Research


Black’s Leverage Effect is Not Due to Leverage

with Jasmina Hasanhodzic

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The Origin of Behavior

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

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Complexity, Concentration and Contagion: A Comment

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

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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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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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When the Wisdom of Crowds Becomes the Madness of Mobs

The Financial Times

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Radical Reform of Executive Pay

The New York Times, Freakonomics Blog

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