Research


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.

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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.

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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, edited by Douglas D. Evanoff, Andrew G. Haldane, and George G. Kaufman, 569–577.

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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.

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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.

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Attack of the Clones

Hasanhodzic, Jasmina, and Andrew W. Lo (2006), Attack of the Clones, Alpha Magazine, June, 54–61.

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Survival of the Richest

Lo, Andrew W. (2006), Survival of the Richest, Harvard Business Review, March.

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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.

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A Non-Random Walk Down Wall Street

Lo, Andrew W. (1997), A Non-Random Walk Down Wall Street, In The Legacy of Norbert Wiener: A Centennial Symposium, edited by David Jerison, I. M. Singer, and Daniel W. Stroock, 149–184.

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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.

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