Andrew W. Lo

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

Year: 1987
Journal: Review of Financial Studies
Authors: Andrew W. Lo; Craig Mackinlay

When Are Contrarian Profits Due to Stock Market Overreaction?

Year: 1989
Journal: Review of Financial Studies
Authors: Andrew W. Lo; Craig Mackinlay

Datasnooping Biases in Tests of Financial Asset Pricing Models

Year: 1989
Journal: Review of Financial Studies
Authors: Andrew W. Lo; Craig Mackinlay

Implementing Option Pricing Models When Asset Returns Are Predictable

Year: 1994
Journal: Journal of Finance
Authors: Andrew W. Lo; Hang Wang

A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks

Year: 1994
Journal: Journal of Finance
Authors: James M. Hutchinson; Andrew W. Lo; Tomaso Poggio

Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation

Year: 2000
Journal: Journal of Finance
Authors: Andrew W. Lo; Harry Mamaysky; Jiang Wang

The Psychophysiology of Real-Time Financial Risk Processing

Year: 2001
Journal: No Journal Matched
Authors: Andrew W. Lo; Dmitry V. Repin

Trading Volume Implications of an Intertemporal Capital Asset Pricing Model

Year: 2001
Journal: Journal of Finance
Authors: Andrew W. Lo; Jiang Wang

An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns

Year: 2003
Journal: Journal of Financial Economics
Authors: Mila Getmansky; Andrew W. Lo; Igor Makarov

Fear and Greed in Financial Markets: A Clinical Study of Daytraders

Year: 2005
Journal: American Economic Review
Authors: Andrew W. Lo; Dmitry V. Repin; Brett N. Steenbarger

Systemic Risk and Hedge Funds

Year: 2005
Journal: No Journal Matched
Authors: Nicholas Chan; Mila Getmansky; Shane M. Haas; Andrew W. Lo

What Happened to the Quants in August 2007: Evidence from Factors and Transactions Data

Year: 2008
Journal: Journal of Financial Markets
Authors: Amir E. Khandani; Andrew W. Lo

Impossible Frontiers

Year: 2008
Journal: Management Science
Authors: Thomas J. Brennan; Andrew W. Lo

Systemic Risk and the Refinancing Ratchet Effect

Year: 2009
Journal: Journal of Financial Economics
Authors: Amir E. Khandani; Andrew W. Lo; Robert C. Merton

Econometric Measures of Systemic Risk in the Finance and Insurance Sectors

Year: 2010
Journal: Journal of Financial Economics
Authors: Monica Billio; Mila Getmansky; Andrew W. Lo; Loriana Pelizzon

The Gordon Gekko Effect: The Role of Culture in the Financial Industry

Year: 2015
Journal: Economic Policy
Authors: Andrew W. Lo

Risk and Risk Management in the Credit Card Industry

Year: 2015
Journal: Risk Management
Authors: Florentin Butaru; Qingqing Chen; Brian Clark; Sanmay Das; Andrew W. Lo; Akhtar Siddique

Hedge Funds: A Dynamic Industry in Transition

Year: 2015
Journal: Annual Review of Financial Economics
Authors: Mila Getmansky; Peter A. Lee; Andrew W. Lo

Is the FDA Too Conservative or Too Aggressive? A Bayesian Decision Analysis of Clinical Trial Design

Year: 2015
Journal: Journal of Econometrics
Authors: Vahid Montazerhodjat; Andrew W. Lo

Competition and R&D Financing Decisions: Theory and Evidence from the Biopharmaceutical Industry

Year: 2015
Journal: No Journal Matched
Authors: Richard T. Thakor; Andrew W. Lo

Sharing R&D Risk in Healthcare via FDA Hedges

Year: 2017
Journal: Review of Corporate Finance Studies
Authors: Adam J. Jorring; Andrew W. Lo; Tomas J. Philipson; Manita Singh; Richard T. Thakor

Optimal Financing for R&D-Intensive Firms

Year: 2017
Journal: No Journal Matched
Authors: Richard T. Thakor; Andrew W. Lo

Estimating Probabilities of Success of Vaccine and Other Anti-infective Therapeutic Development Programs

Year: 2020
Journal: No Journal Matched
Authors: Andrew W. Lo; Kien Wei Siah; Chi Heem Wong

Financing Vaccines for Global Health Security

Year: 2020
Journal: No Journal Matched
Authors: Jonathan T. Vu; Benjamin K. Kaplan; Shomesh Chaudhuri; Monique K. Mansoura; Andrew W. Lo

A Cost-Benefit Analysis of Clinical Trial Designs for COVID-19 Vaccine Candidates

Year: 2020
Journal: No Journal Matched
Authors: Donald A. Berry; Scott Berry; Peter Hale; Leah Isakov; Andrew W. Lo; Kien Wei Siah; Chi Heem Wong

Bayesian Adaptive Clinical Trials for Anti-Infective Therapeutics During Epidemic Outbreaks

Year: 2020
Journal: No Journal Matched
Authors: Shomesh Chaudhuri; Andrew W. Lo; Danying Xiao; Qingyang Xu

Estimating the Financial Impact of Gene Therapy in the US

Year: 2021
Journal: No Journal Matched
Authors: Chi Heem Wong; Dexin Li; Nina Wang; Jonathan Gruber; Rena M. Conti; Andrew W. Lo

Paying Off the Competition: Market Power and Innovation Incentives

Year: 2021
Journal: No Journal Matched
Authors: Xuelin Li; Andrew W. Lo; Richard T. Thakor

Financial Intermediation and the Funding of Biomedical Innovation: A Review

Year: 2022
Journal: Journal of Financial Intermediation
Authors: Andrew W. Lo; Richard T. Thakor

Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery

Year: 2022
Journal: No Journal Matched
Authors: Joseph Barberio; Jacob Becraft; Zied Ben Chaouch; Dimitris Bertsimas; Tasuku Kitada; Michael Lingzhi Li; Andrew W. Lo; Kevin Shi; Qingyang Xu