Andrew W. Lo

51.6k total citations · 14 hit papers
347 papers, 26.7k citations indexed

About

Andrew W. Lo is a scholar working on Economics and Econometrics, Finance and Accounting. According to data from OpenAlex, Andrew W. Lo has authored 347 papers receiving a total of 26.7k indexed citations (citations by other indexed papers that have themselves been cited), including 180 papers in Economics and Econometrics, 164 papers in Finance and 54 papers in Accounting. Recurrent topics in Andrew W. Lo's work include Financial Markets and Investment Strategies (116 papers), Complex Systems and Time Series Analysis (62 papers) and Economic theories and models (34 papers). Andrew W. Lo is often cited by papers focused on Financial Markets and Investment Strategies (116 papers), Complex Systems and Time Series Analysis (62 papers) and Economic theories and models (34 papers). Andrew W. Lo collaborates with scholars based in United States, China and Canada. Andrew W. Lo's co-authors include A. Craig MacKinlay, John Y. Campbell, Yacine Aı̈t-Sahalia, Amir E. Khandani, Dimitris Bertsimas, Kien Wei Siah, Chi Heem Wong, Igor Makarov, Mila Getmansky and Tomaso Poggio and has published in prestigious journals such as Science, Proceedings of the National Academy of Sciences and Nature Medicine.

In The Last Decade

Andrew W. Lo

326 papers receiving 24.4k citations

Hit Papers

5 papers align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

The Econometrics of Financial Markets

1997 3.3k citations Andrew W. Lo et al. profile →
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

1988 2.6k citations Andrew W. Lo et al. profile →
The Econometrics of Financial Markets

2012 1.5k citations Andrew W. Lo et al. profile →
When Are Contrarian Profits Due to Stock Market Overreaction?

1990 1.3k citations Andrew W. Lo et al. profile →
Long-Term Memory in Stock Market Prices

1991 1.2k citations Andrew W. Lo profile →
The Adaptive Markets Hypothesis

2004 1.0k citations Andrew W. Lo profile →
Estimation of clinical trial success rates and related parameters

2017 921 citations Chi Heem Wong, Kien Wei Siah et al. Biostatistics profile →
Data-Snooping Biases in Tests of Financial Asset Pricing Models

1990 815 citations Andrew W. Lo et al. profile →
Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices

1998 734 citations Andrew W. Lo et al. profile →
An econometric model of serial correlation and illiquidity in hedge fund returns

2004 707 citations Mila Getmansky, Andrew W. Lo et al. profile →
Optimal control of execution costs

1998 648 citations Andrew W. Lo et al. profile →
A Survey of Systemic Risk Analytics

2012 443 citations Andrew W. Lo et al. profile →
Consumer credit-risk models via machine-learning algorithms

2010 391 citations Andrew W. Lo et al. profile →
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors

2011 333 citations Monica Billio, Andrew W. Lo et al. SSRN Electronic Journal profile →

Peers

Countries citing papers authored by Andrew W. Lo

Since Specialization

Citations

This map shows the geographic impact of Andrew W. Lo's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Andrew W. Lo with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Andrew W. Lo more than expected).

Fields of papers citing papers by Andrew W. Lo

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Andrew W. Lo. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Andrew W. Lo. The network helps show where Andrew W. Lo may publish in the future.

Co-authorship network of co-authors of Andrew W. Lo

This figure shows the co-authorship network connecting the top 25 collaborators of Andrew W. Lo. A scholar is included among the top collaborators of Andrew W. Lo based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Andrew W. Lo. Andrew W. Lo is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

#	Work	Indexed citations
1	AutoCT: Automating Interpretable Clinical Trial Prediction with LLM Agents 2025 ·Fengze Liu, (unknown), (unknown), Dan Roth, Andrew W. Lo	0
2	Predicting clinical trial duration via statistical and machine learning models 2025 ·Contemporary Clinical Trials Communications ·(unknown), (unknown), Chi Heem Wong, Andrew W. Lo	0
3	From Financial Markets to ChatGPT: A Conversation With Andrew Lo 2023 ·SHILAP Revista de lepidopterología ·Andrew W. Lo, Xiaoli Meng, Liberty Vittert	0
4	Financing repurposed drugs for rare diseases: a case study of Unravel Biosciences 2023 ·Orphanet Journal of Rare Diseases ·(unknown), (unknown), (unknown), Andrew W. Lo, (unknown), Richard Novák, (unknown)	3
5	Bayesian Adaptive Clinical Trials for Anti-Infective Therapeutics During Epidemic Outbreaks 2020 ·SHILAP Revista de lepidopterología ·Andrew W. Lo, (unknown)	5
6	SCRAM: A Platform for Securely Measuring Cyber Risk 2020 ·SHILAP Revista de lepidopterología ·(unknown), Andrew W. Lo, (unknown), (unknown), Vinod Vaikuntanathan, Daniel J. Weitzner, (unknown)	2
7	Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons 2018 ·Management Science ·Shomesh E. Chaudhuri, Andrew W. Lo	14
8	Estimation of clinical trial success rates and related parameters breakdown → 2017 ·Biostatistics ·Chi Heem Wong, Kien Wei Siah, Andrew W. Lo	921
9	Lessons From Hollywood: A New Approach To Funding R&D 2016 ·MIT Sloan management review ·Gary P. Pisano, Andrew W. Lo	4
10	Law Is Code: A Software Engineering Approach to Analyzing the United States Code 2015 ·DSpace@MIT (Massachusetts Institute of Technology) ·(unknown), Pablo Azar, David Larochelle, (unknown), Andrew W. Lo	7
11	Learning Connections in Financial Time Series 2013 ·International Conference on Machine Learning ·(unknown), John V. Guttag, Andrew W. Lo	14
12	Can Hedge Funds Time Market Liquidity? 2010 ·SSRN Electronic Journal ·Charles Cao, Yong Chen, Andrew W. Lo, Bing Liang	11
13	Econometric Measures of Systemic Risk in the Finance and Insurance Sectors 2010 ·National Bureau of Economic Research ·Monica Billio, Mila Getmansky, Andrew W. Lo, Loriana Pelizzon	1
14	Statistical models of asset returns 2007 ·Edward Elgar eBooks ·Andrew W. Lo	1
15	Static asset-pricing models 2007 ·Edward Elgar eBooks ·Andrew W. Lo	0
16	The Dynamics of the Hedge Fund Industry 2005 ·(unknown), (unknown), (unknown), Andrew W. Lo, (unknown), Mark Kritzman, (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown)	12
17	Sifting Through the Wreckage: Lessons from Recent Hedge Fund Failures 2004 ·SSRN Electronic Journal ·Mila Getmansky, Andrew W. Lo, (unknown)	3
18	China's Passion for Pai: Playing Cards, Dominoes, and Mahjong 2004 ·SOAS Research Online (SOAS University of London) ·Andrew W. Lo	1
19	Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders 1999 ·RePEc: Research Papers in Economics ·Andrew W. Lo, Nicholas Chan, Blake LeBaron, Tomaso Poggio	4
20	The Industrial Organization and Regulation of the Securities Industry 1996 ·RePEc: Research Papers in Economics ·Andrew W. Lo	13

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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