Dong Lou
    Assistant Professor
    Department of Finance
    London School of Economics
    Room OLD M3.10
    Houghton Street
    London WC2A 2AE
    Email: d.lou AT lse.ac.uk
    Phone: +44 (0)207 1075360


    [Curriculum Vitae]


Publications

Attracting Investor Attention through Advertising, 2014
    Review of Financial Studies, Forthcoming

Anticipated and Repeated Shocks in Liquid Markets (with Hongjun Yan and Jinfan Zhang), 2013
    Review of Financial Studies, 26 (8), 1891-1912
    Winner of NASDAQ OMX Award for Best Paper on Asset Pricing, Western Finance Association, 2011

A Flow-Based Explanation for Return Predictability, 2012 (Internet Appendix)
    Review of Financial Studies, 25 (12), 3457-3489
    Lead Article

Complicated Firms (with Lauren Cohen), 2012
    Journal of Financial Economics, 104 (2), 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


Working Papers

The Booms and Busts of Beta Arbitrage (with Shiyang Huang and Christopher Polk), February 2014

    Winner of Quantitative Management Initiative (QMI) Grant, 2013
    Winner of Europlace Institute of Finance Research Grant, 2013

Offsetting Disagreement and Security Prices (with Byoung-Hyoun Hwang and Chengxi Yin), January 2014

Playing Favorites: How Firms Prevent the Revelation of Bad News
    (with Lauren Cohen and Christopher Malloy), August 2013

    Winner of First Prize, Crowell Memorial Award for Best Paper in Quantitative Investments, 2014

Cross-Market Timing in Security Issuance (with Pengjie Gao), May 2013

“Consistent” Earnings Surprises (with Byoung-Hyoun Hwang), May 2013

Comomentum: Inferring Arbitrage Activity from Return Correlations (with Christopher Polk), April 2013

    Winner of Institute for Quantitative Investment Research (Q Group) Grant, 2012
    Winner of Institute for Quantitative Investment Research (INQUIRE Europe) Grant, 2012

Industry Window Dressing (with Huaizhi Chen and Lauren Cohen), February 2013


Last updated: March 2014 | Visits since July 2009: