Dong Lou

Associate Professor of Finance

Research interests

Selected papers

• 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

• 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

• Offsetting Disagreement and Security Prices (with Byoung-Hyoun Hwang and Chengxi Yin), 2014

• Industry Window Dressing (with Huaizhi Chen and Lauren Cohen), 2014

• “Consistent” Earnings Surprises (with Byoung-Hyoun Hwang and Baixiao Liu), 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

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

• 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 

• 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

•   A Flow-Based Explanation for Return Predictability, 2012, The Review of Financial Studies, 25 (12), pp. 3457-3489
  Lead Article  

Teaching

• Office Hours (internal LSE access only)

Lectures/classes

• FM300  Corporate Finance, Investments and Financial Markets
  Current students click here for course information

• FM429 Asset Markets A
  Current students click here for course information

• FM503 Asset Pricing for Research Students
  Current students click here for course information