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 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
The Effect of Superstar Firms on College Major
Choice (with Darwin Choi and
Abhiroop Mukherjee), 2019
(Internet Appendix)
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 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: August 2019 | Visits since July 2009:
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