Concepedia

Andrew W. Lo

AW

Statistics

Publications

204

Citations

33.7K

H-Index

71

Active since

1985

Affiliations

Massachusetts Institute of Technology(Current)

Santa Fe Institute

National Bureau of Economic Research

University of Pennsylvania

Andrew W. Lo is an author at Massachusetts Institute of Technology specializing in finance, financial economics, and economics.

Publications per year

1985–2024

204

Publications

204

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

Andrew W. Lo, A. Craig MacKinlay · Review of Financial Studies · 1988 · 3.8K citations

Business, Economics, Finance +11

When Are Contrarian Profits Due to Stock Market Overreaction?

Andrew W. Lo, A. Craig MacKinlay · Review of Financial Studies · 1990 · 1.8K citations

Social Sciences, Business Economics, Economics +11

Long-Term Memory in Stock Market Prices

Andrew W. Lo · Econometrica · 1991 · 1.7K citations · Full text

Social Sciences, Economics, Finance +17

The Adaptive Markets Hypothesis

Andrew W. Lo · The Journal of Portfolio Management · 2004 · 1.6K citations

Business, Economics, Finance +7

Estimation of clinical trial success rates and related parameters

Chi Heem Wong, Kien Wei Siah, Andrew W. Lo · Biostatistics · 2017 · 1.5K citations · Full text

Medicine, Biostatistics, Oncology +10

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