Research


What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data

with Amir Khandani, Journal of Financial Markets 14 (2011), 1-46.

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The National Transportation Safety Board: A Model for Systemic Risk Management

with Eric Fielding and Jian Helen Yang, Journal of Investment Management 9 (2011), 17-49.

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Security Trading of Concepts (STOC)

with Ely Dahan, Adlar J. Kim, Tomaso Poggio, and Nicholas T. Chan, Journal of Marketing Research, 48 (2011), 497-517.

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The Origin of Behavior

with Thomas Brennan, Quarterly Journal of Finance 1 (2011), 55-108.

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Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios

with Amir Khandani, Quarterly Journal of Finance 1 (2011), 1-59.

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Complexity, Concentration and Contagion: A Comment

Journal of Monetary Economics 58 (2011), 471-479

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Stock Market Trading Volume

with Jiang Wang, Handbook of Financial Econometrics, Volume 2, 2010, North-Holland

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The Financial Industry Needs its Own Crash Safety Board

The Financial Times

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Is It Real, or Is It Randomized?: A Financial Turing Test

with Jasmina Hasanhodzic and Emanuele Viola

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Lo: The Best Econ Book I’ve Read Recently

PBS Newshour, The Business Desk

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