Items where Author is "Lou, Dong"

Choi, Darwin, Lou, Dong ORCID: 0000-0002-5623-4338 and Mukherjee, Abhiroop (2024) Superstar firms and college major choice. Journal of Political Economy Microeconomics. ISSN 2832-9368 (In Press)

Bian, Jiangze, Da, Zhi, He, Zhiguo, Lou, Dong ORCID: 0000-0002-5623-4338, Shue, Kelly and Zhou, Hao (2024) The drivers and implications of retail margin trading. Journal of Finance. ISSN 0022-1082 (In Press)

Huang, Shiyang, Liu, Xin, Lou, Dong ORCID: 0000-0002-5623-4338 and Polk, Christopher ORCID: 0009-0008-0133-6709 (2023) The booms and busts of beta arbitrage. Management Science. ISSN 0025-1909

Lou, Dong ORCID: 0000-0002-5623-4338 and Polk, Christopher ORCID: 0009-0008-0133-6709 (2022) Comomentum: inferring arbitrage activity from return correlations. Review of Financial Studies, 35 (7). 3272 - 3302. ISSN 0893-9454

Chang, Jeffery (Jinfan), Du, Huancheng, Lou, Dong ORCID: 0000-0002-5623-4338 and Polk, Christopher ORCID: 0009-0008-0133-6709 (2022) Ripples into waves: trade networks, economic activity, and asset prices. Journal of Financial Economics, 145 (1). 217 - 238. ISSN 0304-405X

An, Li, Lou, Dong ORCID: 0000-0002-5623-4338 and Shi, Donghui (2022) Wealth redistribution in bubbles and crashes. Journal of Monetary Economics, 126. 134 - 153. ISSN 0304-3932

Czech, Robert, Huang, Shiyang, Lou, Dong ORCID: 0000-0002-5623-4338 and Wang, Tianyu (2021) Informed trading in government bond markets. Journal of Financial Economics, 142 (3). 1253 - 1274. ISSN 0304-405X

Huang, Shiyang, Hwang, Byoung-Hyoun and Lou, Dong ORCID: 0000-0002-5623-4338 (2021) The rate of communication. Journal of Financial Economics, 141 (2). 533 - 550. ISSN 0304-405X

Czech, Robert, Huang, Shiyang, Lou, Dong ORCID: 0000-0002-5623-4338 and Wang, Tianyu (2021) Informed trading in government bond markets. Financial Markets Group Discussion Papers (837). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bian, Jiangze, Da, Zhi, He, Zhiguo, Lou, Dong ORCID: 0000-0002-5623-4338, Shue, Kelly and Zhou, Hao (2021) Margin trading and leverage management. Financial Markets Group Discussion Papers (839). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Li, Li, Huang, Shiyang, Lou, Dong ORCID: 0000-0002-5623-4338 and Shi, Jiahong (2021) Why don't most mutual funds short sell? Financial Markets Group Discussion Papers (838). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Cohen, Lauren, Lou, Dong ORCID: 0000-0002-5623-4338 and Malloy, Christopher (2020) Casting conference calls. Management Science, 66 (11). 5015 - 5039. ISSN 0025-1909

Chen, Huaizhi, Cohen, Lauren, Gurun, Umit, Lou, Dong ORCID: 0000-0002-5623-4338 and Malloy, Christopher (2020) IQ from IP: simplifying search in portfolio choice. Journal of Financial Economics, 138 (1). 118 - 137. ISSN 0304-405X

Huang, Shiyang, Hwang, Byoung-Hyoun, Lou, Dong ORCID: 0000-0002-5623-4338 and Yin, Chengxi (2020) Offsetting disagreement and security prices. Management Science, 66 (8). 3444 - 3465. ISSN 0025-1909

Lou, Dong ORCID: 0000-0002-5623-4338, Polk, Christopher ORCID: 0009-0008-0133-6709 and Skouras, Spyros (2019) A tug of war: overnight versus intraday expected returns. Journal of Financial Economics, 134 (1). pp. 192-213. ISSN 0304-405X

Choi, Darwin, Lou, Dong ORCID: 0000-0002-5623-4338 and Mukherjee, Abhiroop (2018) The effect of superstar firms on college major choice. Financial Markets Group Discussion Papers (772). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chen, Huaizhi, Cohen, Lauren and Lou, Dong ORCID: 0000-0002-5623-4338 (2016) Industry window dressing. Review of Financial Studies, 29 (12). 3354 - 3393. ISSN 0893-9454

Lou, Dong ORCID: 0000-0002-5623-4338 (2016) When firms increase advertising spending, their stock prices climb in tandem. LSE Business Review (25 Jan 2016). Website.

Lou, Dong ORCID: 0000-0002-5623-4338, Polk, Christopher ORCID: 0009-0008-0133-6709 and Skouras, Spyros (2015) A tug of war: overnight versus intraday expected returns. Financial Markets Group Discussion Papers (744). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Lou, Dong ORCID: 0000-0002-5623-4338, Polk, Christopher ORCID: 0009-0008-0133-6709 and Huang, Shiyang (2014) The booms and busts of beta arbitrage. Financial Markets Group Discussion Papers (743). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Hwang, Byoung-Hyoung, Lou, Dong ORCID: 0000-0002-5623-4338 and Yin, Chengxi (2014) Offsetting disagreement and security prices. Financial Markets Group Discussion Papers (739). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Lou, Dong ORCID: 0000-0002-5623-4338 (2014) Attracting investor attention through advertising. Review of Financial Studies, 27 (6). 1797 - 1829. ISSN 0893-9454

Lou, Dong ORCID: 0000-0002-5623-4338, Yan, Hongjun and Zhang, Jinfan (2013) Anticipated and repeated shocks in liquid markets. Review of Financial Studies, 26 (8). pp. 1891-1912. ISSN 0893-9454

Lou, Dong ORCID: 0000-0002-5623-4338 (2013) Attracting investor attention through advertising. . London School of Economics and Political Science, London, UK.

Lou, Dong ORCID: 0000-0002-5623-4338 and Polk, Christopher ORCID: 0009-0008-0133-6709 (2013) Comomentum: inferring arbitrage activity from return correlations. Financial Markets Group Discussion Papers (721). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chen, Huaizhi, Cohen, Lauren and Lou, Dong ORCID: 0000-0002-5623-4338 (2013) Industry window dressing. Financial Markets Group Discussion Papers (719). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Gao, Pengjie and Lou, Dong ORCID: 0000-0002-5623-4338 (2013) Cross-market timing in security issuance. Financial Markets Group Discussion Papers (718). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Lou, Dong ORCID: 0000-0002-5623-4338 (2012) A flow-based explanation for return predictability. Review of Financial Studies, 25 (12). pp. 3457-3489. ISSN 0893-9454

Cohen, Lauren and Lou, Dong ORCID: 0000-0002-5623-4338 (2012) Complicated firms. Journal of Financial Economics, 104 (2). 383 - 400. ISSN 0304-405X

Hwang, Byoung-Hyoun and Lou, Dong ORCID: 0000-0002-5623-4338 (2012) Do analysts manage earnings forecasts to 'confirm' their own recommendations? .

Gao, Pengjie and Lou, Dong ORCID: 0000-0002-5623-4338 (2011) Cross-market timing in security issuance. AFA 2012 Chicago Meetings Paper. SSRN.

Lou, Dong ORCID: 0000-0002-5623-4338, Yan, Hongjun and Zhang, Jinfan (2011) Anticipated and repeated shocks in liquid markets. Financial Markets Group Discussion Papers (684). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Cohen, Lauren and Lou, Dong ORCID: 0000-0002-5623-4338 (2011) Complicated firms. Financial Markets Group Discussion Papers (683). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Lou, Dong ORCID: 0000-0002-5623-4338 (2009) Attracting investor attention through advertising. Financial Markets Group Discussion Papers (644). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Lou, Dong ORCID: 0000-0002-5623-4338 (2009) A flow-based explanation for return predictability. Financial Markets Group Discussion Papers (643). Financial Markets Group, The London School of Economics and Political Science, London, UK.