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 1 109 2 2 11 435
A Cost/Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates 0 0 0 46 2 4 12 167
A Dynamic Model of Optimal Investment and Financial Policies with Costs of Adjustment and Leverage 0 0 0 1 2 11 16 205
A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks 1 3 5 237 4 12 54 750
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 2 2 6 292
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 1 1 6 157
A Simple Specification Test of the Random Walk Hypothesis 0 0 0 2 1 3 14 1,024
A Survey of Systemic Risk Analytics 2 6 8 115 13 23 49 515
Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery 0 0 0 3 4 8 9 22
An Econometric Analysis of Nonsynchronous Trading 1 2 2 360 4 8 18 858
An Econometric Analysis of Nonsyschronous-Trading 0 0 0 0 1 2 6 234
An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns 0 1 4 177 6 18 33 660
An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns 0 0 2 532 4 7 31 1,566
An Ordered Probit Analysis of Transaction Stock Prices 0 0 1 540 1 3 16 1,783
An Ordered Probit Analysis of Transaction Stock Prices 0 0 0 0 1 2 8 910
An Ordered Probit Analysis of Transaction Stock Prices (Reprint 029) 0 0 0 0 0 1 5 568
An ordered probit analysis of transaction stock prices 0 0 0 142 2 5 13 420
Asset Prices and Trading Volume Under Fixed Transactions Costs 0 0 0 145 3 7 20 724
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 0 0 2 2 5 13 18
Bayesian Adaptive Clinical Trials for Anti‐Infective Therapeutics during Epidemic Outbreaks 0 0 0 5 2 6 17 61
Competition and R&D Financing Decisions: Theory and Evidence from the Biopharmaceutical Industry 0 1 1 73 2 9 17 247
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 1 7 18 537
Data-snooping biases in tests of financial asset pricing models 0 1 1 87 2 7 18 326
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 0 2 3 382 2 7 23 950
Econometric Measures of Systemic Risk in the Finance and Insurance Sectors 1 1 3 389 2 6 28 1,092
Econometric Models of Limit-Order Executions 1 1 1 399 2 6 14 1,270
Econometric Models of Limit-Order Executions 2 2 3 168 3 4 10 755
Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs 0 0 1 12 3 6 13 66
Estimating the Financial Impact of Gene Therapy in the U.S 0 0 0 15 1 7 25 79
Fear and Greed in Financial Markets: A Clinical Study of Day-Traders 0 1 4 311 20 46 86 1,490
Financial Intermediation and the Funding of Biomedical Innovation: A Review 0 1 2 16 2 4 10 42
Financing Vaccines for Global Health Security 0 0 0 25 5 7 14 74
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 0 0 1 1,319 14 30 56 2,424
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 1 7 15 1,870 14 60 139 4,254
Frontiers of Finance: Evolution and Efficient Markets 0 0 0 521 2 2 20 1,685
Games of Survival in the Newspaper Industry 0 0 0 0 0 1 4 240
Global realignment in financial market dynamics: Evidence from ETF networks 0 2 2 56 4 7 18 107
Hedge Funds: A Dynamic Industry In Transition 1 1 2 87 5 13 40 299
Hedge fund holdings and stock market efficiency 1 2 2 70 2 8 17 281
Implementing Option Pricing Models When Asset Returns Are Predictable 0 0 0 459 0 1 14 1,568
Implementing option pricing models when asset returns are predictable 0 0 0 80 1 1 9 260
Impossible Frontiers 0 0 0 65 1 4 16 318
Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders 0 0 0 239 5 7 10 897
Is It Real, or Is It Randomized?: A Financial Turing Test 0 0 0 65 0 0 7 167
Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design 0 0 0 14 6 12 20 114
Logit Versus Discriminant Analysis: A Specification Test 0 0 0 1 2 4 10 519
Long-term Memory in Stock Market Prices 0 1 1 287 14 19 34 989
Long-term memory in stock market prices 0 0 3 169 6 14 33 595
Maximizing Predictability in the Stock and Bond Markets 0 0 1 749 0 4 11 2,082
Maximizing predictability in the stock and bond markets 0 0 1 98 1 5 13 384
Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data 0 0 1 408 3 5 17 1,070
Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data 0 0 0 0 1 1 10 276
Models of the term structure of interest rates 0 0 0 0 1 2 3 464
Moore's Law vs. Murphy's Law in the financial system: who's winning? 0 0 1 46 3 7 26 110
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices 0 0 0 576 5 9 23 2,042
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices 0 0 0 1 4 5 8 490
Nonparametric Risk Management and Implied Risk Aversion 0 0 1 499 2 8 28 1,331
Optimal Financing for R&D-Intensive Firms 0 0 2 50 5 9 17 127
Paying off the Competition: Contracting, Market Power, and Innovation Incentives 0 0 0 54 2 10 24 152
Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model 0 0 0 986 5 7 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 5 82
Risk and Risk Management in the Credit Card Industry 0 0 1 91 3 6 21 373
Sharing R&D Risk in Healthcare via FDA Hedges 0 0 2 30 4 6 20 113
Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revised: 10-85) 0 0 0 0 3 5 12 162
Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revision of 19-84) 0 0 0 0 0 2 6 189
Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test 0 3 18 1,001 14 31 92 3,303
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) 0 0 0 0 3 4 12 472
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) 0 0 0 0 7 13 29 257
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revision of 5-87) 0 0 0 0 4 7 17 366
Systemic Risk and Hedge Funds 1 1 1 824 6 19 32 2,256
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 162 2 3 9 571
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 125 1 1 14 564
The Gordon Gekko Effect: The Role of Culture in the Financial Industry 0 0 1 94 3 8 19 310
The Psychophysiology of Real-Time Financial Risk Processing 0 1 2 168 12 24 47 688
The Risk, Reward, and Asset Allocation of Nonprofit Endowment Funds 0 1 15 15 2 9 51 51
The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation 0 0 2 474 1 10 30 1,602
The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation 0 0 0 0 3 6 18 1,017
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 1 1 3 12 228
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 0 0 2 7 515
The Sources and Nature of Long-term Memory in the Business Cycle 0 0 1 91 1 2 13 476
The sources and nature of long-term memory in the business cycle 0 0 0 40 0 4 12 310
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory 0 0 1 666 1 2 12 2,297
Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model 0 0 0 233 3 7 21 791
WARNING: Physics Envy May Be Hazardous To Your Wealth! 0 2 4 431 8 18 38 1,326
What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data 0 1 1 261 6 27 47 928
When Do Stop-Loss Rules Stop Losses? 0 1 6 163 25 59 119 656
When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) 0 0 0 0 2 2 6 278
When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) 0 0 0 4 3 8 13 504
When are Contrarian Profits Due to Stock Market Overreaction? 1 1 2 410 9 19 38 1,195
When are contrarian profits due to stock market overreaction? 0 0 0 147 10 14 22 462
Total Working Papers 13 46 132 18,800 348 824 2,081 68,454

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 3 120 2 14 52 545
A Survey of Systemic Risk Analytics 3 4 12 461 12 18 70 1,520
A computational view of market efficiency 0 0 1 21 1 2 9 169
A large-sample chow test for the linear simultaneous equation 0 0 0 117 1 2 4 362
An Evolutionary Model of Bounded Rationality and Intelligence 0 0 0 0 4 5 11 17
An econometric analysis of nonsynchronous trading 0 1 4 456 4 7 26 1,140
An econometric model of serial correlation and illiquidity in hedge fund returns 2 5 10 223 10 30 82 1,050
An ordered probit analysis of transaction stock prices 0 0 2 569 2 17 46 1,472
Asset Prices and Trading Volume under Fixed Transactions Costs 0 0 0 26 3 6 19 447
Asset allocation and derivatives 0 0 0 20 3 3 6 132
Can Financial Economics Cure Cancer? 0 0 0 1 2 3 7 28
Can Financial Engineering Cure Cancer? 0 1 1 58 2 4 14 281
Can hedge funds time market liquidity? 0 0 1 42 4 10 18 329
Consumer credit-risk models via machine-learning algorithms 2 6 68 847 14 44 337 2,735
Data-Snooping Biases in Tests of Financial Asset Pricing Models 0 0 0 618 0 2 22 1,823
Econometric measures of connectedness and systemic risk in the finance and insurance sectors 4 7 35 690 19 62 208 2,225
Econometric models of limit-order executions 0 0 4 202 0 4 21 588
Estimating the NIH Efficient Frontier 0 0 0 0 2 4 9 12
Fear and Greed in Financial Markets: A Clinical Study of Day-Traders 0 0 3 150 3 18 48 744
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 0 1 5 30 13 29 70 171
Hamilton’s rule in economic decision-making 0 0 0 11 3 5 15 38
Hedge Fund Holdings and Stock Market Efficiency 0 0 0 13 3 18 32 99
Hedge Funds: A Dynamic Industry in Transition 1 1 4 25 3 9 21 147
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 2 5 1 1 6 16
Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios 0 0 1 25 3 8 34 215
Implementing Option Pricing Models When Asset Returns Are Predictable 0 0 0 148 4 11 32 526
Impossible Frontiers 0 0 0 15 2 5 15 275
Innovation at MIT 0 0 0 3 2 4 9 63
Introduction to Volume 5 of the Annual Review of Financial Economics 0 0 0 18 3 3 11 110
Is the FDA too conservative or too aggressive?: A Bayesian decision analysis of clinical trial design 2 3 5 29 5 10 32 160
Logit versus discriminant analysis: A specification test and application to corporate bankruptcies 0 0 4 405 2 2 12 774
Long-Term Memory in Stock Market Prices 0 0 3 1,287 10 18 69 4,693
MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS 0 0 3 72 2 2 19 372
Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective 0 0 0 23 2 3 10 80
Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data 0 0 2 44 3 16 36 178
Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents 0 0 1 62 2 8 21 258
Nonparametric risk management and implied risk aversion 0 0 3 524 5 10 34 1,324
Optimal control of execution costs 1 3 8 861 6 15 58 1,879
Preface to the Annual Review of Financial Economics 0 0 0 53 1 2 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 4 8 26 1,334
Regulatory reform in the wake of the financial crisis of 2007‐2008 0 0 0 50 6 9 30 367
Reply to “(Im)Possible Frontiers: A Comment†0 0 0 16 2 2 3 71
Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform 0 0 1 4 1 4 14 27
Risk and risk management in the credit card industry 0 1 1 40 7 10 28 250
Robert C. Merton: The First Financial Engineer 0 0 0 13 4 5 12 50
Robust ranking and portfolio optimization 0 0 3 43 3 8 18 139
Semi-parametric upper bounds for option prices and expected payoffs 1 1 1 211 2 5 8 380
Spectral factor models 1 3 6 38 4 17 41 146
Statistical tests of contingent-claims asset-pricing models: A new methodology 0 0 0 78 1 2 7 220
Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test 1 2 6 1,524 7 11 37 3,764
Systemic risk and the refinancing ratchet effect 0 0 1 88 2 5 18 587
THE ECONOMETRICS OF FINANCIAL MARKETS 21 57 109 688 52 129 272 1,869
The Derivatives Sourcebook 0 0 2 64 12 28 72 457
The Gordon Gekko effect: the role of culture in the financial industry 0 0 2 61 3 6 29 434
The Origin of Behavior 1 1 3 15 1 8 23 72
The Visible Hand 0 0 0 6 4 5 10 41
The growth of relative wealth and the Kelly criterion 0 0 2 19 2 6 31 115
The origin of cooperation 0 0 0 2 1 4 7 25
The size and power of the variance ratio test in finite samples: A Monte Carlo investigation 0 0 0 453 4 5 31 1,088
The sources and nature of long-term memory in aggregate output 0 0 0 80 2 4 15 451
To maximize or randomize? An experimental study of probability matching in financial decision making 0 0 0 2 5 6 10 22
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory 0 0 0 1 1 6 18 980
Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model 0 0 0 117 5 10 21 493
Variety Is the Spice of Life: Irrational Behavior as Adaptation to Stochastic Environments 0 0 1 13 3 10 20 134
What happened to the quants in August 2007? Evidence from factors and transactions data 0 2 8 390 9 20 66 1,645
When Are Contrarian Profits Due to Stock Market Overreaction? 1 2 4 987 14 27 66 2,836
When do stop-loss rules stop losses? 0 1 8 164 20 46 86 663
When is time continuous? 0 1 1 111 1 5 14 486
Total Journal Articles 41 105 349 14,033 345 846 2,607 46,635
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 4 11 43 197
Quantifying Systemic Risk 0 0 0 0 2 16 42 474
The Industrial Organization and Regulation of the Securities Industry 0 0 0 0 0 0 4 191
Total Books 0 0 0 0 6 27 89 862

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 2 3 12 41
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 0 0 0 0 6 8 58 248
IT'S 11 PM—DO YOU KNOW WHERE YOUR LIQUIDITY IS?: THE MEAN–VARIANCE–LIQUIDITY FRONTIER 1 1 3 8 2 7 17 45
Introduction 0 0 0 8 2 2 5 21
Introduction to "Quantifying Systemic Risk" 0 0 0 62 2 4 10 149
Introduction to "The Industrial Organization and Regulation of the Securities Industry" 0 0 0 20 2 2 7 96
SIFTING THROUGH THE WRECKAGE: LESSONS FROM RECENT HEDGE-FUND LIQUIDATIONS 1 1 1 3 4 5 11 22
Systemic Risk and Hedge Funds 1 1 2 144 5 7 23 448
WHEN IS TIME CONTINUOUS? 0 0 0 5 2 3 10 30
Where To From Here? 0 0 0 3 1 7 10 39
Total Chapters 3 3 6 260 28 48 163 1,139

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Statistics updated 2026-05-06