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 0 1 9 433
A Cost/Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates 0 0 0 46 1 7 10 165
A Dynamic Model of Optimal Investment and Financial Policies with Costs of Adjustment and Leverage 0 0 0 1 3 12 14 203
A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks 1 2 5 236 4 13 59 746
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 0 2 6 156
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 0 3 4 290
A Simple Specification Test of the Random Walk Hypothesis 0 0 0 2 2 7 14 1,023
A Survey of Systemic Risk Analytics 3 4 6 113 6 18 39 502
Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery 0 0 0 3 1 5 6 18
An Econometric Analysis of Nonsynchronous Trading 1 1 2 359 2 7 16 854
An Econometric Analysis of Nonsyschronous-Trading 0 0 0 0 0 1 6 233
An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns 1 1 4 177 4 17 28 654
An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns 0 0 2 532 2 10 27 1,562
An Ordered Probit Analysis of Transaction Stock Prices 0 0 0 0 0 6 7 909
An Ordered Probit Analysis of Transaction Stock Prices 0 0 1 540 1 8 15 1,782
An Ordered Probit Analysis of Transaction Stock Prices (Reprint 029) 0 0 0 0 0 4 5 568
An ordered probit analysis of transaction stock prices 0 0 0 142 2 8 11 418
Asset Prices and Trading Volume Under Fixed Transactions Costs 0 0 0 145 3 13 20 721
Asset Prices and Trading Volume Under Fixed Transactions Costs 0 0 0 2 2 8 11 16
Asset Prices and Trading Volume Under Fixed Transactions Costs 0 0 0 70 0 3 4 310
Bayesian Adaptive Clinical Trials for Anti‐Infective Therapeutics during Epidemic Outbreaks 0 0 0 5 2 10 15 59
Competition and R&D Financing Decisions: Theory and Evidence from the Biopharmaceutical Industry 0 1 1 73 3 10 15 245
Data Snooping Biases in Tests of Financial Asset Pricing Models (Reprint 002) 0 0 0 1 0 2 4 345
Data-Snooping Biases in Tests of Financial Asset Pricing Models 0 0 0 145 3 13 17 536
Data-snooping biases in tests of financial asset pricing models 1 1 1 87 2 7 16 324
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 2 2 3 382 2 7 23 948
Econometric Measures of Systemic Risk in the Finance and Insurance Sectors 0 0 2 388 2 10 26 1,090
Econometric Models of Limit-Order Executions 0 0 1 166 0 4 7 752
Econometric Models of Limit-Order Executions 0 0 0 398 2 9 12 1,268
Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs 0 1 1 12 0 5 10 63
Estimating the Financial Impact of Gene Therapy in the U.S 0 0 0 15 1 12 24 78
Fear and Greed in Financial Markets: A Clinical Study of Day-Traders 0 1 4 311 11 34 68 1,470
Financial Intermediation and the Funding of Biomedical Innovation: A Review 1 1 3 16 1 3 9 40
Financing Vaccines for Global Health Security 0 0 0 25 0 5 9 69
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 0 0 1 1,319 7 29 42 2,410
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 3 6 14 1,869 25 59 129 4,240
Frontiers of Finance: Evolution and Efficient Markets 0 0 0 521 0 3 18 1,683
Games of Survival in the Newspaper Industry 0 0 0 0 0 2 4 240
Global realignment in financial market dynamics: Evidence from ETF networks 1 2 2 56 1 7 15 103
Hedge Funds: A Dynamic Industry In Transition 0 0 1 86 3 22 37 294
Hedge fund holdings and stock market efficiency 0 1 2 69 3 11 17 279
Implementing Option Pricing Models When Asset Returns Are Predictable 0 0 0 459 0 6 14 1,568
Implementing option pricing models when asset returns are predictable 0 0 0 80 0 1 8 259
Impossible Frontiers 0 0 0 65 1 12 15 317
Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders 0 0 0 239 0 2 5 892
Is It Real, or Is It Randomized?: A Financial Turing Test 0 0 0 65 0 2 7 167
Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design 0 0 0 14 6 9 14 108
Logit Versus Discriminant Analysis: A Specification Test 0 0 0 1 0 3 8 517
Long-term Memory in Stock Market Prices 0 1 1 287 0 10 21 975
Long-term memory in stock market prices 0 1 3 169 3 14 27 589
Maximizing Predictability in the Stock and Bond Markets 0 0 1 749 3 9 11 2,082
Maximizing predictability in the stock and bond markets 0 0 1 98 0 8 12 383
Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data 0 0 1 408 0 7 14 1,067
Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data 0 0 0 0 0 1 9 275
Models of the term structure of interest rates 0 0 0 0 0 1 2 463
Moore's Law vs. Murphy's Law in the financial system: who's winning? 0 0 1 46 1 10 24 107
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices 0 0 0 576 2 7 18 2,037
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices 0 0 0 1 0 1 4 486
Nonparametric Risk Management and Implied Risk Aversion 0 0 1 499 3 13 26 1,329
Optimal Financing for R&D-Intensive Firms 0 0 2 50 2 8 13 122
Paying off the Competition: Contracting, Market Power, and Innovation Incentives 0 0 0 54 0 12 24 150
Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model 0 0 0 986 1 4 6 3,612
Pricing and hedging derivative securities in incomplete markets: an e-arbitrage approach 0 0 0 76 0 4 8 298
Privacy-Preserving Methods for Sharing Financial Risk Exposures 0 0 0 15 0 3 4 81
Risk and Risk Management in the Credit Card Industry 0 0 1 91 1 13 20 370
Sharing R&D Risk in Healthcare via FDA Hedges 0 0 2 30 1 7 16 109
Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revised: 10-85) 0 0 0 0 2 5 9 159
Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revision of 19-84) 0 0 0 0 0 3 6 189
Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test 0 3 20 1,001 3 25 82 3,289
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) 0 0 0 0 0 3 11 469
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) 0 0 0 0 4 12 22 250
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revision of 5-87) 0 0 0 0 0 8 13 362
Systemic Risk and Hedge Funds 0 0 0 823 2 22 26 2,250
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 162 1 3 7 569
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 125 0 6 13 563
The Gordon Gekko Effect: The Role of Culture in the Financial Industry 0 0 1 94 2 9 16 307
The Psychophysiology of Real-Time Financial Risk Processing 0 1 3 168 8 23 38 676
The Risk, Reward, and Asset Allocation of Nonprofit Endowment Funds 0 3 15 15 2 17 49 49
The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation 0 0 2 474 5 16 29 1,601
The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation 0 0 0 0 1 7 15 1,014
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 1 1 7 11 227
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 0 2 3 7 515
The Sources and Nature of Long-term Memory in the Business Cycle 0 0 1 91 0 7 12 475
The sources and nature of long-term memory in the business cycle 0 0 0 40 3 12 12 310
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory 0 0 1 666 0 3 11 2,296
Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model 0 0 0 233 3 9 18 788
WARNING: Physics Envy May Be Hazardous To Your Wealth! 1 3 4 431 6 15 30 1,318
What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data 1 1 1 261 19 30 43 922
When Do Stop-Loss Rules Stop Losses? 1 1 6 163 16 49 95 631
When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) 0 0 0 0 0 1 5 276
When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) 0 0 0 4 0 7 10 501
When are Contrarian Profits Due to Stock Market Overreaction? 0 0 1 409 4 13 29 1,186
When are contrarian profits due to stock market overreaction? 0 0 0 147 1 5 13 452
Total Working Papers 17 38 126 18,787 210 904 1,790 68,106

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 5 27 54 543
A Survey of Systemic Risk Analytics 1 3 11 458 5 26 60 1,508
A computational view of market efficiency 0 0 1 21 0 5 8 168
A large-sample chow test for the linear simultaneous equation 0 0 0 117 0 1 3 361
An Evolutionary Model of Bounded Rationality and Intelligence 0 0 0 0 0 3 7 13
An econometric analysis of nonsynchronous trading 1 1 6 456 1 9 26 1,136
An econometric model of serial correlation and illiquidity in hedge fund returns 0 4 9 221 14 24 75 1,040
An ordered probit analysis of transaction stock prices 0 0 2 569 4 30 44 1,470
Asset Prices and Trading Volume under Fixed Transactions Costs 0 0 0 26 1 7 18 444
Asset allocation and derivatives 0 0 1 20 0 2 4 129
Can Financial Economics Cure Cancer? 0 0 0 1 1 4 5 26
Can Financial Engineering Cure Cancer? 0 1 1 58 0 7 13 279
Can hedge funds time market liquidity? 0 0 1 42 2 9 14 325
Consumer credit-risk models via machine-learning algorithms 2 8 75 845 14 51 344 2,721
Data-Snooping Biases in Tests of Financial Asset Pricing Models 0 0 0 618 0 9 23 1,823
Econometric measures of connectedness and systemic risk in the finance and insurance sectors 2 6 39 686 22 68 202 2,206
Econometric models of limit-order executions 0 1 4 202 1 7 22 588
Estimating the NIH Efficient Frontier 0 0 0 0 0 5 7 10
Fear and Greed in Financial Markets: A Clinical Study of Day-Traders 0 0 3 150 11 21 48 741
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 0 2 7 30 5 20 62 158
Hamilton’s rule in economic decision-making 0 0 0 11 1 7 12 35
Hedge Fund Holdings and Stock Market Efficiency 0 0 0 13 5 17 29 96
Hedge Funds: A Dynamic Industry in Transition 0 0 3 24 1 11 19 144
Hedging Derivative Securities and Incomplete Markets: An (epsilon)-Arbitrage Approach 1 1 3 15 1 5 12 65
Identifying and Mitigating Potential Biases in Predicting Drug Approvals 0 0 2 5 0 1 5 15
Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios 0 0 1 25 0 12 34 212
Implementing Option Pricing Models When Asset Returns Are Predictable 0 0 0 148 4 19 28 522
Impossible Frontiers 0 0 0 15 2 8 13 273
Innovation at MIT 0 0 0 3 0 4 7 61
Introduction to Volume 5 of the Annual Review of Financial Economics 0 0 0 18 0 2 8 107
Is the FDA too conservative or too aggressive?: A Bayesian decision analysis of clinical trial design 0 1 3 27 2 8 29 155
Logit versus discriminant analysis: A specification test and application to corporate bankruptcies 0 0 4 405 0 3 10 772
Long-Term Memory in Stock Market Prices 0 0 4 1,287 2 25 61 4,683
MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS 0 0 3 72 0 8 17 370
Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective 0 0 0 23 1 4 8 78
Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data 0 0 2 44 2 24 33 175
Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents 0 0 1 62 4 10 20 256
Nonparametric risk management and implied risk aversion 0 0 3 524 2 12 30 1,319
Optimal control of execution costs 1 2 9 860 3 16 57 1,873
Preface to the Annual Review of Financial Economics 0 0 0 53 0 1 7 237
Privacy-Preserving Methods for Sharing Financial Risk Exposures 0 0 0 23 0 3 9 189
Reading about the Financial Crisis: A Twenty-One-Book Review 1 1 2 443 1 7 23 1,330
Regulatory reform in the wake of the financial crisis of 2007‐2008 0 0 0 50 1 9 25 361
Reply to “(Im)Possible Frontiers: A Comment†0 0 0 16 0 0 1 69
Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform 0 0 1 4 1 7 13 26
Risk and risk management in the credit card industry 1 1 1 40 3 7 23 243
Robert C. Merton: The First Financial Engineer 0 0 1 13 0 6 9 46
Robust ranking and portfolio optimization 0 0 4 43 1 6 16 136
Semi-parametric upper bounds for option prices and expected payoffs 0 0 0 210 1 5 6 378
Spectral factor models 1 2 7 37 6 19 39 142
Statistical tests of contingent-claims asset-pricing models: A new methodology 0 0 0 78 0 3 6 219
Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test 0 2 5 1,523 3 7 32 3,757
Systemic risk and the refinancing ratchet effect 0 0 2 88 1 10 17 585
THE ECONOMETRICS OF FINANCIAL MARKETS 17 49 95 667 39 109 247 1,817
The Derivatives Sourcebook 0 0 2 64 6 29 62 445
The Gordon Gekko effect: the role of culture in the financial industry 0 0 3 61 0 9 30 431
The Origin of Behavior 0 0 2 14 2 17 22 71
The Visible Hand 0 0 0 6 1 1 6 37
The growth of relative wealth and the Kelly criterion 0 0 2 19 1 6 29 113
The origin of cooperation 0 0 0 2 2 5 6 24
The size and power of the variance ratio test in finite samples: A Monte Carlo investigation 0 0 0 453 0 8 28 1,084
The sources and nature of long-term memory in aggregate output 0 0 0 80 0 9 13 449
To maximize or randomize? An experimental study of probability matching in financial decision making 0 0 0 2 1 5 5 17
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory 0 0 0 1 4 8 18 979
Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model 0 0 0 117 3 12 17 488
Variety Is the Spice of Life: Irrational Behavior as Adaptation to Stochastic Environments 0 0 1 13 2 12 17 131
What happened to the quants in August 2007? Evidence from factors and transactions data 1 3 9 390 6 20 64 1,636
When Are Contrarian Profits Due to Stock Market Overreaction? 1 1 4 986 8 21 53 2,822
When do stop-loss rules stop losses? 1 1 9 164 16 34 69 643
When is time continuous? 0 1 1 111 2 7 13 485
Total Journal Articles 31 91 352 13,992 227 933 2,396 46,290
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 17 39 193
Quantifying Systemic Risk 0 0 0 0 5 28 40 472
The Industrial Organization and Regulation of the Securities Industry 0 0 0 0 0 2 4 191
Total Books 0 0 0 0 8 47 83 856

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 3 10 39
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 0 0 0 0 1 24 52 242
IT'S 11 PM—DO YOU KNOW WHERE YOUR LIQUIDITY IS?: THE MEAN–VARIANCE–LIQUIDITY FRONTIER 0 0 2 7 4 7 15 43
Introduction 0 0 0 8 0 2 3 19
Introduction to "Quantifying Systemic Risk" 0 0 0 62 0 5 8 147
Introduction to "The Industrial Organization and Regulation of the Securities Industry" 0 0 0 20 0 3 5 94
SIFTING THROUGH THE WRECKAGE: LESSONS FROM RECENT HEDGE-FUND LIQUIDATIONS 0 0 0 2 1 2 7 18
Systemic Risk and Hedge Funds 0 0 1 143 2 10 19 443
WHEN IS TIME CONTINUOUS? 0 0 0 5 0 6 9 28
Where To From Here? 0 0 0 3 2 8 9 38
Total Chapters 0 0 3 257 10 70 137 1,111

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Statistics updated 2026-04-09