Research


Fear, Greed, and Financial Crises: A Cognitive Neurosciences Perspective

Handbook of Systemic Risk, edited by J.P. Fouque and J. Langsam

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Securities Transaction Taxes: What Would Be Their Effects on Financial Markets and Institutions?

with John Heaton, False Hopes and Unintended Consequences, edited by Suzanne Hammond, 1995. Chicago, IL: Catalyst Institute

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Data-Snooping Biases in Financial Analysis

Blending Quantitative and Traditional Equity Analysis, edited by H. Russell Fogler, 1994. Charlottesville, VA: Association for Investment Management and Research

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Reading About the Financial Crisis: A Twenty-One-Book Review

Journal of Economic Literature 50 (2012), 151-178.

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Neural Networks and Other Nonparametric Techniques in Economics and Finance

Blending Quantitative and Traditional Equity Analysis, edited by H. Russell Fogler, 1994. Charlottesville, VA: Association for Investment Management and Research.

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Stock Market Trading Volume

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

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Nontrading Effect

with Craig MacKinlay, New Palgrave Dictionary of Money and Finance, 1992, London: Stockton Press

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Efficient Markets Hypothesis

The New Palgrave: A Dictionary of Economics, edited by L. Blume and S. Durlauf, Second Edition, 2007. New York: Palgrave McMillan.

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Empirical Issues in the Pricing of Options and Other Derivative Securities

Cuadernos Economicos de ICE 50 (1992), 129–155.

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Systemic Risk and Hedge Funds

with Nicholas Chan, Mila Getmansky, Shane M. Haas, The Risks of Financial Institutions and the Financial Sector, edited by M. Carey and R. Stulz, 2007. Chicago, IL: University of Chicago Press.

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