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 2 4 11 437
A Cost/Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates 0 0 0 46 0 3 12 167
A Dynamic Model of Optimal Investment and Financial Policies with Costs of Adjustment and Leverage 0 0 0 1 2 7 18 207
A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks 0 2 5 237 2 10 53 752
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 0 2 6 292
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 1 2 7 158
A Simple Specification Test of the Random Walk Hypothesis 0 0 0 2 0 3 14 1,024
A Survey of Systemic Risk Analytics 1 6 8 116 2 21 50 517
Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery 0 0 0 3 0 5 9 22
An Econometric Analysis of Nonsynchronous Trading 2 4 4 362 2 8 20 860
An Econometric Analysis of Nonsyschronous-Trading 0 0 0 0 0 1 5 234
An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns 1 2 5 178 2 12 35 662
An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns 0 0 2 532 2 8 33 1,568
An Ordered Probit Analysis of Transaction Stock Prices 0 0 1 540 0 2 16 1,783
An Ordered Probit Analysis of Transaction Stock Prices 0 0 0 0 0 1 8 910
An Ordered Probit Analysis of Transaction Stock Prices (Reprint 029) 0 0 0 0 1 1 6 569
An ordered probit analysis of transaction stock prices 0 0 0 142 0 4 13 420
Asset Prices and Trading Volume Under Fixed Transactions Costs 0 0 0 145 1 7 21 725
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 1 1 1 3 1 5 14 19
Bayesian Adaptive Clinical Trials for Anti‐Infective Therapeutics during Epidemic Outbreaks 0 0 0 5 1 5 18 62
Competition and R&D Financing Decisions: Theory and Evidence from the Biopharmaceutical Industry 0 0 1 73 1 6 17 248
Data Snooping Biases in Tests of Financial Asset Pricing Models (Reprint 002) 0 0 0 1 0 0 4 345
Data-Snooping Biases in Tests of Financial Asset Pricing Models 0 0 0 145 0 4 18 537
Data-snooping biases in tests of financial asset pricing models 1 2 2 88 3 7 21 329
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 0 2 2 382 1 5 22 951
Econometric Measures of Systemic Risk in the Finance and Insurance Sectors 0 1 3 389 2 6 29 1,094
Econometric Models of Limit-Order Executions 0 1 1 399 0 4 14 1,270
Econometric Models of Limit-Order Executions 0 2 3 168 2 5 12 757
Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs 0 0 1 12 0 3 13 66
Estimating the Financial Impact of Gene Therapy in the U.S 1 1 1 16 2 4 27 81
Fear and Greed in Financial Markets: A Clinical Study of Day-Traders 0 0 2 311 5 36 88 1,495
Financial Intermediation and the Funding of Biomedical Innovation: A Review 0 1 1 16 1 4 10 43
Financing Vaccines for Global Health Security 0 0 0 25 1 6 14 75
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 1 1 1 1,320 4 25 59 2,428
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 3 7 18 1,873 26 65 164 4,280
Frontiers of Finance: Evolution and Efficient Markets 0 0 0 521 1 3 21 1,686
Games of Survival in the Newspaper Industry 0 0 0 0 1 1 5 241
Global realignment in financial market dynamics: Evidence from ETF networks 0 1 2 56 1 6 19 108
Hedge Funds: A Dynamic Industry In Transition 0 1 2 87 1 9 40 300
Hedge fund holdings and stock market efficiency 0 1 2 70 1 6 18 282
Implementing Option Pricing Models When Asset Returns Are Predictable 0 0 0 459 0 0 13 1,568
Implementing option pricing models when asset returns are predictable 0 0 0 80 1 2 10 261
Impossible Frontiers 0 0 0 65 0 2 16 318
Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders 1 1 1 240 3 8 13 900
Is It Real, or Is It Randomized?: A Financial Turing Test 1 1 1 66 1 1 8 168
Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design 0 0 0 14 0 12 19 114
Logit Versus Discriminant Analysis: A Specification Test 0 0 0 1 1 3 11 520
Long-term Memory in Stock Market Prices 0 0 1 287 1 15 35 990
Long-term memory in stock market prices 1 1 3 170 3 12 35 598
Maximizing Predictability in the Stock and Bond Markets 0 0 1 749 1 4 12 2,083
Maximizing predictability in the stock and bond markets 0 0 1 98 1 2 14 385
Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data 0 0 1 408 1 4 18 1,071
Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data 0 0 0 0 0 1 10 276
Models of the term structure of interest rates 0 0 0 0 0 1 3 464
Moore's Law vs. Murphy's Law in the financial system: who's winning? 0 0 1 46 3 7 29 113
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices 0 0 0 1 1 5 8 491
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices 0 0 0 576 2 9 25 2,044
Nonparametric Risk Management and Implied Risk Aversion 0 0 1 499 1 6 29 1,332
Optimal Financing for R&D-Intensive Firms 0 0 2 50 2 9 19 129
Paying off the Competition: Contracting, Market Power, and Innovation Incentives 0 0 0 54 3 5 26 155
Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model 0 0 0 986 0 6 11 3,617
Pricing and hedging derivative securities in incomplete markets: an e-arbitrage approach 0 0 0 76 0 0 8 298
Privacy-Preserving Methods for Sharing Financial Risk Exposures 0 0 0 15 1 2 6 83
Risk and Risk Management in the Credit Card Industry 0 0 1 91 2 6 22 375
Sharing R&D Risk in Healthcare via FDA Hedges 0 0 2 30 0 5 20 113
Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revised: 10-85) 0 0 0 0 1 6 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 18 1,001 4 21 90 3,307
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) 0 0 0 0 1 12 30 258
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) 0 0 0 0 1 4 11 473
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revision of 5-87) 0 0 0 0 0 4 16 366
Systemic Risk and Hedge Funds 0 1 1 824 0 8 32 2,256
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 162 0 3 9 571
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 125 0 1 14 564
The Gordon Gekko Effect: The Role of Culture in the Financial Industry 0 0 0 94 0 5 18 310
The Psychophysiology of Real-Time Financial Risk Processing 0 0 2 168 2 22 48 690
The Risk, Reward, and Asset Allocation of Nonprofit Endowment Funds 0 0 15 15 5 9 56 56
The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation 0 0 2 474 1 7 31 1,603
The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation 0 0 0 0 1 5 19 1,018
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 0 1 3 8 516
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 1 0 2 12 228
The Sources and Nature of Long-term Memory in the Business Cycle 0 0 1 91 0 1 13 476
The sources and nature of long-term memory in the business cycle 0 0 0 40 1 4 13 311
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory 2 2 3 668 4 5 15 2,301
Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model 0 0 0 233 0 6 21 791
WARNING: Physics Envy May Be Hazardous To Your Wealth! 0 1 4 431 1 15 38 1,327
What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data 0 1 1 261 3 28 50 931
When Do Stop-Loss Rules Stop Losses? 2 3 7 165 10 51 127 666
When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) 0 0 0 4 0 3 13 504
When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) 0 0 0 0 1 3 7 279
When are Contrarian Profits Due to Stock Market Overreaction? 0 1 2 410 2 15 40 1,197
When are contrarian profits due to stock market overreaction? 0 0 0 147 0 11 22 462
Total Working Papers 18 48 140 18,818 139 697 2,180 68,593

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 0 7 47 545
A Survey of Systemic Risk Analytics 0 4 10 461 2 19 68 1,522
A computational view of market efficiency 0 0 1 21 1 2 10 170
A large-sample chow test for the linear simultaneous equation 0 0 0 117 0 1 4 362
An Evolutionary Model of Bounded Rationality and Intelligence 0 0 0 0 0 4 11 17
An econometric analysis of nonsynchronous trading 1 2 5 457 4 9 30 1,144
An econometric model of serial correlation and illiquidity in hedge fund returns 2 4 11 225 6 30 86 1,056
An ordered probit analysis of transaction stock prices 0 0 2 569 0 6 45 1,472
Asset Prices and Trading Volume under Fixed Transactions Costs 1 1 1 27 3 7 21 450
Asset allocation and derivatives 0 0 0 20 0 3 6 132
Can Financial Economics Cure Cancer? 0 0 0 1 0 3 7 28
Can Financial Engineering Cure Cancer? 0 0 1 58 1 3 14 282
Can hedge funds time market liquidity? 0 0 0 42 1 7 17 330
Consumer credit-risk models via machine-learning algorithms 2 6 59 849 20 48 319 2,755
Data-Snooping Biases in Tests of Financial Asset Pricing Models 0 0 0 618 2 2 24 1,825
Econometric measures of connectedness and systemic risk in the finance and insurance sectors 8 14 41 698 32 73 227 2,257
Econometric models of limit-order executions 0 0 4 202 0 1 20 588
Estimating the NIH Efficient Frontier 0 0 0 0 0 2 9 12
Fear and Greed in Financial Markets: A Clinical Study of Day-Traders 0 0 2 150 3 17 50 747
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 1 1 6 31 8 26 72 179
Hamilton’s rule in economic decision-making 0 0 0 11 0 4 15 38
Hedge Fund Holdings and Stock Market Efficiency 1 1 1 14 1 9 32 100
Hedge Funds: A Dynamic Industry in Transition 0 1 4 25 3 7 24 150
Hedging Derivative Securities and Incomplete Markets: An (epsilon)-Arbitrage Approach 0 1 3 15 0 1 12 65
Identifying and Mitigating Potential Biases in Predicting Drug Approvals 0 0 0 5 0 1 3 16
Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios 0 0 1 25 4 7 37 219
Implementing Option Pricing Models When Asset Returns Are Predictable 0 0 0 148 3 11 33 529
Impossible Frontiers 0 0 0 15 0 4 15 275
Innovation at MIT 0 0 0 3 0 2 9 63
Introduction to Volume 5 of the Annual Review of Financial Economics 0 0 0 18 0 3 11 110
Is the FDA too conservative or too aggressive?: A Bayesian decision analysis of clinical trial design 0 2 4 29 3 10 32 163
Logit versus discriminant analysis: A specification test and application to corporate bankruptcies 0 0 2 405 0 2 10 774
Long-Term Memory in Stock Market Prices 0 0 2 1,287 7 19 71 4,700
MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS 0 0 2 72 1 3 19 373
Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective 0 0 0 23 4 7 14 84
Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data 0 0 1 44 1 6 36 179
Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents 0 0 1 62 0 6 21 258
Nonparametric risk management and implied risk aversion 1 1 3 525 2 9 34 1,326
Optimal control of execution costs 2 4 8 863 6 15 56 1,885
Preface to the Annual Review of Financial Economics 0 0 0 53 0 1 8 238
Privacy-Preserving Methods for Sharing Financial Risk Exposures 0 0 0 23 0 0 9 189
Reading about the Financial Crisis: A Twenty-One-Book Review 0 1 2 443 1 6 27 1,335
Regulatory reform in the wake of the financial crisis of 2007‐2008 0 0 0 50 1 8 29 368
Reply to “(Im)Possible Frontiers: A Comment†0 0 0 16 0 2 3 71
Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform 0 0 1 4 1 3 15 28
Risk and risk management in the credit card industry 0 1 1 40 1 11 27 251
Robert C. Merton: The First Financial Engineer 0 0 0 13 0 4 11 50
Robust ranking and portfolio optimization 0 0 3 43 0 4 18 139
Semi-parametric upper bounds for option prices and expected payoffs 0 1 1 211 0 3 8 380
Spectral factor models 1 3 6 39 3 13 41 149
Statistical tests of contingent-claims asset-pricing models: A new methodology 0 0 0 78 0 1 7 220
Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test 2 3 7 1,526 9 19 43 3,773
Systemic risk and the refinancing ratchet effect 0 0 1 88 0 3 18 587
THE ECONOMETRICS OF FINANCIAL MARKETS 19 57 124 707 38 129 301 1,907
The Derivatives Sourcebook 0 0 2 64 13 31 83 470
The Gordon Gekko effect: the role of culture in the financial industry 0 0 2 61 1 4 28 435
The Origin of Behavior 0 1 3 15 1 4 24 73
The Visible Hand 0 0 0 6 1 6 11 42
The growth of relative wealth and the Kelly criterion 0 0 2 19 2 5 31 117
The origin of cooperation 0 0 0 2 0 3 7 25
The size and power of the variance ratio test in finite samples: A Monte Carlo investigation 0 0 0 453 0 4 29 1,088
The sources and nature of long-term memory in aggregate output 0 0 0 80 0 2 15 451
To maximize or randomize? An experimental study of probability matching in financial decision making 0 0 0 2 0 6 10 22
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory 0 0 0 1 3 8 19 983
Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model 0 0 0 117 0 8 21 493
Variety Is the Spice of Life: Irrational Behavior as Adaptation to Stochastic Environments 0 0 1 13 1 6 20 135
What happened to the quants in August 2007? Evidence from factors and transactions data 1 2 9 391 5 20 67 1,650
When Are Contrarian Profits Due to Stock Market Overreaction? 0 2 4 987 4 26 68 2,840
When do stop-loss rules stop losses? 2 3 8 166 16 52 97 679
When is time continuous? 0 0 1 111 2 5 16 488
Total Journal Articles 44 116 355 14,077 221 793 2,682 46,856
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 3 10 45 200
Quantifying Systemic Risk 0 0 0 0 2 9 43 476
The Industrial Organization and Regulation of the Securities Industry 0 0 0 0 1 1 5 192
Total Books 0 0 0 0 6 20 93 868

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 5 7 17 46
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 0 0 0 0 2 9 57 250
IT'S 11 PM—DO YOU KNOW WHERE YOUR LIQUIDITY IS?: THE MEAN–VARIANCE–LIQUIDITY FRONTIER 0 1 3 8 0 6 17 45
Introduction 0 0 0 8 0 2 5 21
Introduction to "Quantifying Systemic Risk" 0 0 0 62 1 3 11 150
Introduction to "The Industrial Organization and Regulation of the Securities Industry" 0 0 0 20 0 2 7 96
SIFTING THROUGH THE WRECKAGE: LESSONS FROM RECENT HEDGE-FUND LIQUIDATIONS 0 1 1 3 1 6 12 23
Systemic Risk and Hedge Funds 0 1 1 144 2 9 23 450
WHEN IS TIME CONTINUOUS? 0 0 0 5 1 3 11 31
Where To From Here? 0 0 0 3 1 4 11 40
Total Chapters 0 3 5 260 13 51 171 1,152

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Statistics updated 2026-06-04