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Research


Games of Survival in the Newspaper Industry

1989
Bucklin, Randolph E., Richard E. Caves, and Andrew W. Lo (1989), Games of Survival in the US Newspaper Industry, Applied Economics 21 (5), 631–649.

The Size and Power of the Variance Ration Test in Finite Samples: A Monte Carlo Investigation

1989
Lo, Andrew W., and A. Craig MacKinlay (1989), The Size and Power of the Variance Ratio Test in Finite Samples. A Monte Carlo Investigation, Journal of Econometrics 40 (2), 203–238.

Maximum Likelihood Estimation of Generalized Ito Processes with Discretely Sampled Data

1988
Lo, Andrew W. (1988), Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data, Econometric Theory 4 (2), 231–247.

Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

1988
Lo, Andrew W., and A. Craig MacKinlay (1988), Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test, Review of Financial Studies 1 (1), 41–66.

Semiparametric Upper Bounds for Option Prices and Expected Payoffs

1987
Lo, Andrew W. (1987), Semi-Parametric Upper Bounds for Option Prices and Expected Payoffs, Journal of Financial Economics 19 (2), 373–387.

Statistical Tests of Contingent-Claims Asset-Pricing Models: A New Methodology

1986
Lo, Andrew W. (1986), Statistical Tests of Contingent-Claims Asset-Pricing Models: A New Methodology, Journal of Financial Economics 17 (1), 143–173.

Logit Versus Discriminant Analysis: A Specification Test with Applications to Corporate Bankruptcies

1986
Lo, Andrew W. (1986), Logit versus Discriminant Analysis. A Specification Test and Application to Corporate Bankruptcies, Journal of Econometrics 31 (2), 151–178.

A Large-Sample Chow Test for the Single Linear Simultaneous Equation

1985
Lo, Andrew W., and Whitney K. Newey (1985), A Large-Sample Chow Test for the Linear Simultaneous Equation, Economics Letters 18 (4), 351–353.

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