Research


Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and Twitter

Agrawal, Shreyash, Pablo D. Azar, Andrew W. Lo, and Taranjit Singh (2018), Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and Twitter, Journal of Portfolio Management 44 (7), 85–95.

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Pricing for Survival in the Biopharma Industry: A Case Study of Acthar Gel and Questcor Pharmaceuticals

Burnham, Terence C., Samuel Huang, and Andrew W. Lo (2017), Pricing for Survival in the Biopharma Industry: A Case Study of Acthar Gel and Questcor Pharmaceuticals, Journal of Investment Management 15 (4), 69–91.

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Acceleration of Rare Disease Therapeutic Development: A Case Study of AGIL-AADC

Das, Sonya, Samuel Huang, and Andrew W. Lo (2019), Acceleration of Rare Disease Therapeutic Development: A Case Study of AGIL-AADC, Drug Discovery Today 24 (3), 678–684.

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Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons

Chaudhuri, Shomesh E., and Andrew W. Lo (2019), Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons, Management Science 65 (9), 4440–4450.

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New Business Models to Accelerate Innovation in Pediatric Oncology Therapeutics: A Review

Das, Sonya, Raphaël Rousseau, Peter C. Adamson, and Andrew W. Lo (2018), New Business Models to Accelerate Innovation in Pediatric Oncology Therapeutics: A Review, JAMA Oncology 4 (9), 1274–1280.

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Patient-Centered Clinical Trials

Chaudhuri, Shomesh E., Martin P. Ho, Telba Irony, Murray Sheldon, and Andrew W. Lo (2018), Patient-Centered Clinical Trials, Drug Discovery Today 23 (2), 395–401.

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Estimation of Clinical Trial Success Rates and Related Parameters

Wong, Chi Heem, Kien Wei Siah, and Andrew W. Lo (2019), Estimation of Clinical Trial Success Rates and Related Parameters, Biostatistics 20 (2), 273–286. https://doi.org/10.1093/biostatistics/kxx069.

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What Post-Crisis Changes Does the Economics Discipline Need?: Beware of Theory Envy!

Lo, Andrew W. (2012), What Post-Crisis Changes Does the Economics Discipline Need?: Beware of Theory Envy!, In What’s the Use of Economics?: Teaching the Dismal Science After the Crisis, edited by Diane Coyle, 39–48.

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The FTSE StableRisk Indices

Chafkin, Jeremiah H., Andrew W. Lo, and Robert W. Sinnott (2011), The FTSE StableRisk Indices, Journal of Index Investing 2 (2), 12–35.

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Managing Real-Time Risks and Returns: The Thomson Reuters NewsScope Event Indices

Healy, Alexander D., and Andrew W. Lo (2011), Managing Real-Time Risks and Returns: The Thomson Reuters NewsScope Event Indices, In The Handbook of News Analytics in Finance, edited by Gautam Mitra and Leela Mitra, 73–108.

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