K
v
ire
.com
←
Back
Night
Docs
Library
Review
…
Author
Andrew W. Lo
also known as A Lo, A. Lo, A.W. Lo
Massachusetts Institute of Technology · Pelita Harapan University · Boston University · Northwestern University
About this author
Works
657
Cited by
51,820
h-index
80
i10
264
ORCID ↗
Top papers
The Econometrics of Financial Markets
John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay
·
2012
·
Princeton University Press eBooks
↗ 6,165
OA
The Econometrics of Financial Markets
John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay
·
1997
·
Princeton University Press eBooks
↗ 5,029
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
Andrew W. Lo, A. Craig MacKinlay
·
1988
·
Review of Financial Studies
↗ 3,769
When Are Contrarian Profits Due to Stock Market Overreaction?
Andrew W. Lo, A. Craig MacKinlay
·
1990
·
Review of Financial Studies
↗ 1,779
Long-Term Memory in Stock Market Prices
Andrew W. Lo
·
1991
·
Econometrica
↗ 1,693
OA
The Adaptive Markets Hypothesis
Andrew W. Lo
·
2004
·
The Journal of Portfolio Management
↗ 1,576
Estimation of clinical trial success rates and related parameters
Chi Heem Wong, Kien Wei Siah, Andrew W. Lo
·
2017
·
Biostatistics
↗ 1,477
OA
Long-term Memory in Stock Market Prices
Andrew W. Lo
·
1989
·
National Bureau of Economic Research
↗ 1,457
OA
Data-Snooping Biases in Tests of Financial Asset Pricing Models
Andrew W. Lo, A. Craig MacKinlay
·
1990
·
Review of Financial Studies
↗ 1,140
Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices
Yacine Aı̈t-Sahalia, Andrew W. Lo
·
1998
·
The Journal of Finance
↗ 1,125
Optimal control of execution costs
Dimitris Bertsimas, Andrew W. Lo
·
1998
·
Journal of Financial Markets
↗ 1,111
An econometric model of serial correlation and illiquidity in hedge fund returns
Mila Getmansky, Andrew W. Lo, Igor Makarov
·
2004
·
Journal of Financial Economics
↗ 1,058
OA
Books
Adaptive markets
2017
·
Tantor Audio
A non-random walk down Wall Street
1999
·
Princeton University Press
The evolution of technical analysis
2010
·
John Wiley & Sons
Market Efficiency
1997
·
Edward Elgar Publishing
Fear and greed in financial markets
2005
·
National Bureau of Economic Research
The heretics of finance
2009
·
Bloomberg Press
Hedgefunds An Analytic Perspective
2010
·
Princeton University Press