Follow
Andrew W Lo
Andrew W Lo
MIT
No verified email
Title
Cited by
Cited by
Year
The econometrics of financial markets
JY Campbell, AW Lo, AC MacKinlay, RF Whitelaw
Macroeconomic Dynamics 2 (4), 559-562, 1998
133901998
Stock market prices do not follow random walks: Evidence from a simple specification test
AW Lo, AC MacKinlay
The review of financial studies 1 (1), 41-66, 1988
60761988
Long-term memory in stock market prices
AW Lo
Econometrica: Journal of the Econometric Society, 1279-1313, 1991
30771991
Econometric measures of connectedness and systemic risk in the finance and insurance sectors
M Billio, M Getmansky, AW Lo, L Pelizzon
Journal of financial economics 104 (3), 535-559, 2012
26772012
When are contrarian profits due to stock market overreaction?
AW Lo, AC MacKinlay
The review of financial studies 3 (2), 175-205, 1990
26631990
The adaptive markets hypothesis: Market efficiency from an evolutionary perspective
AW Lo
Journal of Portfolio Management, Forthcoming, 2004
22872004
Data-snooping biases in tests of financial asset pricing models
AW Lo, AC MacKinlay
The Review of Financial Studies 3 (3), 431-467, 1990
18191990
Foundations of technical analysis: Computational algorithms, statistical inference, and empirical implementation
AW Lo, H Mamaysky, J Wang
The journal of finance 55 (4), 1705-1765, 2000
17812000
A non-random walk down Wall Street
AW Lo, AC MacKinlay
Princeton University Press, 2011
16382011
Nonparametric estimation of state‐price densities implicit in financial asset prices
Y At‐Sahalia, AW Lo
The journal of finance 53 (2), 499-547, 1998
14991998
Optimal control of execution costs
D Bertsimas, AW Lo
Journal of financial markets 1 (1), 1-50, 1998
13301998
Estimation of clinical trial success rates and related parameters
CH Wong, KW Siah, AW Lo
Biostatistics 20 (2), 273-286, 2019
12882019
An econometric model of serial correlation and illiquidity in hedge fund returns
M Getmansky, AW Lo, I Makarov
Journal of Financial Economics 74 (3), 529-609, 2004
12442004
An econometric analysis of nonsynchronous trading
AW Lo, AC MacKinlay
Journal of Econometrics 45 (1-2), 181-211, 1990
11851990
A survey of systemic risk analytics
D Bisias, M Flood, AW Lo, S Valavanis
Annu. Rev. Financ. Econ. 4 (1), 255-296, 2012
11732012
A nonparametric approach to pricing and hedging derivative securities via learning networks
JM Hutchinson, AW Lo, T Poggio
The journal of Finance 49 (3), 851-889, 1994
10771994
Trading volume: definitions, data analysis, and implications of portfolio theory
AW Lo, J Wang
The Review of Financial Studies 13 (2), 257-300, 2000
10712000
The statistics of Sharpe ratios
AW Lo
Financial analysts journal 58 (4), 36-52, 2002
10062002
Nonparametric risk management and implied risk aversion
Y Aıt-Sahalia, AW Lo
Journal of econometrics 94 (1-2), 9-51, 2000
9902000
Reconciling efficient markets with behavioral finance: the adaptive markets hypothesis
AW Lo
Journal of investment consulting 7 (2), 21-44, 2005
9772005
The system can't perform the operation now. Try again later.
Articles 1–20