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 1 1 12 438
A Cost/Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates 0 0 0 46 0 2 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 1 2 7 239 2 6 44 758
A Residuals-Based Wald Test for the Linear Simultaneous Equation 0 0 0 0 0 0 7 158
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 1 15 1,025
A Survey of Systemic Risk Analytics 0 0 7 116 0 1 49 518
Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery 0 0 0 3 1 2 11 24
An Econometric Analysis of Nonsynchronous Trading 0 0 4 362 2 5 23 865
An Econometric Analysis of Nonsyschronous-Trading 0 0 0 0 2 5 9 239
An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns 0 0 4 178 2 8 41 670
An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns 1 2 3 534 2 5 36 1,573
An Ordered Probit Analysis of Transaction Stock Prices 0 0 1 540 1 2 16 1,785
An Ordered Probit Analysis of Transaction Stock Prices 0 0 0 0 0 3 11 913
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 12 420
Asset Prices and Trading Volume Under Fixed Transactions Costs 0 0 0 145 2 3 24 728
Asset Prices and Trading Volume Under Fixed Transactions Costs 0 0 0 70 2 2 6 312
Asset Prices and Trading Volume Under Fixed Transactions Costs 0 0 1 3 1 2 15 21
Bayesian Adaptive Clinical Trials for Anti‐Infective Therapeutics during Epidemic Outbreaks 0 0 0 5 0 0 17 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 1 4 346
Data-Snooping Biases in Tests of Financial Asset Pricing Models 0 0 0 145 1 5 22 542
Data-snooping biases in tests of financial asset pricing models 0 0 2 88 1 3 23 332
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 0 1 3 383 1 2 24 953
Econometric Measures of Systemic Risk in the Finance and Insurance Sectors 0 0 2 389 1 3 27 1,097
Econometric Models of Limit-Order Executions 0 1 2 400 0 2 16 1,272
Econometric Models of Limit-Order Executions 0 0 3 168 0 1 12 758
Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs 0 0 1 12 0 2 13 68
Estimating the Financial Impact of Gene Therapy in the U.S 0 0 1 16 0 3 28 84
Fear and Greed in Financial Markets: A Clinical Study of Day-Traders 0 0 2 311 7 13 98 1,508
Financial Intermediation and the Funding of Biomedical Innovation: A Review 0 0 1 16 0 1 11 44
Financing Vaccines for Global Health Security 0 0 0 25 1 3 17 78
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 2 8 22 1,881 31 85 230 4,365
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 0 0 1 1,320 10 18 74 2,446
Frontiers of Finance: Evolution and Efficient Markets 0 0 0 521 2 2 17 1,688
Games of Survival in the Newspaper Industry 0 0 0 0 0 1 6 242
Global realignment in financial market dynamics: Evidence from ETF networks 0 0 2 56 2 3 22 111
Hedge Funds: A Dynamic Industry In Transition 0 0 1 87 2 2 38 302
Hedge fund holdings and stock market efficiency 0 0 2 70 1 1 18 283
Implementing Option Pricing Models When Asset Returns Are Predictable 0 0 0 459 1 2 13 1,570
Implementing option pricing models when asset returns are predictable 0 0 0 80 0 0 7 261
Impossible Frontiers 0 0 0 65 1 2 18 320
Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders 0 0 1 240 0 2 14 902
Is It Real, or Is It Randomized?: A Financial Turing Test 0 0 1 66 0 1 7 169
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 1 3 36 993
Long-term memory in stock market prices 0 0 2 170 1 3 33 601
Maximizing Predictability in the Stock and Bond Markets 0 0 0 749 0 0 11 2,083
Maximizing predictability in the stock and bond markets 0 0 0 98 1 2 15 387
Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data 0 0 0 0 0 0 9 276
Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data 1 1 2 409 1 2 19 1,073
Models of the term structure of interest rates 0 0 0 0 1 1 4 465
Moore's Law vs. Murphy's Law in the financial system: who's winning? 0 0 0 46 0 1 28 114
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices 1 1 1 577 4 6 30 2,050
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices 0 0 0 1 1 2 10 493
Nonparametric Risk Management and Implied Risk Aversion 0 0 1 499 1 1 29 1,333
Optimal Financing for R&D-Intensive Firms 0 0 2 50 0 1 19 130
Paying off the Competition: Contracting, Market Power, and Innovation Incentives 0 0 0 54 1 1 23 156
Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model 0 0 0 986 1 2 13 3,619
Pricing and hedging derivative securities in incomplete markets: an e-arbitrage approach 0 0 0 76 0 2 10 300
Privacy-Preserving Methods for Sharing Financial Risk Exposures 0 0 0 15 1 1 7 84
Risk and Risk Management in the Credit Card Industry 0 0 1 91 1 2 24 377
Sharing R&D Risk in Healthcare via FDA Hedges 0 0 2 30 0 1 21 114
Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revised: 10-85) 0 0 0 0 0 0 12 163
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 0 0 15 1,001 7 18 97 3,325
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) 0 0 0 0 0 1 11 474
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87) 0 0 0 0 0 1 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 3 4 35 2,260
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 162 0 1 10 572
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 125 1 8 22 572
The Gordon Gekko Effect: The Role of Culture in the Financial Industry 0 0 0 94 1 1 18 311
The Psychophysiology of Real-Time Financial Risk Processing 0 0 2 168 2 13 61 703
The Risk, Reward, and Asset Allocation of Nonprofit Endowment Funds 1 1 13 16 4 10 59 66
The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation 0 0 0 0 0 1 19 1,019
The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation 0 0 2 474 1 2 28 1,605
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 1 1 13 229
The Sources and Nature of Long-term Memory in the Business Cycle 0 0 1 91 1 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 1 2 5 670 2 5 18 2,306
Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model 0 0 0 233 1 2 21 793
WARNING: Physics Envy May Be Hazardous To Your Wealth! 0 0 3 431 60 68 100 1,395
What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data 0 2 3 263 7 41 88 972
When Do Stop-Loss Rules Stop Losses? 3 9 14 174 48 135 250 801
When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) 0 0 0 0 1 2 8 281
When are Contrarian Profits Due to Stock Market Overreaction (Reprint 001) 0 0 0 4 2 2 13 506
When are Contrarian Profits Due to Stock Market Overreaction? 0 0 1 410 2 4 38 1,201
When are contrarian profits due to stock market overreaction? 0 0 0 147 1 2 23 464
Total Working Papers 11 30 147 18,848 240 561 2,560 69,154

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 2 5 48 550
A Survey of Systemic Risk Analytics 1 2 9 463 4 17 73 1,539
A computational view of market efficiency 0 0 1 21 0 0 10 170
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 4 8 461 7 16 41 1,160
An econometric model of serial correlation and illiquidity in hedge fund returns 2 3 14 228 11 21 94 1,077
An ordered probit analysis of transaction stock prices 0 1 3 570 0 1 45 1,473
Asset Prices and Trading Volume under Fixed Transactions Costs 0 1 2 28 2 5 23 455
Asset allocation and derivatives 0 0 0 20 1 2 7 134
Can Financial Economics Cure Cancer? 0 0 0 1 1 2 9 30
Can Financial Engineering Cure Cancer? 0 1 2 59 0 3 16 285
Can hedge funds time market liquidity? 0 0 0 42 1 1 18 331
Consumer credit-risk models via machine-learning algorithms 3 10 43 859 12 45 270 2,800
Data-Snooping Biases in Tests of Financial Asset Pricing Models 0 0 0 618 3 7 28 1,832
Econometric measures of connectedness and systemic risk in the finance and insurance sectors 4 15 50 713 16 65 259 2,322
Econometric models of limit-order executions 0 1 4 203 4 10 26 598
Estimating the NIH Efficient Frontier 0 0 0 0 1 1 10 13
Fear and Greed in Financial Markets: A Clinical Study of Day-Traders 0 0 1 150 2 10 54 757
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 2 3 7 34 25 65 119 244
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 2 2 32 102
Hedge Funds: A Dynamic Industry in Transition 0 0 1 25 2 3 23 153
Hedging Derivative Securities and Incomplete Markets: An (epsilon)-Arbitrage Approach 0 0 2 15 1 4 14 69
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 0 0 0 25 1 5 38 224
Implementing Option Pricing Models When Asset Returns Are Predictable 0 0 0 148 1 3 36 532
Impossible Frontiers 1 1 1 16 2 2 16 277
Innovation at MIT 0 0 0 3 1 2 11 65
Introduction to Volume 5 of the Annual Review of Financial Economics 0 0 0 18 0 1 12 111
Is the FDA too conservative or too aggressive?: A Bayesian decision analysis of clinical trial design 0 0 3 29 0 1 28 164
Logit versus discriminant analysis: A specification test and application to corporate bankruptcies 0 0 2 405 0 0 9 774
Long-Term Memory in Stock Market Prices 0 0 0 1,287 2 9 71 4,709
MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS 1 2 4 74 2 7 26 380
Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective 0 0 0 23 1 2 15 86
Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data 0 0 1 44 2 3 36 182
Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents 0 0 1 62 0 2 23 260
Nonparametric risk management and implied risk aversion 0 1 4 526 1 2 34 1,328
Optimal control of execution costs 3 3 10 866 8 18 62 1,903
Preface to the Annual Review of Financial Economics 0 0 0 53 1 2 5 240
Privacy-Preserving Methods for Sharing Financial Risk Exposures 0 0 0 23 1 2 10 191
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 4 32 372
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 1 1 14 29
Risk and risk management in the credit card industry 0 0 1 40 1 7 29 258
Robert C. Merton: The First Financial Engineer 0 0 0 13 2 2 12 52
Robust ranking and portfolio optimization 0 1 3 44 0 1 17 140
Semi-parametric upper bounds for option prices and expected payoffs 0 0 1 211 0 0 8 380
Spectral factor models 0 2 8 41 3 8 44 157
Statistical tests of contingent-claims asset-pricing models: A new methodology 0 0 0 78 1 3 9 223
Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test 0 1 8 1,527 19 33 71 3,806
Systemic risk and the refinancing ratchet effect 0 0 1 88 2 4 19 591
THE ECONOMETRICS OF FINANCIAL MARKETS 7 29 139 736 18 73 338 1,980
The Derivatives Sourcebook 1 1 1 65 6 14 86 484
The Gordon Gekko effect: the role of culture in the financial industry 0 0 1 61 0 1 25 436
The Origin of Behavior 0 0 2 15 2 2 25 75
The Visible Hand 0 0 0 6 1 2 13 44
The growth of relative wealth and the Kelly criterion 0 0 1 19 0 0 19 117
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 28 1,092
The sources and nature of long-term memory in aggregate output 0 0 0 80 0 5 20 456
To maximize or randomize? An experimental study of probability matching in financial decision making 0 0 0 2 1 1 11 23
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory 0 0 0 1 2 4 22 987
Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model 0 0 0 117 1 2 21 495
Variety Is the Spice of Life: Irrational Behavior as Adaptation to Stochastic Environments 0 0 0 13 0 5 24 140
What happened to the quants in August 2007? Evidence from factors and transactions data 2 5 11 396 12 47 104 1,697
When Are Contrarian Profits Due to Stock Market Overreaction? 0 0 3 987 8 35 99 2,875
When do stop-loss rules stop losses? 2 5 12 171 57 125 218 804
When is time continuous? 0 2 3 113 2 7 23 495
Total Journal Articles 31 94 372 14,171 260 740 3,049 47,596
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 46 203
Quantifying Systemic Risk 0 0 0 0 0 2 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 5 94 873

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 3 20 49
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors 0 0 0 0 1 6 60 256
IT'S 11 PM—DO YOU KNOW WHERE YOUR LIQUIDITY IS?: THE MEAN–VARIANCE–LIQUIDITY FRONTIER 0 0 2 8 0 0 14 45
Introduction 0 0 0 8 0 0 5 21
Introduction to "Quantifying Systemic Risk" 0 0 0 62 2 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 1 1 2 145 2 7 28 457
WHEN IS TIME CONTINUOUS? 0 0 0 5 1 2 13 33
Where To From Here? 0 0 0 3 0 0 11 40
Total Chapters 1 1 5 261 7 20 183 1,172

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Statistics updated 2026-09-10