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 6 24 24 24 40 79 79 79
A Dynamic Model of Optimal Investment and Financial Policies with Costs of Adjustment and Leverage 0 0 0 1 0 2 7 114
A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks 3 5 21 105 4 13 61 290
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 1 3 13 104
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 6 10 60 215
A Simple Specification Test of the Random Walk Hypothesis 0 0 0 2 12 26 91 602
An Econometric Analysis of Nonsynchronous Trading 2 11 68 228 10 27 133 432
An Econometric Analysis of Nonsyschronous-Trading 0 0 0 0 1 4 19 143
An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns 7 13 41 108 16 36 117 322
An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns 5 12 59 385 12 34 177 891
An Ordered Probit Analysis of Transaction Stock Prices 4 22 63 253 17 48 155 953
An Ordered Probit Analysis of Transaction Stock Prices 0 0 0 0 15 49 150 679
An Ordered Probit Analysis of Transaction Stock Prices (Reprint 029) 0 0 0 0 3 8 34 429
An ordered probit analysis of transaction stock prices 4 9 41 98 9 21 89 222
Asset Prices and Trading Volume Under Fixed Transactions Costs 1 1 8 107 4 10 35 423
Asset Prices and Trading Volume Under Fixed Transactions Costs 1 2 10 43 5 13 36 138
Data Snooping Biases in Tests of Financial Asset Pricing Models (Reprint 002) 0 0 0 1 3 5 45 277
Data-Snooping Biases in Tests of Financial Asset Pricing Models 2 6 25 68 5 23 60 176
Data-snooping biases in tests of financial asset pricing models 1 4 18 34 4 15 44 91
Econometric Models of Limit-Order Executions 2 8 29 271 3 14 54 844
Econometric Models of Limit-Order Executions 2 8 21 114 3 12 42 578
Fear and Greed in Financial Markets: A Clinical Study of Day-Traders 4 11 42 184 20 49 170 623
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 3 15 100 1,179 14 45 223 1,831
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 9 28 127 1,313 25 70 315 2,260
Frontiers of Finance: Evolution and Efficient Markets 0 0 0 521 3 23 54 1,350
Games of Survival in the Newspaper Industry 0 0 0 0 2 5 26 157
Implementing Option Pricing Models When Asset Returns Are Predictable 5 13 44 359 10 28 103 1,133
Implementing option pricing models when asset returns are predictable 3 9 23 62 4 14 45 127
Impossible Frontiers 0 5 34 34 6 23 96 96
Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders 1 2 13 201 5 11 45 745
Logit Versus Discriminant Analysis: A Specification Test 0 0 0 1 7 12 57 419
Long-term Memory in Stock Market Prices 6 12 39 129 10 26 107 389
Long-term memory in stock market prices 6 12 41 89 12 25 91 186
Maximizing Predictability in the Stock and Bond Markets 1 1 16 620 5 9 49 1,613
Maximizing predictability in the stock and bond markets 0 0 19 57 0 2 39 135
Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data 1 10 67 275 2 19 91 679
Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data 0 0 0 0 0 4 27 154
Models of the term structure of interest rates 0 0 0 0 2 14 27 327
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices 0 0 0 1 2 7 25 294
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices 2 9 26 472 6 22 79 1,642
Nonparametric Risk Management and Implied Risk Aversion 1 9 50 392 4 23 92 957
Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model 2 10 51 881 16 38 143 3,028
Pricing and hedging derivative securities in incomplete markets: an e-arbitrage approach 0 1 8 49 3 8 24 99
Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revised: 10-85) 0 0 0 0 2 6 13 109
Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revision of 19-84) 0 0 0 0 7 15 35 126
Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test 13 34 125 326 47 103 328 789
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) 0 0 0 0 5 12 35 148
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) 0 0 0 0 1 7 25 244
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revision of 5-87) 0 0 0 0 2 7 45 217
Systemic Risk and Hedge Funds 11 24 98 715 41 86 314 1,587
Systemic Risk and the Refinancing Ratchet Effect 4 19 19 19 14 44 44 44
Systemic Risk and the Refinancing Ratchet Effect 6 21 21 21 8 30 30 30
The Psychophysiology of Real-Time Financial Risk Processing 1 1 10 106 3 7 31 361
The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation 2 6 29 220 4 12 61 784
The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation 0 0 0 0 17 43 221 625
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 0 10 21 68 371
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 1 2 2 6 151
The Sources and Nature of Long-term Memory in the Business Cycle 1 4 6 67 3 7 20 300
The sources and nature of long-term memory in the business cycle 1 2 5 17 2 3 15 161
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory 8 19 80 468 25 64 223 1,457
Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model 0 1 7 199 1 4 33 541
What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data 4 19 67 76 13 44 204 232
When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) 0 0 0 4 1 7 15 447
When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) 0 0 0 0 0 4 20 160
When are Contrarian Profits Due to Stock Market Overreaction? 5 17 77 168 15 57 185 375
When are contrarian profits due to stock market overreaction? 2 10 32 74 3 17 56 148
Total Working Papers 142 449 1,704 11,142 557 1,531 5,456 35,653

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 3 45 1 3 15 115
A large-sample chow test for the linear simultaneous equation 2 5 18 88 3 13 66 258
An econometric analysis of nonsynchronous trading 3 5 22 280 6 16 55 594
An econometric model of serial correlation and illiquidity in hedge fund returns 0 4 22 59 1 9 58 194
An ordered probit analysis of transaction stock prices 3 17 56 311 4 28 93 719
Asset Prices and Trading Volume under Fixed Transactions Costs 0 0 0 0 3 15 39 155
Data-Snooping Biases in Tests of Financial Asset Pricing Models 3 6 47 424 6 20 90 1,120
Econometric models of limit-order executions 0 1 8 92 1 4 19 201
Fear and Greed in Financial Markets: A Clinical Study of Day-Traders 6 8 30 62 10 15 76 196
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 3 7 26 116 5 15 75 346
Games of Survival in the U.S. Newspaper Industry 0 0 0 1 1 3 35 398
Implementing Option Pricing Models When Asset Returns Are Predictable 1 3 15 100 1 7 37 208
Logit versus discriminant analysis: A specification test and application to corporate bankruptcies 2 9 55 190 6 17 104 310
Long-Term Memory in Stock Market Prices 4 16 79 870 12 35 178 3,180
MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS 1 4 9 9 2 8 16 16
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices 3 9 17 73 7 16 40 177
Nonparametric risk management and implied risk aversion 4 13 40 160 4 18 66 326
Optimal control of execution costs 5 20 73 516 7 33 122 817
Semi-parametric upper bounds for option prices and expected payoffs 2 3 23 88 4 5 36 126
Statistical tests of contingent-claims asset-pricing models: A new methodology 1 5 15 46 3 9 31 87
Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test 11 34 112 1,207 19 59 232 2,529
THE ECONOMETRICS OF FINANCIAL MARKETS 13 25 82 82 19 43 129 129
The size and power of the variance ratio test in finite samples: A Monte Carlo investigation 4 12 43 142 4 14 66 233
The sources and nature of long-term memory in aggregate output 0 0 0 62 0 0 5 259
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory 0 0 0 1 4 15 94 585
Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model 2 2 13 64 2 4 31 157
When Are Contrarian Profits Due to Stock Market Overreaction? 6 19 68 741 9 32 130 1,792
When is time continuous? 1 4 14 45 11 26 73 154
Total Journal Articles 80 231 890 5,874 155 482 2,011 15,381

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Industrial Organization and Regulation of the Securities Industry 0 0 0 0 1 2 6 6
Total Books 0 0 0 0 1 2 6 6

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction to "The Industrial Organization and Regulation of the Securities Industry" 0 0 1 1 0 0 1 1
Systemic Risk and Hedge Funds 4 9 14 14 16 40 50 50
Total Chapters 4 9 15 15 16 40 51 51

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-12-07