| The econometrics of financial markets JY Campbell, AW Lo, AC MacKinlay, RF Whitelaw Macroeconomic Dynamics 2 (4), 559-562, 1998 | 13958 | 1998 |
| 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 | 6286 | 1988 |
| Long-term memory in stock market prices AW Lo Econometrica: Journal of the Econometric Society, 1279-1313, 1991 | 3221 | 1991 |
| 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 | 3077 | 2012 |
| Aggregate confusion: The divergence of ESG ratings F Berg, JF Kölbel, R Rigobon Review of Finance 26 (6), 1315-1344, 2022 | 2971 | 2022 |
| When are contrarian profits due to stock market overreaction? AW Lo, AC MacKinlay The review of financial studies 3 (2), 175-205, 1990 | 2771 | 1990 |
| The adaptive markets hypothesis: Market efficiency from an evolutionary perspective AW Lo Journal of Portfolio Management, Forthcoming, 2004 | 2655 | 2004 |
| 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 | 1931 | 2000 |
| Data-snooping biases in tests of financial asset pricing models AW Lo, AC MacKinlay The Review of Financial Studies 3 (3), 431-467, 1990 | 1843 | 1990 |
| A non-random walk down Wall Street AW Lo, AC MacKinlay A Non-Random Walk Down Wall Street, 2011 | 1734 | 2011 |
| Estimation of clinical trial success rates and related parameters CH Wong, KW Siah, AW Lo Biostatistics 20 (2), 273-286, 2019 | 1723 | 2019 |
| Nonparametric estimation of state‐price densities implicit in financial asset prices Y Aït‐Sahalia, AW Lo The journal of finance 53 (2), 499-547, 1998 | 1551 | 1998 |
| Optimal control of execution costs D Bertsimas, AW Lo Journal of financial markets 1 (1), 1-50, 1998 | 1424 | 1998 |
| 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 | 1282 | 2004 |
| A survey of systemic risk analytics D Bisias, M Flood, AW Lo, S Valavanis Annu. Rev. Financ. Econ. 4 (1), 255-296, 2012 | 1222 | 2012 |
| An econometric analysis of nonsynchronous trading AW Lo, AC MacKinlay Journal of Econometrics 45 (1-2), 181-211, 1990 | 1210 | 1990 |
| 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 | 1168 | 1994 |
| Trading volume: definitions, data analysis, and implications of portfolio theory AW Lo, J Wang The Review of Financial Studies 13 (2), 257-300, 2000 | 1105 | 2000 |
| Reconciling efficient markets with behavioral finance: the adaptive markets hypothesis AW Lo Journal of investment consulting 7 (2), 21-44, 2005 | 1094 | 2005 |
| Consumer credit-risk models via machine-learning algorithms AE Khandani, AJ Kim, AW Lo Journal of Banking & Finance 34 (11), 2767-2787, 2010 | 1086 | 2010 |
