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)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

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

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

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

 


Working Papers

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

Leverage Networks and Market Contagion (with Jiangze Bian, Zhi Da, and Hao Zhou), 2018

    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: Evidence from the Sovereign CDS Market
     (with Huancheng Du, Christopher Polk, and Jinfan Zhang), 2018

IQ from IP: Simplifying Search in Portfolio Choice
     (with Huaizhi Chen, Lauren Cohen, Umit Gurun and Christopher Malloy), 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

Offsetting Disagreement and Security Prices
     (with Shiyang Huang, Byoung-Hyoun Hwang and Chengxi Yin), 2017 (Internet Appendix)

Playing Favorites: How Firms Prevent the Revelation of Bad News
    (with Lauren Cohen and Christopher Malloy), 2017  (Internet Appendix)

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

Comomentum: Inferring Arbitrage Activity from Return Correlations (with Christopher Polk), 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: December 2018 | Visits since July 2009: