Dong Lou
    Associate Professor
    Department of Finance
    London School of Economics
    Room CON 1.02
    Houghton Street
    London WC2A 2AE
    Email: d.lou AT lse.ac.uk
    Phone: +44 (0)2071075360


    [Curriculum Vitae]


Publications

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

Attracting Investor Attention through Advertising, 2014
    Review of Financial Studies, 27, 1797-1829

Industry Window Dressing (with Huaizhi Chen and Lauren Cohen), 2016
    Review of Financial Studies, 29, 3354-3393 (Internet Appendix)

A Tug of War: Overnight vs. Intraday Expected Returns (with Christopher Polk and Spyros Skouras), 2018
    
Journal of Financial Economics, forthcoming (Internet Appendix)

Offsetting Disagreement and Security Prices (with Shiyang Huang, Byoung-Hyoun Hwang and Chengxi Yin), 2019
    
Management Science, forthcoming (Internet Appendix)

IQ from IP: Simplifying Search in Portfolio Choice (with Huaizhi Chen, Lauren Cohen, Umit Gurun and Christopher Malloy), 2019
    
Journal of Financial Economics, forthcoming
    
Winner of First Prize, Crowell Memorial Award for Best Paper in Quantitative Investments, 2018

Casting Conference Calls (with Lauren Cohen and Christopher Malloy), 2019
    
Management Science, forthcoming (Internet Appendix)
    Winner of First Prize, Crowell Memorial Award for Best Paper in Quantitative Investments, 2014



Working Papers

Comomentum: Inferring Arbitrage Activity from Return Correlations (with Christopher Polk), 2019
    (Internet Appendix)

    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

Wealth Redistribution in Bubbles and Crashes (with Li An, Jiangze Bian and Donghui Shi), 2019

Leverage Networks and Market Contagion (with Jiangze Bian, Zhi Da, and Hao Zhou), 2019

    Winner of Best Paper Award in Asset Pricing, SFS Cavalcade Asia-Pacific, 2017
    Winner of Best Paper Award, China Financial Research Conference, 2016

The Effect of Superstar Firms on College Major Choice (with Darwin Choi and Abhiroop Mukherjee), 2018
    (Internet Appendix)

The Speed of Communication (with Shiyang Huang and Byoung-Hyoun Hwang), 2018

Trade Networks and Asset Prices (with Huancheng Du, Christopher Polk, and Jinfan Zhang), 2018

The Booms and Busts of Beta Arbitrage (with Shiyang Huang and Christopher Polk), 2018
    (Internet Appendix)

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


Last updated: July 2019 | Visits since July 2009: