Research


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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WARNING!: Physics Envy May Be Hazardous To Your Wealth

with Mark Mueller, Journal of Investment Management 8 (2010), 13-63.

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Consumer Credit Risk Models via Machine-Learning Algorithms

with Amir E. Khandani and Adlar J. Kim, Journal of Banking & Finance 34 (2010), 2767-2787.

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Impossible Frontiers

with Thomas J. Brennan, Management Science 56 (2010), 905-923.

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The Feasibility of Systemic Risk Measurement

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This is Your Brain on Prosperity: Andrew Lo on Fear, Greed, and Crisis Management

The New York Times, Freakonomics Blog

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Why Animal Spirits Can Cause Markets to Break Down

The Financial Times

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