Skip to main content
Home
menu

Header Quick Links

  • About the Programmes
  • Contact us
menu

Main navigation

  • Programmes
  • People
  • Publications
  • News
  • Events
  • Seminars
menu

Header Quick Links

  • About the Programmes
  • Contact us

  

search

Publications of Dong Lou

scroll-down

Breadcrumb

  1. Home
  2. Publications of Dong Lou

Academic journals

Ripples into waves: Trade networks, economic activity, and asset prices

Journal of Financial Economics, 145(1), 217-238

July 2022
Jeffery (Jinfan) Chang
Huancheng Du
Dong Lou
Christopher Polk

Academic journals

Comomentum: Inferring Arbitrage Activity from Return Correlations

The Review of Financial Studies, 35(7), 3272–3302

July 2022
Dong Lou
Christopher Polk

Academic journals

Informed trading in government bond markets

Journal of Financial Economics, 142 (3), 1253-1274

December 2021
Robert Czech
Shiyang Huang
Dong Lou
Tianyu Wang

Academic journals

The rate of communication

Journal of Financial Economics, 141 (2), 533-550

August 2021
Shiyang Huang
Byoung-Hyoung Hwang
Dong Lou

Discussion Papers

Margin Trading and Leverage Management

We use granular data covering regulated (brokerage-financed) and unregulated (shadow-financed) margin trading during the 2015 market turmoil in China...

July 2021
DP 839
Jiangze Bian
Zhi Da
Zhiguo He
Dong Lou
Kelly Shue
Hao Zhou

Discussion Papers

Why Don’t Most Mutual Funds Short Sell?

An intriguing observation in the US mutual fund industry is that most equity funds do not short sell, even though virtually all regulatory...

July 2021
DP 838
Li An
Shiyang Huang
Dong Lou
Jiahong Shi

Discussion Papers

Informed Trading in Government Bond Markets

Using comprehensive administrative data from the UK, we examine trading by different investor types in government bond markets. Our sample covers...

July 2021
DP 837
Robert Czech
Shiyang Huang
Dong Lou
Tianyu Wang

Academic journals

IQ from IP: Simplifying search in portfolio choice

Journal of Financial Economics, 138 (1), 118-137

October 2020
Huaizhi Chen
Lauren Cohen
Umit Gurun
Dong Lou
Christopher Malloy

Academic journals

Offsetting Disagreement and Security Prices

Management Science, 66(8), Pages v, 3295-3798, iii-iv.

August 2020
Shiyang Huang
Byoung-Hyoung Hwang
Dong Lou
Chengxi Yin

Academic journals

A tug of war: Overnight versus intraday expected returns

Journal of Financial Economics, 134 (1), 192-213.

October 2019
Dong Lou
Christopher Polk
Spyros Skouras

Discussion Papers

The Effect of Superstar Firms on College Major Choice

We study the effect of superstar firms on an important human capital decision – college students’ choice of major. Past salient, extreme events in an...

April 2018
DP 772
Darwin Choi
Dong Lou
Abhiroop Mukherjee

Academic journals

Industry Window Dressing

Review of Financial Studies, 29 (12): 3354-3393.

December 2016
Huaizhi Chen
Lauren Cohen
Dong Lou

Discussion Papers

A Tug of War: Overnight Versus Intraday Expected Returns

We decompose the abnormal profits associated with well-known patterns in the cross-section of expected returns into their overnight and intraday...

March 2015
DP 744
Dong Lou
Christopher Polk
Spyros Skouras

Discussion Papers

Playing Favorites: How Firms Prevent the Revelation of Bad News

We explore a subtle but important mechanism through which firms manipulate their information environments. We show that firms control information flow...

December 2014
Lauren Cohen
Dong Lou
Christopher Malloy

Discussion Papers

The Booms and Busts of Beta Arbitrage

Historically, low-beta stocks deliver high average returns and low risk relative to high-beta stocks, offering a potentially profitable investment...

December 2014
DP 743
Dong Lou
Christopher Polk
Shiyang Huang

Discussion Papers

Offsetting Disagreement and Security Prices

Portfolios often trade at substantial discounts relative to the sum of their components (e.g., closed-end funds, conglomerates). We propose a simple...

November 2014
DP 739
Byoung-Hyoung Hwang
Dong Lou
Chengxi Yin

Pagination

  • Current page 1
  • Page 2
  • Next page ⏵
  • Last page ⏵⏵

menu

Content Bottom Menu

  • About
  • Programmes
  • People
  • Contact us

  

LSE Logo

News

New event series in honour of Sir Oliver Hart

Keynote speech at 2023 ESRB Annual Conference by Jón Daniels ...

Two reports on banking stress and monetary policy co-authore ...

View all News

Events

The Fourth Annual International Capital Markets Conference 2 ...

Adam Smith Workshop Spring 2024

View all Events

Seminars

Central Bank’s Balance Sheet and Treasury Market Disruptions

Processing Financial Advice: Experimental Evidence on Active ...

Complexity in Factor Pricing Models

View all Seminars

Publications

The Uneven Path Towards Women’s Rights in Argentina

On the use of artificial intelligence in financial regulatio ...

Market Power and Insurance Coverage

View all Publications

© 2021 SRC/FMG

- Web Designers - KD Web

menu

Footer menu

  • Centres
  • Contact us
  • Privacy policy