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 1 1 109 0 2 3 426
A Cost/Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates 0 0 0 46 0 0 0 155
A Dynamic Model of Optimal Investment and Financial Policies with Costs of Adjustment and Leverage 0 0 0 1 0 0 0 189
A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks 0 1 20 232 5 17 64 704
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 0 0 1 286
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 0 1 1 151
A Simple Specification Test of the Random Walk Hypothesis 0 0 0 2 0 1 7 1,010
A Survey of Systemic Risk Analytics 0 1 2 108 0 4 10 467
Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery 0 0 0 3 0 1 4 13
An Econometric Analysis of Nonsynchronous Trading 0 1 1 358 0 2 4 840
An Econometric Analysis of Nonsyschronous-Trading 0 0 0 0 0 2 2 229
An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns 1 1 4 174 1 2 8 628
An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns 1 1 3 531 1 1 6 1,536
An Ordered Probit Analysis of Transaction Stock Prices 0 0 0 539 0 0 7 1,767
An Ordered Probit Analysis of Transaction Stock Prices 0 0 0 0 0 0 3 902
An Ordered Probit Analysis of Transaction Stock Prices (Reprint 029) 0 0 0 0 0 0 2 563
An ordered probit analysis of transaction stock prices 0 0 0 142 0 0 1 407
Asset Prices and Trading Volume Under Fixed Transactions Costs 0 0 0 70 0 0 1 306
Asset Prices and Trading Volume Under Fixed Transactions Costs 0 0 1 145 0 3 8 704
Asset Prices and Trading Volume Under Fixed Transactions Costs 0 0 0 2 0 0 0 5
Bayesian Adaptive Clinical Trials for Anti‐Infective Therapeutics during Epidemic Outbreaks 0 0 0 5 0 0 2 44
Competition and R&D Financing Decisions: Theory and Evidence from the Biopharmaceutical Industry 0 0 0 72 0 1 4 231
Data Snooping Biases in Tests of Financial Asset Pricing Models (Reprint 002) 0 0 0 1 0 0 2 341
Data-Snooping Biases in Tests of Financial Asset Pricing Models 0 0 0 145 1 1 3 520
Data-snooping biases in tests of financial asset pricing models 0 0 0 86 0 0 3 308
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 0 1 3 380 0 4 17 929
Econometric Measures of Systemic Risk in the Finance and Insurance Sectors 1 1 5 387 2 3 9 1,067
Econometric Models of Limit-Order Executions 0 0 1 165 0 0 1 745
Econometric Models of Limit-Order Executions 0 0 1 398 0 0 3 1,256
Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs 0 0 0 11 1 1 5 54
Estimating the Financial Impact of Gene Therapy in the U.S 0 0 0 15 0 0 1 54
Fear and Greed in Financial Markets: A Clinical Study of Day-Traders 0 2 5 309 0 5 20 1,407
Financial Intermediation and the Funding of Biomedical Innovation: A Review 0 2 3 15 0 2 11 33
Financing Vaccines for Global Health Security 0 0 0 25 0 1 3 61
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 0 1 4 1,319 0 1 11 2,369
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 3 3 26 1,858 4 9 81 4,120
Frontiers of Finance: Evolution and Efficient Markets 0 0 0 521 2 2 11 1,667
Games of Survival in the Newspaper Industry 0 0 0 0 0 0 0 236
Global realignment in financial market dynamics: Evidence from ETF networks 0 0 1 54 0 1 6 89
Hedge Funds: A Dynamic Industry In Transition 1 1 2 86 4 7 14 264
Hedge fund holdings and stock market efficiency 0 1 1 68 0 2 8 264
Implementing Option Pricing Models When Asset Returns Are Predictable 0 0 0 459 2 3 3 1,557
Implementing option pricing models when asset returns are predictable 0 0 0 80 0 0 1 251
Impossible Frontiers 0 0 0 65 0 0 0 302
Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders 0 0 0 239 0 0 2 887
Is It Real, or Is It Randomized?: A Financial Turing Test 0 0 0 65 0 0 2 160
Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design 0 0 1 14 1 2 4 96
Logit Versus Discriminant Analysis: A Specification Test 0 0 0 1 1 1 2 510
Long-term Memory in Stock Market Prices 0 0 1 286 1 2 10 956
Long-term memory in stock market prices 0 1 1 167 0 1 5 563
Maximizing Predictability in the Stock and Bond Markets 1 1 2 749 1 1 5 2,072
Maximizing predictability in the stock and bond markets 0 0 0 97 0 0 1 371
Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data 0 0 0 0 0 0 2 266
Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data 0 0 0 407 0 0 2 1,053
Models of the term structure of interest rates 0 0 0 0 0 0 2 461
Moore's Law vs. Murphy's Law in the financial system: who's winning? 1 1 1 46 1 2 7 85
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices 0 0 0 576 0 0 4 2,019
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices 0 0 0 1 0 1 3 483
Nonparametric Risk Management and Implied Risk Aversion 0 0 0 498 0 0 3 1,303
Optimal Financing for R&D-Intensive Firms 0 0 0 48 1 2 6 111
Paying off the Competition: Contracting, Market Power, and Innovation Incentives 0 0 0 54 1 4 12 130
Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model 0 0 0 986 0 0 2 3,606
Pricing and hedging derivative securities in incomplete markets: an e-arbitrage approach 0 0 0 76 0 0 0 290
Privacy-Preserving Methods for Sharing Financial Risk Exposures 0 0 0 15 0 0 1 77
Risk and Risk Management in the Credit Card Industry 0 0 1 90 0 3 7 353
Sharing R&D Risk in Healthcare via FDA Hedges 0 0 0 28 0 0 3 93
Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revised: 10-85) 0 0 0 0 0 0 1 150
Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revision of 19-84) 0 0 0 0 0 0 2 183
Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test 1 3 17 984 3 13 52 3,220
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) 0 0 0 0 2 2 5 230
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) 0 0 0 0 0 4 10 462
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revision of 5-87) 0 0 0 0 2 3 8 352
Systemic Risk and Hedge Funds 0 0 1 823 0 0 8 2,224
Systemic Risk and the Refinancing Ratchet Effect 0 0 1 125 0 0 2 550
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 162 0 0 5 562
The Gordon Gekko Effect: The Role of Culture in the Financial Industry 0 1 1 94 0 1 2 292
The Psychophysiology of Real-Time Financial Risk Processing 0 1 6 166 0 4 17 642
The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation 0 0 0 472 0 0 3 1,572
The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation 0 0 0 0 0 0 2 999
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 0 0 0 1 508
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 1 0 0 1 216
The Sources and Nature of Long-term Memory in the Business Cycle 0 0 0 90 0 0 0 463
The sources and nature of long-term memory in the business cycle 0 0 0 40 0 0 0 298
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory 0 0 0 665 0 1 2 2,286
Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model 0 0 0 233 0 0 0 770
WARNING: Physics Envy May Be Hazardous To Your Wealth! 0 0 4 427 2 3 11 1,291
What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data 0 0 2 260 1 3 16 882
When Do Stop-Loss Rules Stop Losses? 1 2 6 159 6 9 22 545
When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) 0 0 0 0 0 1 4 272
When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) 0 0 0 4 1 1 3 492
When are Contrarian Profits Due to Stock Market Overreaction? 1 1 3 409 6 6 13 1,163
When are contrarian profits due to stock market overreaction? 0 0 1 147 0 1 5 440
Total Working Papers 12 29 133 18,690 53 150 631 66,466


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 1 5 118 4 13 29 502
A Survey of Systemic Risk Analytics 1 5 14 452 3 9 31 1,457
A computational view of market efficiency 0 0 0 20 0 0 2 160
A large-sample chow test for the linear simultaneous equation 0 0 0 117 0 0 1 358
An Evolutionary Model of Bounded Rationality and Intelligence 0 0 0 0 0 0 0 6
An econometric analysis of nonsynchronous trading 0 2 5 452 1 5 11 1,115
An econometric model of serial correlation and illiquidity in hedge fund returns 0 2 7 214 5 10 32 975
An ordered probit analysis of transaction stock prices 0 0 1 567 0 1 8 1,427
Asset Prices and Trading Volume under Fixed Transactions Costs 0 0 0 26 1 4 7 430
Asset allocation and derivatives 0 1 1 20 0 1 3 126
Can Financial Economics Cure Cancer? 0 0 0 1 0 0 0 21
Can Financial Engineering Cure Cancer? 0 0 2 57 0 2 9 268
Can hedge funds time market liquidity? 0 1 2 42 0 2 5 313
Consumer credit-risk models via machine-learning algorithms 12 32 89 802 28 87 258 2,464
Data-Snooping Biases in Tests of Financial Asset Pricing Models 0 0 4 618 2 3 15 1,803
Econometric measures of connectedness and systemic risk in the finance and insurance sectors 2 12 40 659 10 36 117 2,040
Econometric models of limit-order executions 0 0 1 198 1 3 12 569
Estimating the NIH Efficient Frontier 0 0 0 0 0 0 0 3
Fear and Greed in Financial Markets: A Clinical Study of Day-Traders 0 1 2 148 3 7 20 700
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 2 4 12 27 5 16 38 112
Hamilton’s rule in economic decision-making 0 0 0 11 0 0 2 23
Hedge Fund Holdings and Stock Market Efficiency 0 0 1 13 1 2 11 69
Hedge Funds: A Dynamic Industry in Transition 1 1 2 22 1 2 11 127
Hedging Derivative Securities and Incomplete Markets: An (epsilon)-Arbitrage Approach 0 0 1 12 1 1 8 54
Identifying and Mitigating Potential Biases in Predicting Drug Approvals 0 2 3 5 0 3 5 13
Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios 0 0 2 24 2 6 30 184
Implementing Option Pricing Models When Asset Returns Are Predictable 0 0 1 148 0 2 6 496
Impossible Frontiers 0 0 1 15 0 0 2 260
Innovation at MIT 0 0 0 3 0 0 2 54
Introduction to Volume 5 of the Annual Review of Financial Economics 0 0 0 18 0 0 2 99
Is the FDA too conservative or too aggressive?: A Bayesian decision analysis of clinical trial design 0 1 7 25 3 8 26 134
Logit versus discriminant analysis: A specification test and application to corporate bankruptcies 0 2 4 403 0 2 7 764
Long-Term Memory in Stock Market Prices 0 2 11 1,285 2 9 38 4,631
MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS 0 1 1 70 0 1 2 354
Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective 0 0 2 23 0 0 8 70
Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data 0 1 2 43 1 2 4 144
Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents 0 0 0 61 0 1 7 237
Nonparametric risk management and implied risk aversion 0 1 4 522 0 3 15 1,292
Optimal control of execution costs 0 4 13 855 3 16 40 1,832
Preface to the Annual Review of Financial Economics 0 0 0 53 1 1 2 231
Privacy-Preserving Methods for Sharing Financial Risk Exposures 0 0 0 23 0 0 0 180
Reading about the Financial Crisis: A Twenty-One-Book Review 1 1 6 442 2 3 15 1,310
Regulatory reform in the wake of the financial crisis of 2007‐2008 0 0 1 50 0 3 15 339
Reply to “(Im)Possible Frontiers: A Comment†0 0 0 16 0 0 3 68
Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform 1 1 1 4 2 2 4 15
Risk and risk management in the credit card industry 0 0 4 39 1 5 23 225
Robert C. Merton: The First Financial Engineer 0 1 4 13 1 3 8 40
Robust ranking and portfolio optimization 1 2 3 41 1 2 5 122
Semi-parametric upper bounds for option prices and expected payoffs 0 0 1 210 0 0 2 372
Spectral factor models 0 3 10 33 2 7 21 110
Statistical tests of contingent-claims asset-pricing models: A new methodology 0 0 1 78 1 1 4 214
Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test 0 1 6 1,519 1 6 27 3,731
Systemic risk and the refinancing ratchet effect 0 1 2 87 2 3 4 571
THE ECONOMETRICS OF FINANCIAL MARKETS 6 17 67 589 15 51 169 1,621
The Derivatives Sourcebook 1 1 3 63 5 9 22 392
The Gordon Gekko effect: the role of culture in the financial industry 0 1 2 59 1 7 17 408
The Origin of Behavior 0 0 1 12 0 0 4 49
The Visible Hand 0 0 0 6 0 0 0 31
The growth of relative wealth and the Kelly criterion 0 0 1 17 1 3 8 87
The origin of cooperation 0 0 1 2 0 0 2 18
The size and power of the variance ratio test in finite samples: A Monte Carlo investigation 0 0 1 453 0 3 8 1,059
The sources and nature of long-term memory in aggregate output 0 0 0 80 0 0 1 436
To maximize or randomize? An experimental study of probability matching in financial decision making 0 0 0 2 0 0 1 12
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory 0 0 0 1 1 4 9 965
Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model 0 0 1 117 0 1 8 472
Variety Is the Spice of Life: Irrational Behavior as Adaptation to Stochastic Environments 0 0 0 12 0 1 3 115
What happened to the quants in August 2007? Evidence from factors and transactions data 1 2 13 383 4 15 66 1,587
When Are Contrarian Profits Due to Stock Market Overreaction? 1 2 6 984 3 6 26 2,775
When do stop-loss rules stop losses? 1 4 15 159 2 10 35 584
When is time continuous? 0 0 2 110 0 0 4 472
Total Journal Articles 31 113 392 13,753 123 403 1,340 44,297
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 2 18 156
Quantifying Systemic Risk 0 0 0 0 0 1 1 433
The Industrial Organization and Regulation of the Securities Industry 0 0 0 0 0 0 2 187
Total Books 0 0 0 0 1 3 21 776


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 0 5 29
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 0 0 0 0 1 4 13 194
IT'S 11 PM—DO YOU KNOW WHERE YOUR LIQUIDITY IS?: THE MEAN–VARIANCE–LIQUIDITY FRONTIER 0 0 0 5 0 0 4 28
Introduction 0 0 0 8 0 0 0 16
Introduction to "Quantifying Systemic Risk" 0 0 0 62 0 0 0 139
Introduction to "The Industrial Organization and Regulation of the Securities Industry" 0 0 1 20 0 0 1 89
SIFTING THROUGH THE WRECKAGE: LESSONS FROM RECENT HEDGE-FUND LIQUIDATIONS 0 0 0 2 0 0 1 11
Systemic Risk and Hedge Funds 0 1 2 143 0 3 5 427
WHEN IS TIME CONTINUOUS? 0 0 0 5 0 1 2 20
Where To From Here? 0 0 0 3 0 0 0 29
Total Chapters 0 1 3 255 1 8 31 982


Statistics updated 2025-07-04