 0 1 4 178 2 8 40 668
An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns 1 1 2 533 2 5 34 1,571
An Ordered Probit Analysis of Transaction Stock Prices 0 0 1 540 0 1 17 1,784
An Ordered Probit Analysis of Transaction Stock Prices 0 0 0 0 0 3 11 913
An Ordered Probit Analysis of Transaction Stock Prices (Reprint 029) 0 0 0 0 0 1 6 569
An ordered probit analysis of transaction stock prices 0 0 0 142 0 0 13 420
Asset Prices and Trading Volume Under Fixed Transactions Costs 0 0 0 145 1 2 22 726
Asset Prices and Trading Volume Under Fixed Transactions Costs 0 0 0 70 0 0 4 310
Asset Prices and Trading Volume Under Fixed Transactions Costs 0 1 1 3 0 2 14 20
Bayesian Adaptive Clinical Trials for Anti‐Infective Therapeutics during Epidemic Outbreaks 0 0 0 5 0 1 17 62
Competition and R&D Financing Decisions: Theory and Evidence from the Biopharmaceutical Industry 0 0 1 73 1 2 17 249
Data Snooping Biases in Tests of Financial Asset Pricing Models (Reprint 002) 0 0 0 1 0 1 4 346
Data-Snooping Biases in Tests of Financial Asset Pricing Models 0 0 0 145 1 4 21 541
Data-snooping biases in tests of financial asset pricing models 0 1 2 88 1 5 23 331
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 0 1 3 383 0 2 23 952
Econometric Measures of Systemic Risk in the Finance and Insurance Sectors 0 0 2 389 1 4 29 1,096
Econometric Models of Limit-Order Executions 0 0 3 168 0 3 12 758
Econometric Models of Limit-Order Executions 0 1 2 400 1 2 16 1,272
Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs 0 0 1 12 1 2 13 68
Estimating the Financial Impact of Gene Therapy in the U.S 0 1 1 16 1 5 29 84
Fear and Greed in Financial Markets: A Clinical Study of Day-Traders 0 0 2 311 1 11 91 1,501
Financial Intermediation and the Funding of Biomedical Innovation: A Review 0 0 1 16 1 2 11 44
Financing Vaccines for Global Health Security 0 0 0 25 1 3 16 77
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 0 1 1 1,320 2 12 66 2,436
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 3 9 21 1,879 28 80 207 4,334
Frontiers of Finance: Evolution and Efficient Markets 0 0 0 521 0 1 15 1,686
Games of Survival in the Newspaper Industry 0 0 0 0 0 2 6 242
Global realignment in financial market dynamics: Evidence from ETF networks 0 0 2 56 0 2 20 109
Hedge Funds: A Dynamic Industry In Transition 0 0 1 87 0 1 36 300
Hedge fund holdings and stock market efficiency 0 0 2 70 0 1 18 282
Implementing Option Pricing Models When Asset Returns Are Predictable 0 0 0 459 0 1 12 1,569
Implementing option pricing models when asset returns are predictable 0 0 0 80 0 1 9 261
Impossible Frontiers 0 0 0 65 1 1 17 319
Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders 0 1 1 240 0 5 14 902
Is It Real, or Is It Randomized?: A Financial Turing Test 0 1 1 66 0 2 9 169
Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design 0 0 0 14 0 0 18 114
Logit Versus Discriminant Analysis: A Specification Test 0 0 0 1 0 1 10 520
Long-term Memory in Stock Market Prices 0 0 1 287 1 3 35 992
Long-term memory in stock market prices 0 1 3 170 1 5 36 600
Maximizing Predictability in the Stock and Bond Markets 0 0 0 749 0 1 11 2,083
Maximizing predictability in the stock and bond markets 0 0 1 98 0 2 15 386
Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data 0 0 1 408 0 2 19 1,072
Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data 0 0 0 0 0 0 10 276
Models of the term structure of interest rates 0 0 0 0 0 0 3 464
Moore's Law vs. Murphy's Law in the financial system: who's winning? 0 0 0 46 1 4 29 114
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices 0 0 0 576 0 4 27 2,046
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices 0 0 0 1 0 2 9 492
Nonparametric Risk Management and Implied Risk Aversion 0 0 1 499 0 1 29 1,332
Optimal Financing for R&D-Intensive Firms 0 0 2 50 0 3 19 130
Paying off the Competition: Contracting, Market Power, and Innovation Incentives 0 0 0 54 0 3 23 155
Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model 0 0 0 986 0 1 12 3,618
Pricing and hedging derivative securities in incomplete markets: an e-arbitrage approach 0 0 0 76 1 2 10 300
Privacy-Preserving Methods for Sharing Financial Risk Exposures 0 0 0 15 0 1 6 83
Risk and Risk Management in the Credit Card Industry 0 0 1 91 0 3 23 376
Sharing R&D Risk in Healthcare via FDA Hedges 0 0 2 30 0 1 21 114
Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revised: 10-85) 0 0 0 0 0 1 13 163
Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revision of 19-84) 0 0 0 0 0 0 6 189
Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test 0 0 15 1,001 4 15 94 3,318
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) 0 0 0 0 0 2 28 259
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) 0 0 0 0 0 2 11 474
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revision of 5-87) 0 0 0 0 0 0 14 366
Systemic Risk and Hedge Funds 0 0 1 824 0 1 33 2,257
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 162 0 1 10 572
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 125 2 7 21 571
The Gordon Gekko Effect: The Role of Culture in the Financial Industry 0 0 0 94 0 0 17 310
The Psychophysiology of Real-Time Financial Risk Processing 0 0 2 168 7 13 59 701
The Risk, Reward, and Asset Allocation of Nonprofit Endowment Funds 0 0 15 15 3 11 61 62
The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation 0 0 0 0 1 2 20 1,019
The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation 0 0 2 474 0 2 30 1,604
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 1 0 0 12 228
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 0 0 1 8 516
The Sources and Nature of Long-term Memory in the Business Cycle 0 0 1 91 0 0 13 476
The sources and nature of long-term memory in the business cycle 0 0 0 40 0 1 13 311
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory 0 3 4 669 1 7 17 2,304
Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model 0 0 0 233 0 1 22 792
WARNING: Physics Envy May Be Hazardous To Your Wealth! 0 0 4 431 3 9 42 1,335
What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data 1 2 3 263 25 37 81 965
When Do Stop-Loss Rules Stop Losses? 5 8 11 171 47 97 203 753
When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) 0 0 0 4 0 0 12 504
When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) 0 0 0 0 0 2 8 280
When are Contrarian Profits Due to Stock Market Overreaction? 0 0 1 410 1 4 36 1,199
When are contrarian profits due to stock market overreaction? 0 0 0 147 0 1 22 463
Total Working Papers 10 37 144 18,837 149 460 2,391 68,914

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks 0 0 2 120 2 3 46 548
A Survey of Systemic Risk Analytics 0 1 9 462 1 15 75 1,535
A computational view of market efficiency 0 0 1 21 0 1 10 170
A large-sample chow test for the linear simultaneous equation 0 0 0 117 1 1 4 363
An Evolutionary Model of Bounded Rationality and Intelligence 0 0 0 0 0 0 11 17
An econometric analysis of nonsynchronous trading 1 3 7 459 5 13 36 1,153
An econometric model of serial correlation and illiquidity in hedge fund returns 1 3 12 226 2 16 88 1,066
An ordered probit analysis of transaction stock prices 0 1 3 570 0 1 45 1,473
Asset Prices and Trading Volume under Fixed Transactions Costs 1 2 2 28 1 6 22 453
Asset allocation and derivatives 0 0 0 20 1 1 6 133
Can Financial Economics Cure Cancer? 0 0 0 1 0 1 8 29
Can Financial Engineering Cure Cancer? 0 1 2 59 0 4 16 285
Can hedge funds time market liquidity? 0 0 0 42 0 1 17 330
Consumer credit-risk models via machine-learning algorithms 1 9 48 856 9 53 298 2,788
Data-Snooping Biases in Tests of Financial Asset Pricing Models 0 0 0 618 0 6 25 1,829
Econometric measures of connectedness and systemic risk in the finance and insurance sectors 5 19 49 709 17 81 259 2,306
Econometric models of limit-order executions 1 1 5 203 6 6 25 594
Estimating the NIH Efficient Frontier 0 0 0 0 0 0 9 12
Fear and Greed in Financial Markets: A Clinical Study of Day-Traders 0 0 1 150 7 11 53 755
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 1 2 5 32 23 48 97 219
Hamilton’s rule in economic decision-making 0 0 0 11 1 1 16 39
Hedge Fund Holdings and Stock Market Efficiency 0 1 1 14 0 1 30 100
Hedge Funds: A Dynamic Industry in Transition 0 0 3 25 1 4 24 151
Hedging Derivative Securities and Incomplete Markets: An (epsilon)-Arbitrage Approach 0 0 2 15 1 3 13 68
Identifying and Mitigating Potential Biases in Predicting Drug Approvals 0 0 0 5 0 0 3 16
Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios 0 0 0 25 2 8 38 223
Implementing Option Pricing Models When Asset Returns Are Predictable 0 0 0 148 1 5 35 531
Impossible Frontiers 0 0 0 15 0 0 15 275
Innovation at MIT 0 0 0 3 1 1 10 64
Introduction to Volume 5 of the Annual Review of Financial Economics 0 0 0 18 1 1 12 111
Is the FDA too conservative or too aggressive?: A Bayesian decision analysis of clinical trial design 0 0 4 29 0 4 30 164
Logit versus discriminant analysis: A specification test and application to corporate bankruptcies 0 0 2 405 0 0 9 774
Long-Term Memory in Stock Market Prices 0 0 1 1,287 2 14 71 4,707
MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS 0 1 3 73 4 6 24 378
Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective 0 0 0 23 1 5 15 85
Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data 0 0 1 44 0 2 35 180
Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents 0 0 1 62 1 2 23 260
Nonparametric risk management and implied risk aversion 0 2 4 526 0 3 34 1,327
Optimal control of execution costs 0 2 7 863 4 16 58 1,895
Preface to the Annual Review of Financial Economics 0 0 0 53 1 1 6 239
Privacy-Preserving Methods for Sharing Financial Risk Exposures 0 0 0 23 0 1 9 190
Reading about the Financial Crisis: A Twenty-One-Book Review 0 0 1 443 1 2 23 1,336
Regulatory reform in the wake of the financial crisis of 2007‐2008 0 0 0 50 3 4 31 371
Reply to “(Im)Possible Frontiers: A Comment†0 0 0 16 1 1 4 72
Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform 0 0 0 4 0 1 13 28
Risk and risk management in the credit card industry 0 0 1 40 2 7 30 257
Robert C. Merton: The First Financial Engineer 0 0 0 13 0 0 10 50
Robust ranking and portfolio optimization 1 1 3 44 1 1 17 140
Semi-parametric upper bounds for option prices and expected payoffs 0 0 1 211 0 0 8 380
Spectral factor models 1 3 8 41 3 8 44 154
Statistical tests of contingent-claims asset-pricing models: A new methodology 0 0 0 78 0 2 8 222
Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test 0 3 8 1,527 8 23 54 3,787
Systemic risk and the refinancing ratchet effect 0 0 1 88 0 2 17 589
THE ECONOMETRICS OF FINANCIAL MARKETS 14 41 136 729 32 93 331 1,962
The Derivatives Sourcebook 0 0 0 64 6 21 82 478
The Gordon Gekko effect: the role of culture in the financial industry 0 0 2 61 1 2 27 436
The Origin of Behavior 0 0 3 15 0 1 24 73
The Visible Hand 0 0 0 6 1 2 12 43
The growth of relative wealth and the Kelly criterion 0 0 2 19 0 2 30 117
The origin of cooperation 0 0 0 2 0 0 7 25
The size and power of the variance ratio test in finite samples: A Monte Carlo investigation 0 0 0 453 4 4 30 1,092
The sources and nature of long-term memory in aggregate output 0 0 0 80 1 5 20 456
To maximize or randomize? An experimental study of probability matching in financial decision making 0 0 0 2 0 0 10 22
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory 0 0 0 1 1 5 20 985
Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model 0 0 0 117 0 1 20 494
Variety Is the Spice of Life: Irrational Behavior as Adaptation to Stochastic Environments 0 0 1 13 3 6 25 140
What happened to the quants in August 2007? Evidence from factors and transactions data 2 4 10 394 17 40 96 1,685
When Are Contrarian Profits Due to Stock Market Overreaction? 0 0 3 987 14 31 91 2,867
When do stop-loss rules stop losses? 3 5 10 169 48 84 162 747
When is time continuous? 0 2 3 113 1 7 21 493
Total Journal Articles 32 107 368 14,140 244 701 2,927 47,336
1 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Hedge Funds: An Analytic Perspective Updated Edition 0 0 0 0 1 5 45 202
Quantifying Systemic Risk 0 0 0 0 0 4 45 478
The Industrial Organization and Regulation of the Securities Industry 0 0 0 0 0 1 5 192
Total Books 0 0 0 0 1 10 95 872

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery 0 0 0 7 0 7 19 48
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 0 0 0 0 2 7 60 255
IT'S 11 PM—DO YOU KNOW WHERE YOUR LIQUIDITY IS?: THE MEAN–VARIANCE–LIQUIDITY FRONTIER 0 0 2 8 0 0 16 45
Introduction 0 0 0 8 0 0 5 21
Introduction to "Quantifying Systemic Risk" 0 0 0 62 0 1 11 150
Introduction to "The Industrial Organization and Regulation of the Securities Industry" 0 0 0 20 0 0 7 96
SIFTING THROUGH THE WRECKAGE: LESSONS FROM RECENT HEDGE-FUND LIQUIDATIONS 0 0 1 3 0 1 12 23
Systemic Risk and Hedge Funds 0 0 1 144 1 7 28 455
WHEN IS TIME CONTINUOUS? 0 0 0 5 0 2 12 32
Where To From Here? 0 0 0 3 0 1 11 40
Total Chapters 0 0 4 260 3 26 181 1,165

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Statistics updated 2026-08-07