"Games of Survival in the Newspaper Industry."

Bucklin, Randolph, Richard Caves and Andrew W. Lo. Applied Economics Vol. 21, No. 5 (1989): 631–650.

"The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation."

Lo, Andrew W. and A. Craig MacKinlay. Journal of Econometrics Vol. 40, No. 2 (1989): 203–238.

"Maximum Likelihood Estimation of Generalized ItÔ Processes with Discretely-Sampled Data."

Lo, Andrew W. Econometric Theory Vol. 4, No. 2 (1988): 231–247.

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

Lo, Andrew W. and A. Craig MacKinlay. Review of Financial Studies Vol. 1, No. 1 (1988): 41–66.

"Semiparametric Upper Bounds for Option Prices and Expected Payoffs."

Lo, Andrew W. Journal of Financial Economics Vol. 19, No. 2 (1987): 373–388.

"Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology."

Lo, Andrew W. Journal of Financial Economics Vol. 17, No. 1 (1986): 143–173.