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A

Andrew W. Lo

California University of PennsylvaniaORCID https://orcid.org/0000-0003-2944-7773

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Publications

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Citations

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Impact (2-yr)

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Top Publications

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

Review of Financial Studies19883,756 citationsFirst authorCorresponding

When Are Contrarian Profits Due to Stock Market Overreaction?

Review of Financial Studies19901,775 citationsFirst authorCorresponding

Data-Snooping Biases in Tests of Financial Asset Pricing Models

Review of Financial Studies19901,137 citationsFirst authorCorresponding

Consumer credit-risk models via machine-learning algorithms

Journal of Banking & Finance2010704 citationsCorresponding