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 0 1 10 438
A Cost/Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates 0 0 0 46 0 0 13 169
A Dynamic Model of Optimal Investment and Financial Policies with Costs of Adjustment and Leverage 0 0 0 1 0 0 18 207
A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks 0 1 6 239 2 6 41 760
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 2 2 9 160
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 0 0 6 292
A Simple Specification Test of the Random Walk Hypothesis 0 0 0 2 0 0 15 1,025
A Survey of Systemic Risk Analytics 0 0 7 116 5 5 52 523
Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery 0 0 0 3 0 2 11 24
An Econometric Analysis of Nonsynchronous Trading 0 0 4 362 1 4 23 866
An Econometric Analysis of Nonsyschronous-Trading 0 0 0 0 1 4 10 240
An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns 0 0 4 178 0 4 41 670
An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns 0 2 3 534 2 6 38 1,575
An Ordered Probit Analysis of Transaction Stock Prices 0 0 0 0 0 0 11 913
An Ordered Probit Analysis of Transaction Stock Prices 0 0 1 540 0 1 16 1,785
An Ordered Probit Analysis of Transaction Stock Prices (Reprint 029) 0 0 0 0 0 0 6 569
An ordered probit analysis of transaction stock prices 0 0 0 142 0 0 11 420
Asset Prices and Trading Volume Under Fixed Transactions Costs 0 0 0 145 0 3 24 728
Asset Prices and Trading Volume Under Fixed Transactions Costs 1 1 1 71 1 3 7 313
Asset Prices and Trading Volume Under Fixed Transactions Costs 0 0 1 3 0 1 15 21
Bayesian Adaptive Clinical Trials for Anti‐Infective Therapeutics during Epidemic Outbreaks 0 0 0 5 0 0 16 62
Competition and R&D Financing Decisions: Theory and Evidence from the Biopharmaceutical Industry 0 0 1 73 0 1 17 249
Data Snooping Biases in Tests of Financial Asset Pricing Models (Reprint 002) 0 0 0 1 0 0 4 346
Data-Snooping Biases in Tests of Financial Asset Pricing Models 0 0 0 145 1 3 21 543
Data-snooping biases in tests of financial asset pricing models 0 0 2 88 0 2 23 332
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 0 0 3 383 1 2 24 954
Econometric Measures of Systemic Risk in the Finance and Insurance Sectors 0 0 1 389 1 3 27 1,098
Econometric Models of Limit-Order Executions 0 0 2 400 0 1 16 1,272
Econometric Models of Limit-Order Executions 0 0 3 168 0 0 12 758
Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs 0 0 1 12 0 1 13 68
Estimating the Financial Impact of Gene Therapy in the U.S 0 0 1 16 0 1 27 84
Fear and Greed in Financial Markets: A Clinical Study of Day-Traders 0 0 2 311 3 11 98 1,511
Financial Intermediation and the Funding of Biomedical Innovation: A Review 0 0 1 16 1 2 12 45
Financing Vaccines for Global Health Security 0 0 0 25 0 2 17 78
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 0 0 1 1,320 3 15 77 2,449
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 0 5 21 1,881 14 73 242 4,379
Frontiers of Finance: Evolution and Efficient Markets 0 0 0 521 1 3 17 1,689
Games of Survival in the Newspaper Industry 0 0 0 0 0 0 6 242
Global realignment in financial market dynamics: Evidence from ETF networks 0 0 2 56 0 2 22 111
Hedge Funds: A Dynamic Industry In Transition 0 0 1 87 0 2 38 302
Hedge fund holdings and stock market efficiency 0 0 2 70 1 2 18 284
Implementing Option Pricing Models When Asset Returns Are Predictable 0 0 0 459 0 1 12 1,570
Implementing option pricing models when asset returns are predictable 1 1 1 81 1 1 8 262
Impossible Frontiers 0 0 0 65 0 2 17 320
Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders 0 0 1 240 1 1 15 903
Is It Real, or Is It Randomized?: A Financial Turing Test 0 0 1 66 1 1 8 170
Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design 0 0 0 14 0 0 18 114
Logit Versus Discriminant Analysis: A Specification Test 0 0 0 1 0 0 10 520
Long-term Memory in Stock Market Prices 0 0 1 287 2 4 38 995
Long-term memory in stock market prices 0 0 2 170 1 3 34 602
Maximizing Predictability in the Stock and Bond Markets 0 0 0 749 1 1 12 2,084
Maximizing predictability in the stock and bond markets 0 0 0 98 1 2 16 388
Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data 0 1 2 409 1 2 20 1,074
Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data 0 0 0 0 0 0 9 276
Models of the term structure of interest rates 0 0 0 0 1 2 4 466
Moore's Law vs. Murphy's Law in the financial system: who's winning? 0 0 0 46 0 1 27 114
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices 0 0 0 1 1 2 11 494
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices 0 1 1 577 1 5 30 2,051
Nonparametric Risk Management and Implied Risk Aversion 0 0 1 499 2 3 31 1,335
Optimal Financing for R&D-Intensive Firms 0 0 2 50 0 0 19 130
Paying off the Competition: Contracting, Market Power, and Innovation Incentives 0 0 0 54 0 1 22 156
Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model 0 0 0 986 0 1 13 3,619
Pricing and hedging derivative securities in incomplete markets: an e-arbitrage approach 0 0 0 76 0 1 9 300
Privacy-Preserving Methods for Sharing Financial Risk Exposures 0 0 0 15 0 1 7 84
Risk and Risk Management in the Credit Card Industry 0 0 1 91 0 1 24 377
Sharing R&D Risk in Healthcare via FDA Hedges 0 0 1 30 0 0 20 114
Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revised: 10-85) 0 0 0 0 1 1 13 164
Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revision of 19-84) 0 0 0 0 0 0 5 189
Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test 2 2 16 1,003 6 17 100 3,331
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) 0 0 0 0 2 2 13 476
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) 0 0 0 0 0 0 27 259
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revision of 5-87) 0 0 0 0 0 0 14 366
Systemic Risk and Hedge Funds 0 0 1 824 0 3 35 2,260
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 125 2 5 21 574
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 162 0 0 10 572
The Gordon Gekko Effect: The Role of Culture in the Financial Industry 0 0 0 94 0 1 17 311
The Psychophysiology of Real-Time Financial Risk Processing 0 0 2 168 3 12 64 706
The Risk, Reward, and Asset Allocation of Nonprofit Endowment Funds 0 1 5 16 0 7 48 66
The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation 0 0 2 474 2 3 30 1,607
The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation 0 0 0 0 1 2 20 1,020
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 0 0 0 7 516
The Sources and Nature of Long-Term Memory in the Business Cycle 0 0 0 1 0 1 13 229
The Sources and Nature of Long-term Memory in the Business Cycle 0 0 1 91 0 1 14 477
The sources and nature of long-term memory in the business cycle 0 0 0 40 0 0 13 311
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory 0 1 5 670 2 5 20 2,308
Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model 0 0 0 233 0 1 21 793
WARNING: Physics Envy May Be Hazardous To Your Wealth! 1 1 4 432 5 68 103 1,400
What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data 1 2 4 264 6 38 93 978
When Do Stop-Loss Rules Stop Losses? 1 9 14 175 55 150 304 856
When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) 0 0 0 0 0 1 8 281
When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) 0 0 0 4 1 3 14 507
When are Contrarian Profits Due to Stock Market Overreaction? 0 0 1 410 1 4 39 1,202
When are contrarian profits due to stock market overreaction? 0 0 0 147 0 1 23 464
Total Working Papers 7 28 140 18,855 141 530 2,647 69,295

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 4 47 550
A Survey of Systemic Risk Analytics 0 1 8 463 1 6 73 1,540
A computational view of market efficiency 0 0 0 21 0 0 8 170
A large-sample chow test for the linear simultaneous equation 0 0 0 117 0 1 4 363
An Evolutionary Model of Bounded Rationality and Intelligence 0 0 0 0 0 0 11 17
An econometric analysis of nonsynchronous trading 2 5 9 463 7 19 46 1,167
An econometric model of serial correlation and illiquidity in hedge fund returns 3 6 15 231 8 21 93 1,085
An ordered probit analysis of transaction stock prices 0 0 3 570 1 1 46 1,474
Asset Prices and Trading Volume under Fixed Transactions Costs 0 1 2 28 0 3 23 455
Asset allocation and derivatives 0 0 0 20 0 2 7 134
Can Financial Economics Cure Cancer? 0 0 0 1 0 1 8 30
Can Financial Engineering Cure Cancer? 0 0 2 59 1 1 17 286
Can hedge funds time market liquidity? 0 0 0 42 0 1 18 331
Consumer credit-risk models via machine-learning algorithms 1 5 41 860 6 27 249 2,806
Data-Snooping Biases in Tests of Financial Asset Pricing Models 0 0 0 618 3 6 31 1,835
Econometric measures of connectedness and systemic risk in the finance and insurance sectors 2 11 44 715 13 46 256 2,335
Econometric models of limit-order executions 1 2 5 204 6 16 32 604
Estimating the NIH Efficient Frontier 0 0 0 0 0 1 10 13
Fear and Greed in Financial Markets: A Clinical Study of Day-Traders 0 0 1 150 3 12 56 760
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 0 3 7 34 17 65 135 261
Hamilton’s rule in economic decision-making 0 0 0 11 0 1 16 39
Hedge Fund Holdings and Stock Market Efficiency 0 0 1 14 1 3 32 103
Hedge Funds: A Dynamic Industry in Transition 0 0 1 25 0 3 22 153
Hedging Derivative Securities and Incomplete Markets: An (epsilon)-Arbitrage Approach 0 0 2 15 1 3 15 70
Identifying and Mitigating Potential Biases in Predicting Drug Approvals 0 0 0 5 0 0 3 16
Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios 1 1 1 26 2 5 36 226
Implementing Option Pricing Models When Asset Returns Are Predictable 0 0 0 148 1 3 37 533
Impossible Frontiers 0 1 1 16 0 2 15 277
Innovation at MIT 0 0 0 3 0 2 11 65
Introduction to Volume 5 of the Annual Review of Financial Economics 0 0 0 18 0 1 11 111
Is the FDA too conservative or too aggressive?: A Bayesian decision analysis of clinical trial design 0 0 3 29 1 1 28 165
Logit versus discriminant analysis: A specification test and application to corporate bankruptcies 0 0 2 405 1 1 9 775
Long-Term Memory in Stock Market Prices 0 0 0 1,287 2 6 73 4,711
MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS 1 2 4 75 1 7 26 381
Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective 1 1 1 24 1 3 15 87
Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data 0 0 1 44 1 3 37 183
Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents 0 0 1 62 0 1 21 260
Nonparametric risk management and implied risk aversion 0 0 3 526 6 7 39 1,334
Optimal control of execution costs 0 3 8 866 1 13 59 1,904
Preface to the Annual Review of Financial Economics 0 0 0 53 1 3 5 241
Privacy-Preserving Methods for Sharing Financial Risk Exposures 0 0 0 23 1 2 11 192
Reading about the Financial Crisis: A Twenty-One-Book Review 0 0 1 443 0 1 22 1,336
Regulatory reform in the wake of the financial crisis of 2007‐2008 0 0 0 50 1 5 33 373
Reply to “(Im)Possible Frontiers: A Comment†0 0 0 16 0 1 4 72
Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform 0 0 0 4 0 1 14 29
Risk and risk management in the credit card industry 1 1 2 41 5 8 34 263
Robert C. Merton: The First Financial Engineer 0 0 0 13 0 2 12 52
Robust ranking and portfolio optimization 0 1 2 44 2 3 18 142
Semi-parametric upper bounds for option prices and expected payoffs 0 0 1 211 0 0 8 380
Spectral factor models 1 2 8 42 3 9 45 160
Statistical tests of contingent-claims asset-pricing models: A new methodology 0 0 0 78 0 1 9 223
Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test 0 0 6 1,527 2 29 69 3,808
Systemic risk and the refinancing ratchet effect 0 0 1 88 1 3 19 592
THE ECONOMETRICS OF FINANCIAL MARKETS 11 32 146 747 24 74 352 2,004
The Derivatives Sourcebook 1 2 2 66 3 15 88 487
The Gordon Gekko effect: the role of culture in the financial industry 1 1 2 62 2 3 27 438
The Origin of Behavior 0 0 2 15 0 2 25 75
The Visible Hand 0 0 0 6 0 2 13 44
The growth of relative wealth and the Kelly criterion 0 0 1 19 3 3 20 120
The origin of cooperation 0 0 0 2 0 0 7 25
The size and power of the variance ratio test in finite samples: A Monte Carlo investigation 0 0 0 453 0 4 26 1,092
The sources and nature of long-term memory in aggregate output 0 0 0 80 0 1 20 456
To maximize or randomize? An experimental study of probability matching in financial decision making 0 0 0 2 0 1 11 23
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory 0 0 0 1 1 4 22 988
Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model 0 0 0 117 0 1 20 495
Variety Is the Spice of Life: Irrational Behavior as Adaptation to Stochastic Environments 0 0 0 13 1 4 25 141
What happened to the quants in August 2007? Evidence from factors and transactions data 2 6 13 398 15 44 113 1,712
When Are Contrarian Profits Due to Stock Market Overreaction? 0 0 3 987 4 26 103 2,879
When do stop-loss rules stop losses? 1 6 12 172 79 184 289 883
When is time continuous? 0 0 3 113 1 4 23 496
Total Journal Articles 30 93 373 14,201 234 738 3,162 47,830
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 3 46 204
Quantifying Systemic Risk 0 0 0 0 0 0 44 478
The Industrial Organization and Regulation of the Securities Industry 0 0 0 0 0 0 4 192
Total Books 0 0 0 0 1 3 94 874

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 1 20 49
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 0 0 0 0 3 6 62 259
IT'S 11 PM—DO YOU KNOW WHERE YOUR LIQUIDITY IS?: THE MEAN–VARIANCE–LIQUIDITY FRONTIER 0 0 1 8 0 0 13 45
Introduction 0 0 0 8 0 0 5 21
Introduction to "Quantifying Systemic Risk" 0 0 0 62 0 2 13 152
Introduction to "The Industrial Organization and Regulation of the Securities Industry" 0 0 0 20 0 0 7 96
SIFTING THROUGH THE WRECKAGE: LESSONS FROM RECENT HEDGE-FUND LIQUIDATIONS 0 0 1 3 0 0 12 23
Systemic Risk and Hedge Funds 0 1 2 145 1 4 29 458
WHEN IS TIME CONTINUOUS? 0 0 0 5 0 1 13 33
Where To From Here? 0 0 0 3 1 1 12 41
Total Chapters 0 1 4 261 5 15 186 1,177

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Statistics updated 2026-10-11