Research


Financing Alzheimer’s Disease Drug Development

Cummings, Jayna, Amanda Hu, Angela Su, and Andrew W. Lo (2022), Financing Alzheimer’s Disease Drug Development, In Alzheimer’s Disease Drug Development: Research and Development Ecosystem, edited by Jeffrey Cummings, Jefferson Kinney, and Howard Fillit, 465–479. Cambridge, UK: Cambridge University Press.

View abstract

Non-Trading Effect

Lo, Andrew W., and A. Craig MacKinley (1992), Non-trading Effect, In New Palgrave Dictionary of Money and Finance, edited by Peter Newman, Murray Milgate, and John Eatwell.

View abstract

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

Heaton, John, and Andrew W. Lo (1995), Securities Transaction Taxes: What Would Be Their Effects on Financial Markets and Institutions?, In Securities Transaction Taxes: False Hopes and Unintended Consequences, edited by Suzanne Hammond, 58–109.

View abstract

Where to From Here?

Lo, Andrew W. (2015), Where To From Here?: Financial Regulation 2.0, In The New International Financial System: Analyzing the Cumulative Impact of Regulatory Reform, 569–577.

View abstract

The Wisdom of Crowds vs. the Madness of Mobs

Lo, Andrew W. (2015), The Wisdom of Crowds vs. the Madness of Mobs, In Handbook of Collective Intelligence, edited by Thomas W. Malone and Michael S. Bernstein, 21–38.

View abstract

Portfolio Theory

Brennan, Thomas J., Andrew W. Lo, and Tri-Dung Nguyen (2015), Portfolio Theory, In The Princeton Companion to Applied Mathematics, edited by Nicholas J. Higham, 648–658.

View abstract

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

Lo, Andrew W. (2013), Fear, Greed, and Financial Crises: A Cognitive Neurosciences Perspective, In Handbook of Systemic Risk, edited by Jean-Pierre Fouque and Joseph A. Langsam, 622–662.

View abstract

Data-Snooping Biases in Financial Analysis

Lo, Andrew W. (1994), Data-Snooping Biases in Financial Analysis, In Blending Quantitative and Traditional Equity Analysis, edited by H. Russell Fogler, 59–66.

View abstract

Empirical Issues in the Pricing of Options and Other Derivative Securities

Lo, Andrew W. (1992), Empirical Issues in the Pricing of Options and Other Derivative Securities, Cuadernos Economicos de ICE 50, 129–155.

View abstract

Neural Networks and Other Nonparametric Techniques in Economics and Finance

Lo, Andrew W. (1994), Neural Networks and Other Nonparametric Techniques in Economics and Finance, In Blending Quantitative and Traditional Equity Analysis, edited by H. Russell Fogler, 25–36.

View abstract