Andrew W. Lo
Princeton University Press
1 paper in the Anchorcite directory, published in 2012, cited 6,104 times in total.
ORCID profileResearch topics
- Financial Markets and Investment Strategies · 1 paper
- Monetary Policy and Economic Impact · 1 paper
- Financial Risk and Volatility Modeling · 1 paper
Frequent co-authors
- John Y. Campbell · 1 paper
- A. Craig MacKinlay · 1 paper
Papers
- The Econometrics of Financial MarketsPrinceton University Press eBooks · 2012 · 6,104 citations
This book is an ambitious effort by three well-known and well-respected scholars to fill an acknowledged void in the literature—a text covering the burgeoning field of empirical finance. As the authors note in the preface, there are several excellent books…
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