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 Dong Lou
Assistant
Professor
Department of Finance
London School of Economics
Room OLD M3.11
Houghton Street
London WC2A 2AE
Email: d.lou AT lse.ac.uk
Phone: +44
(0)207 1075360
[Curriculum Vitae]
Publications
Anticipated and Repeated
Shocks in Liquid Markets (with Hongjun Yan and Jinfan Zhang), May 2013
Review of Financial
Studies, forthcoming
Winner of NASDAQ OMX Award for Best
Paper on Asset Pricing, Western Finance Association, 2011
A Flow-Based Explanation for Return Predictability, July 2012
Review of Financial
Studies, 25 (12), 3457-3489
Lead Article
Internet Appendix
Complicated Firms (with Lauren Cohen), June 2011
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
Attracting Investor Attention through Advertising, May 2013
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
Playing Favorites: How Firms Prevent the Revelation
of Bad News
(with Lauren Cohen and Christopher Malloy), February 2013
Last updated: May 2013 | Visits since July 2009:
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