
Dong Lou
Administrative contact: Liz Mincin, e.c.mincin@lse.ac.uk
Research Interests
Empirical Asset Pricing
Behavioural Finance
Administrative contact: Liz Mincin, e.c.mincin@lse.ac.uk
Empirical Asset Pricing
Behavioural Finance
The Review of Financial Studies, 2021, in press
Journal of Financial Economics, 2021, in press
We use granular data covering regulated (brokerage-financed) and unregulated (shadow-financed) margin trading during the 2015 market turmoil in China...
An intriguing observation in the US mutual fund industry is that most equity funds do not short sell, even though virtually all regulatory...
Using comprehensive administrative data from the UK, we examine trading by different investor types in government bond markets. Our sample covers...