Research


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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Fat Tails, Long Memory, and the Stock Market Since the 1960’s

Lo, Andrew W. (1997), Fat Tails, Long Memory, and the Stock Market Since the 1960’s, Economic Notes 26 (2), 213–246.

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Personal Indexes

Lo, Andrew W. (2001), Personal Indexes, Journal of Indexes, 2nd Quarter, 26–35.

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Marketable Alternatives

Lo, Andrew W. (2002), Marketable Alternatives, Commonfund Quarterly, Fall.

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Systemic Risk and Hedge Funds

Chan, Nicholas, Mila Getmansky, Shane M. Haas, and Andrew W. Lo (2007), Systemic Risk and Hedge Funds, In The Risks of Financial Institutions, edited by Mark Carey and René M. Stulz, 235–338.

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Efficient Markets Hypothesis

Lo, Andrew W. (2008), Efficient Markets Hypothesis, In The New Palgrave Dictionary of Economics, 2nd edition, edited by Steven N. Durlauf and Lawrence E. Blume, 1678–1690.

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Stock Market Trading Volume

Lo, Andrew W., and Jiang Wang (2010), Stock Market Trading Volume, In Handbook of Financial Econometrics, Volume 2, edited by Yacine Äit-Sahalia and Lars Peter Hansen, 241–337.

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

Lo, Andrew W. (2012), Reading about the Financial Crisis: A Twenty-One-Book Review, Journal of Economic Literature 50 (1), 151–178.

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Trading Volume

Lo, Andrew W., and Jiang Wang (2003), Trading Volume, In Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress, Volume II, edited by Mathias Dewatripont, Lars Peter Hansen, and Stephen J. Turnovsky, 206–277.

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