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 Dong Lou
Associate
Professor
Department of Finance
London School of Economics
Room CON 2.16
Houghton Street
London WC2A 2AE
Email: d.lou AT
lse.ac.uk
Phone: +44
(0)207 1075360
[Curriculum Vitae]
Publications
A Flow-Based Explanation for Return Predictability, 2012 (Internet Appendix)
Review of Financial Studies, 25, 3457-3489
Lead Article
Complicated Firms (with Lauren Cohen), 2012
Journal of Financial
Economics, 104, 383-400
Winner
of First Prize, Crowell Memorial Award for Best Paper in Quantitative
Investments, 2011
Winner of Best Paper Prize, the Center for
Research in Security Prices (CRSP) Forum, 2010
Winner of Institute for Quantitative
Investment Research (INQUIRE UK) Grant, 2010
Winner of First Prize, Istanbul Stock Exchange
25th Anniversary Best Paper Competition, 2010
Winner of Paul Woolley Center (UTS) Academic
Grant, 2010
Anticipated and Repeated
Shocks in Liquid Markets (with Hongjun Yan and Jinfan Zhang), 2013
Review of Financial Studies, 26, 1891-1912
Winner of NASDAQ OMX Award for Best
Paper on Asset Pricing, Western Finance Association, 2011
Working
Papers
Playing Favorites: How Firms Prevent the Revelation
of Bad News
(with Lauren Cohen and Christopher Malloy), October 2016
Winner of First Prize, Crowell Memorial
Award for Best Paper in Quantitative Investments, 2014
The Booms and Busts of Beta Arbitrage (with Shiyang Huang and Christopher Polk), October 2016
Winner
of Quantitative Management Initiative (QMI) Grant, 2013
Winner
of Europlace Institute of Finance Research Grant, 2013
Leverage Network and Market Contagion (with Jiangze Bian, Zhi Da, and Hao Zhou), October 2016
Winner of Best Paper Award, China
Financial Research Conference, 2016
Salience and Education Choice (with Darwin Choi and Abhiroop Mukherjee), October 2016
The Speed of Communication (with Shiyang Huang and Byoung-Hyoun Hwang), September 2016
Offsetting Disagreement
and Security Prices (with
Byoung-Hyoun Hwang and Chengxi Yin), May 2016
A Tug of War: Overnight vs. Intraday Expected
Returns (with Christopher Polk and Spyros Skouras), January 2016
Comomentum: Inferring Arbitrage Activity from
Return Correlations (with
Christopher Polk), April 2013
Finalist
for AQR Insight Award, 2014
Winner
of Institute for
Quantitative Investment Research (Q Group) Grant, 2012
Winner
of Institute for
Quantitative Investment Research (INQUIRE Europe) Grant, 2012
Last updated: October 2016 | Visits since July 2009:
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