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 3 10 433
A Cost/Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates 0 0 0 46 1 8 9 164
A Dynamic Model of Optimal Investment and Financial Policies with Costs of Adjustment and Leverage 0 0 0 1 6 9 11 200
A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks 1 1 4 235 4 17 55 742
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 0 4 6 156
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 0 4 4 290
A Simple Specification Test of the Random Walk Hypothesis 0 0 0 2 0 9 12 1,021
A Survey of Systemic Risk Analytics 1 1 3 110 4 22 33 496
Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery 0 0 0 3 3 4 6 17
An Econometric Analysis of Nonsynchronous Trading 0 0 1 358 2 6 14 852
An Econometric Analysis of Nonsyschronous-Trading 0 0 0 0 1 3 6 233
An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns 0 2 3 176 8 17 24 650
An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns 0 1 2 532 1 11 25 1,560
An Ordered Probit Analysis of Transaction Stock Prices 0 0 0 0 1 6 8 909
An Ordered Probit Analysis of Transaction Stock Prices 0 1 1 540 1 10 15 1,781
An Ordered Probit Analysis of Transaction Stock Prices (Reprint 029) 0 0 0 0 1 4 5 568
An ordered probit analysis of transaction stock prices 0 0 0 142 1 6 9 416
Asset Prices and Trading Volume Under Fixed Transactions Costs 0 0 0 70 0 3 4 310
Asset Prices and Trading Volume Under Fixed Transactions Costs 0 0 0 2 1 6 9 14
Asset Prices and Trading Volume Under Fixed Transactions Costs 0 0 0 145 1 12 17 718
Bayesian Adaptive Clinical Trials for Anti‐Infective Therapeutics during Epidemic Outbreaks 0 0 0 5 2 10 13 57
Competition and R&D Financing Decisions: Theory and Evidence from the Biopharmaceutical Industry 1 1 1 73 4 9 13 242
Data Snooping Biases in Tests of Financial Asset Pricing Models (Reprint 002) 0 0 0 1 0 3 4 345
Data-Snooping Biases in Tests of Financial Asset Pricing Models 0 0 0 145 3 11 15 533
Data-snooping biases in tests of financial asset pricing models 0 0 0 86 3 9 14 322
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 0 0 2 380 3 8 22 946
Econometric Measures of Systemic Risk in the Finance and Insurance Sectors 0 0 2 388 2 11 24 1,088
Econometric Models of Limit-Order Executions 0 0 1 166 1 4 7 752
Econometric Models of Limit-Order Executions 0 0 0 398 2 9 10 1,266
Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs 0 1 1 12 3 7 10 63
Estimating the Financial Impact of Gene Therapy in the U.S 0 0 0 15 5 16 23 77
Fear and Greed in Financial Markets: A Clinical Study of Day-Traders 1 2 5 311 15 40 61 1,459
Financial Intermediation and the Funding of Biomedical Innovation: A Review 0 0 2 15 1 5 8 39
Financing Vaccines for Global Health Security 0 0 0 25 2 7 9 69
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 0 0 1 1,319 9 30 35 2,403
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 3 4 12 1,866 21 60 107 4,215
Frontiers of Finance: Evolution and Efficient Markets 0 0 0 521 0 8 18 1,683
Games of Survival in the Newspaper Industry 0 0 0 0 1 3 4 240
Global realignment in financial market dynamics: Evidence from ETF networks 1 1 1 55 2 11 14 102
Hedge Funds: A Dynamic Industry In Transition 0 0 1 86 5 23 35 291
Hedge fund holdings and stock market efficiency 1 1 2 69 3 10 14 276
Implementing Option Pricing Models When Asset Returns Are Predictable 0 0 0 459 1 9 14 1,568
Implementing option pricing models when asset returns are predictable 0 0 0 80 0 4 8 259
Impossible Frontiers 0 0 0 65 2 12 14 316
Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders 0 0 0 239 2 2 5 892
Is It Real, or Is It Randomized?: A Financial Turing Test 0 0 0 65 0 5 7 167
Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design 0 0 0 14 0 6 8 102
Logit Versus Discriminant Analysis: A Specification Test 0 0 0 1 2 4 8 517
Long-term Memory in Stock Market Prices 1 1 1 287 5 14 21 975
Long-term memory in stock market prices 0 1 3 169 5 15 25 586
Maximizing Predictability in the Stock and Bond Markets 0 0 1 749 1 7 8 2,079
Maximizing predictability in the stock and bond markets 0 0 1 98 4 10 12 383
Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data 0 0 1 408 2 11 14 1,067
Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data 0 0 0 0 0 6 10 275
Models of the term structure of interest rates 0 0 0 0 1 1 2 463
Moore's Law vs. Murphy's Law in the financial system: who's winning? 0 0 1 46 3 17 23 106
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices 0 0 0 1 1 2 5 486
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices 0 0 0 576 2 11 18 2,035
Nonparametric Risk Management and Implied Risk Aversion 0 0 1 499 3 16 24 1,326
Optimal Financing for R&D-Intensive Firms 0 1 2 50 2 7 11 120
Paying off the Competition: Contracting, Market Power, and Innovation Incentives 0 0 0 54 8 15 24 150
Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model 0 0 0 986 1 4 5 3,611
Pricing and hedging derivative securities in incomplete markets: an e-arbitrage approach 0 0 0 76 0 5 8 298
Privacy-Preserving Methods for Sharing Financial Risk Exposures 0 0 0 15 1 4 4 81
Risk and Risk Management in the Credit Card Industry 0 0 2 91 2 15 20 369
Sharing R&D Risk in Healthcare via FDA Hedges 0 0 2 30 1 9 16 108
Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revised: 10-85) 0 0 0 0 0 4 7 157
Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revision of 19-84) 0 0 0 0 2 4 6 189
Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test 3 10 20 1,001 14 44 82 3,286
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) 0 0 0 0 1 6 12 469
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) 0 0 0 0 2 13 19 246
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revision of 5-87) 0 0 0 0 3 9 13 362
Systemic Risk and Hedge Funds 0 0 0 823 11 22 24 2,248
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 125 0 6 13 563
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 162 0 4 7 568
The Gordon Gekko Effect: The Role of Culture in the Financial Industry 0 0 1 94 3 11 14 305
The Psychophysiology of Real-Time Financial Risk Processing 1 1 5 168 4 23 33 668
The Risk, Reward, and Asset Allocation of Nonprofit Endowment Funds 1 3 15 15 5 24 47 47
The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation 0 0 2 474 4 14 24 1,596
The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation 0 0 0 0 2 9 14 1,013
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 0 0 3 5 513
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 1 1 9 10 226
The Sources and Nature of Long-term Memory in the Business Cycle 0 1 1 91 1 10 12 475
The sources and nature of long-term memory in the business cycle 0 0 0 40 1 9 9 307
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory 0 0 1 666 1 3 11 2,296
Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model 0 0 0 233 1 8 15 785
WARNING: Physics Envy May Be Hazardous To Your Wealth! 1 2 4 430 4 13 26 1,312
What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data 0 0 0 260 2 16 25 903
When Do Stop-Loss Rules Stop Losses? 0 1 5 162 18 41 80 615
When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) 0 0 0 4 5 8 11 501
When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) 0 0 0 0 0 2 7 276
When are Contrarian Profits Due to Stock Market Overreaction? 0 0 1 409 6 14 25 1,182
When are contrarian profits due to stock market overreaction? 0 0 0 147 3 6 12 451
Total Working Papers 16 37 116 18,770 266 1,004 1,619 67,896

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 7 26 49 538
A Survey of Systemic Risk Analytics 0 2 10 457 1 33 56 1,503
A computational view of market efficiency 0 0 1 21 1 6 8 168
A large-sample chow test for the linear simultaneous equation 0 0 0 117 1 1 3 361
An Evolutionary Model of Bounded Rationality and Intelligence 0 0 0 0 1 4 7 13
An econometric analysis of nonsynchronous trading 0 0 5 455 2 12 25 1,135
An econometric model of serial correlation and illiquidity in hedge fund returns 3 4 10 221 6 19 64 1,026
An ordered probit analysis of transaction stock prices 0 1 2 569 11 27 40 1,466
Asset Prices and Trading Volume under Fixed Transactions Costs 0 0 0 26 2 8 17 443
Asset allocation and derivatives 0 0 1 20 0 2 4 129
Can Financial Economics Cure Cancer? 0 0 0 1 0 3 4 25
Can Financial Engineering Cure Cancer? 1 1 1 58 2 9 13 279
Can hedge funds time market liquidity? 0 0 1 42 4 8 12 323
Consumer credit-risk models via machine-learning algorithms 2 12 80 843 16 75 344 2,707
Data-Snooping Biases in Tests of Financial Asset Pricing Models 0 0 0 618 2 15 24 1,823
Econometric measures of connectedness and systemic risk in the finance and insurance sectors 1 7 37 684 21 78 186 2,184
Econometric models of limit-order executions 0 2 4 202 3 11 22 587
Estimating the NIH Efficient Frontier 0 0 0 0 2 6 7 10
Fear and Greed in Financial Markets: A Clinical Study of Day-Traders 0 0 3 150 4 16 42 730
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 1 2 7 30 11 22 60 153
Hamilton’s rule in economic decision-making 0 0 0 11 1 8 11 34
Hedge Fund Holdings and Stock Market Efficiency 0 0 0 13 10 16 24 91
Hedge Funds: A Dynamic Industry in Transition 0 0 3 24 5 11 18 143
Hedging Derivative Securities and Incomplete Markets: An (epsilon)-Arbitrage Approach 0 0 2 14 0 5 12 64
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 5 16 34 212
Implementing Option Pricing Models When Asset Returns Are Predictable 0 0 0 148 3 16 24 518
Impossible Frontiers 0 0 1 15 1 7 12 271
Innovation at MIT 0 0 0 3 2 4 7 61
Introduction to Volume 5 of the Annual Review of Financial Economics 0 0 0 18 0 7 8 107
Is the FDA too conservative or too aggressive?: A Bayesian decision analysis of clinical trial design 1 1 5 27 3 12 30 153
Logit versus discriminant analysis: A specification test and application to corporate bankruptcies 0 1 4 405 0 5 11 772
Long-Term Memory in Stock Market Prices 0 0 5 1,287 6 39 61 4,681
MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS 0 0 3 72 0 11 17 370
Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective 0 0 0 23 0 4 8 77
Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data 0 0 2 44 11 26 31 173
Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents 0 1 1 62 2 10 17 252
Nonparametric risk management and implied risk aversion 0 0 3 524 3 11 30 1,317
Optimal control of execution costs 1 1 8 859 6 17 56 1,870
Preface to the Annual Review of Financial Economics 0 0 0 53 1 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 0 0 3 442 3 7 25 1,329
Regulatory reform in the wake of the financial crisis of 2007‐2008 0 0 0 50 2 12 25 360
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 2 8 12 25
Risk and risk management in the credit card industry 0 0 0 39 0 8 21 240
Robert C. Merton: The First Financial Engineer 0 0 1 13 1 6 9 46
Robust ranking and portfolio optimization 0 1 4 43 4 9 15 135
Semi-parametric upper bounds for option prices and expected payoffs 0 0 0 210 2 4 5 377
Spectral factor models 1 1 6 36 7 16 33 136
Statistical tests of contingent-claims asset-pricing models: A new methodology 0 0 0 78 1 4 6 219
Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test 1 2 5 1,523 1 7 31 3,754
Systemic risk and the refinancing ratchet effect 0 0 2 88 2 10 16 584
THE ECONOMETRICS OF FINANCIAL MARKETS 19 38 82 650 38 96 216 1,778
The Derivatives Sourcebook 0 0 3 64 10 31 59 439
The Gordon Gekko effect: the role of culture in the financial industry 0 0 3 61 3 14 32 431
The Origin of Behavior 0 0 2 14 5 16 20 69
The Visible Hand 0 0 0 6 0 3 5 36
The growth of relative wealth and the Kelly criterion 0 0 3 19 3 7 29 112
The origin of cooperation 0 0 0 2 1 4 4 22
The size and power of the variance ratio test in finite samples: A Monte Carlo investigation 0 0 0 453 1 12 28 1,084
The sources and nature of long-term memory in aggregate output 0 0 0 80 2 12 13 449
To maximize or randomize? An experimental study of probability matching in financial decision making 0 0 0 2 0 4 4 16
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory 0 0 0 1 1 5 14 975
Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model 0 0 0 117 2 9 15 485
Variety Is the Spice of Life: Irrational Behavior as Adaptation to Stochastic Environments 0 0 1 13 5 10 15 129
What happened to the quants in August 2007? Evidence from factors and transactions data 1 4 8 389 5 22 60 1,630
When Are Contrarian Profits Due to Stock Market Overreaction? 0 0 3 985 5 28 45 2,814
When do stop-loss rules stop losses? 0 3 8 163 10 24 53 627
When is time continuous? 1 1 1 111 2 8 12 483
Total Journal Articles 33 85 341 13,961 274 1,007 2,242 46,063
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 29 37 190
Quantifying Systemic Risk 0 0 0 0 9 27 35 467
The Industrial Organization and Regulation of the Securities Industry 0 0 0 0 0 2 4 191
Total Books 0 0 0 0 13 58 76 848

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 1 7 12 39
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 0 0 0 0 1 40 52 241
IT'S 11 PM—DO YOU KNOW WHERE YOUR LIQUIDITY IS?: THE MEAN–VARIANCE–LIQUIDITY FRONTIER 0 0 2 7 1 3 11 39
Introduction 0 0 0 8 0 2 3 19
Introduction to "Quantifying Systemic Risk" 0 0 0 62 2 7 8 147
Introduction to "The Industrial Organization and Regulation of the Securities Industry" 0 0 0 20 0 4 5 94
SIFTING THROUGH THE WRECKAGE: LESSONS FROM RECENT HEDGE-FUND LIQUIDATIONS 0 0 0 2 0 2 6 17
Systemic Risk and Hedge Funds 0 0 1 143 0 10 17 441
WHEN IS TIME CONTINUOUS? 0 0 0 5 1 7 9 28
Where To From Here? 0 0 0 3 4 6 7 36
Total Chapters 0 0 3 257 10 88 130 1,101

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Statistics updated 2026-03-04