 Dong Lou
Professor of Finance
CEPR Research Fellow
London School of Economics
Houghton Street
London WC2A 2AE
Office: MAR 8.09
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), 2019
Journal of Financial Economics,
134, 192-213 (Internet Appendix)
Offsetting Disagreement
and Security Prices (with
Shiyang Huang, Byoung-Hyoun Hwang, and Chengxi Yin), 2020
Management Science, 66,
3295-3798 (Internet Appendix)
IQ from IP: Simplifying Search
in Portfolio Choice (with Huaizhi Chen, Lauren
Cohen, Umit Gurun, and Christopher Malloy), 2020
Journal of Financial Economics,
138, 118-137
Winner
of First Prize, Crowell Memorial Award for Best Paper in Quantitative
Investments, 2018
Casting Conference Calls (with Lauren Cohen and Christopher Malloy), 2020
Management Science, 66,
4921-5484 (Internet Appendix)
Winner of First Prize, Crowell Memorial
Award for Best Paper in Quantitative Investments, 2014
The Rate of Communication (with Shiyang Huang and Byoung-Hyoun Hwang), 2021
Journal of Financial
Economics, 141, 533-550 (Internet Appendix)
Informed Trading in Government Bond Markets
(with Robert Czech, Shiyang Huang, and Tianyu
Wang), 2021
Journal of Financial Economics,
142, 1253-1274 (Internet Appendix)
Winner of Best Paper Award, China International Conference
in Finance, 2019
Comomentum: Inferring Arbitrage Activity from
Return Correlations (with
Christopher Polk), 2022
Review of Financial Studies,
35, 3272–3302 (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
Ripples into Waves: Trade Networks, Economic
Activity, and Asset Prices (with
Jeffery Chang, Huancheng Du, Christopher Polk), 2022
Journal of Financial Economics,
145, 217-238 (Internet Appendix)
Wealth Redistribution in Bubbles and Crashes
(with Li An and Donghui Shi), 2022
Journal of Monetary Economics,
126, 134-153 (Internet Appendix)
Winner
of Best Paper Award, China Financial Research Conference, 2019
The Booms and Busts of Beta Arbitrage (with Shiyang Huang, Xin Liu, and Christopher Polk), 2023
Management Science,
forthcoming (Internet Appendix)
Winner
of Quantitative Management Initiative (QMI) Grant, 2013
Winner
of Europlace Institute of Finance Research Grant, 2013
Working
Papers
An Anatomy of Long-Short Equity Funds (with Li An, Shiyang Huang, and Jiahong
Shi), 2022
(Internet Appendix)
Superstar Firms and College Major Choice
(with Darwin Choi and Abhiroop Mukherjee), 2022
(Internet Appendix; SurveyMonkey Questions)
The Day Destroys the Night, Night Extends the Days (with
Christopher Polk and Spyros Skouras), 2022
Unintended Consequences of Holding Dollar Assets
(with Robert Czech, Shiyang Huang, and Tianyu
Wang), 2022
The Effect of Advisors’
Incentives on Clients’ Investments (with Diego Battiston, Jordi Blanes-Vidal, and Rafael
Hortala-Vallve), 2021
Margin Trading and
Leverage Management (with
Jiangze Bian, Zhi Da, Zhiguo He, Kelly Shue, and Hao Zhou), 2021
Winner of Best Paper Award in Asset
Pricing, SFS Cavalcade Asia-Pacific, 2017
Winner of Best Paper Award, China
Financial Research Conference, 2016
Last updated: January 2023 | Visits since July 2009:
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