Lo, Andrew W.

The Econometrics of Financial Markets

Campbell, J. Y., Lo, A. W., & MacKinlay, A. C. (1997) · Princeton University Press eBooks

Financial Markets and Investment StrategiesFinancial Risk and Volatility Modeling

Cited by 5,008

Estimation of clinical trial success rates and related parameters

Wong, C. H., Siah, K. W., & Lo, A. W. (2019) · Biostatistics

Statistical Methods in Clinical TrialsPharmaceutical Economics and Policy

Cited by 1,585

Data-Snooping Biases in Tests of Financial Asset Pricing Models

Lo, A. W., & MacKinlay, A. C. (1990) · Review of Financial Studies

Financial Markets and Investment StrategiesFinancial Risk and Volatility Modeling

Cited by 1,134

Consumer credit-risk models via machine-learning algorithms

Khandani, A. E., Kim, A. J., & Lo, A. W. (2010) · Journal of Banking & Finance

Financial Distress and Bankruptcy PredictionCredit Risk and Financial Regulations

Cited by 864

The Statistics of Sharpe Ratios

Lo, A. W. (2002) · Financial Analysts Journal

Financial Markets and Investment StrategiesFinancial Risk and Volatility Modeling

Cited by 843

The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds

Azar, P. D., & Lo, A. W. (2016) · The Journal of Portfolio Management

Financial Markets and Investment StrategiesStock Market Forecasting Methods

Cited by 112