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How to contact us

Room CON 2.16
Department of Finance
London School of Economics
Houghton Street
London WC2A 2AE

 

Tel:  +44 (0)20 7107 5360
Fax: +44 (0)20 7242 1394

Email: d.lou@lse.ac.uk|

 

Administrative Contact
Brenda Clarkson-Williams, b.clarkson-williams@lse.ac.uk|

Dong Lou

Assistant Professor of Finance

Research interests

  • Empirical Asset Pricing
  • Behavioural Finance  

Selected papers

  • Complicated Firms (with Lauren Cohen), 2012, Journal of Financial Economics, Vol. 104, Issue 2, pp. 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
  • 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
  • “Consistent” Earnings Surprises (with Byoung-Hyoun Hwang and Baixiao Liu), 2014
  • Industry Window Dressing (with Huaizhi Chen and Lauren Cohen), 2014
  • Offsetting Disagreement and Security Prices (with Byoung-Hyoun Hwang and Chengxi Yin), 2014
  • Playing Favorites: How Firms Prevent the Revelation of Bad News (with Lauren Cohen and Christopher Malloy), 2014
    Winner of First Prize, Crowell Memorial Award for Best Paper in Quantitative Investments, 2014
  • The Booms and Busts of Beta Arbitrage (with Shiyang Huang and Christopher Polk), 2014
    Winner of Quantitative Management Initiative (QMI) Grant, 2013
    Winner of Europlace Institute of Finance Research Grant, 2013

Teaching

Lectures/classes

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