Harry Mamaysky

Choosing news topics to explain stock market returns pdf

Paul Glasserman, Kriste Krstovski, Paul Laliberte, 2020, ICAIF.

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

Andrew W. Lo, Jiang Wang, Harry Mamaysky, 2000 .

Asset Prices and Trading Volume under Fixed Transactions Costs

Jiang Wang, Harry Mamaysky, A. Lo, 2001, Journal of Political Economy.

Dynamic Trading Policies with Price Impact

Hua He, Harry Mamaysky, Harry Mamaysky, 2001 .

Estimating the Dynamics of Mutual Fund Alphas and Betas

Hong Zhang, Harry Mamaysky, M. Spiegel, 2004 .