Dong Lou Publications A Flow-Based Explanation for Return Predictability, 2012 Complicated Firms (with Lauren Cohen), 2012 Anticipated and Repeated
Shocks in Liquid Markets (with Hongjun Yan and Jinfan Zhang), 2013 Attracting Investor Attention through Advertising, 2014 Industry Window Dressing (with Huaizhi Chen and Lauren Cohen), 2016 A Tug of War: Overnight vs. Intraday Expected
Returns (with Christopher Polk and Spyros Skouras), 2019 Offsetting Disagreement and
Security Prices (with Shiyang Huang, Byoung-Hyoun Hwang, and Chengxi Yin), 2020 IQ from IP: Simplifying
Search in Portfolio Choice (with
Huaizhi Chen, Lauren Cohen, Umit Gurun, and Christopher Malloy), 2020 Casting Conference Calls (with Lauren Cohen and Christopher Malloy), 2020 The Rate of Communication (with Shiyang Huang and Byoung-Hyoun
Hwang), 2021 Informed Trading in Government Bond Markets
(with Robert Czech, Shiyang
Huang, and Tianyu Wang), 2021 Comomentum: Inferring Arbitrage Activity from
Return Correlations (with
Christopher Polk), 2022 Ripples into Waves: Trade Networks, Economic
Activity, and Asset Prices (with
Jeffery Chang, Huancheng Du, Christopher Polk), 2022 Wealth Redistribution in Bubbles and Crashes
(with Li An and Donghui Shi), 2022 The Booms and Busts of Beta Arbitrage (with Shiyang Huang, Xin Liu, and
Christopher Polk), 2023 Working
Papers ESG Window Dressing
(with Li An, Shiyang
Huang, Xudong Wen, and Mingxin Xu), 2023 Unintended Consequences of Holding Dollar Assets
(with Robert Czech, Shiyang
Huang, and Tianyu Wang), 2023 The Drivers and
Implications of Retail Margin Trading (with Jiangze Bian, Zhi Da, Zhiguo He, Kelly Shue, and Hao Zhou),
2023 Relative Basis: A Better
Measure of the Convenience Yield (with Ming Gu, Wenjin Kang, and Ke Tang), 2023 An Anatomy of Long-Short Equity Funds (with Li An, Shiyang Huang, and Jiahong
Shi), 2022 Superstar Firms and College Major Choice
(with Darwin Choi and Abhiroop Mukherjee), 2022 Fiscal-Monetary Interactions: Pre-Announcement
Liquidity Effects after Bond Issuances (with Gabor Pinter and Semih Uslu), 2022 The Day Destroys the Night, Night Extends the Days (with
Christopher Polk and Spyros Skouras), 2022 The Effect of Advisors’
Incentives on Clients’ Investments (with Diego Battiston, Jordi Blanes-Vidal, and Rafael Hortala-Vallve), 2021 Last updated: September 2023 | Visits since July 2009: |
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