Dong Lou

London School of Economics & Political Science (LSE)

Department of Finance

Houghton Street

London, WC2A 2AE

United Kingdom

http://personal.lse.ac.uk/loud/

SCHOLARLY PAPERS

13

DOWNLOADS
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SSRN RANKINGS

Top 9,022

in Total Papers Downloads

3,986

CITATIONS
Rank 5,828

SSRN RANKINGS

Top 5,828

in Total Papers Citations

87

Scholarly Papers (13)

1.
Downloads 712 ( 26,758)

'Consistent' Earnings Surprises

Number of pages: 52 Posted: 15 Mar 2010 Last Revised: 09 Sep 2014
Cornell University - Dyson School of Applied Economics and Management, Florida State University and London School of Economics & Political Science (LSE)
Downloads 545 (37,833)

Abstract:

Stock recommendations, Biased earnings forecasts, Career concerns

'Consistent' Earnings Surprises

Number of pages: 52 Posted: 16 Mar 2011 Last Revised: 09 Sep 2014
Cornell University - Dyson School of Applied Economics and Management, Florida State University and London School of Economics & Political Science (LSE)
Downloads 167 (141,862)

Abstract:

Stock recommendations, Biased earnings forecasts, Career concerns

2.

Complicated Firms

AFA 2011 Denver Meetings Paper
Number of pages: 49 Posted: 15 Mar 2010 Last Revised: 19 Apr 2016
Lauren Cohen and Dong Lou
Harvard Business School and London School of Economics & Political Science (LSE)
Downloads 524 (30,832)
Citation 19

Abstract:

Complicated trades, return predictability, stand alone, conglomerate, market frictions

3.

A Test of the Self-Serving Attribution Bias: Evidence from Mutual Funds

Fourth Singapore International Conference on Finance 2010 Paper
Number of pages: 48 Posted: 03 Mar 2008 Last Revised: 20 Dec 2010
Darwin Choi and Dong Lou
The Chinese University of Hong Kong (CUHK) - Department of Finance and London School of Economics & Political Science (LSE)
Downloads 470 (46,331)
Citation 4

Abstract:

Overconfidence, Active Share, Mutual fund performance

4.

A Flow-Based Explanation for Return Predictability

Number of pages: 53 Posted: 06 Sep 2009 Last Revised: 01 Jul 2010
Dong Lou
London School of Economics & Political Science (LSE)
Downloads 464 (42,817)
Citation 41

Abstract:

Capital flows, Price pressure, Return predictability, Performance persistence, Smart money effect, Stock price momentum

5.

Anticipated and Repeated Shocks in Liquid Markets

Number of pages: 38 Posted: 15 Aug 2010 Last Revised: 03 May 2013
Dong Lou, Hongjun Yan and Jinfan Zhang
London School of Economics & Political Science (LSE), Driehaus College of Business, DePaul University and International Monetary Fund
Downloads 440 (44,855)
Citation 6

Abstract:

Liquidity, Capital mobility, Supply shocks, Treasury auctions

6.

Maximizing Short-Term Stock Prices through Advertising

Number of pages: 44 Posted: 18 Mar 2010 Last Revised: 30 Nov 2010
Dong Lou
London School of Economics & Political Science (LSE)
Downloads 305 (77,325)
Citation 13

Abstract:

advertising, catering, insider sales, equity offerings, investor attention

7.

Cross-Market Timing in Security Issuance

AFA 2012 Chicago Meetings Paper
Number of pages: 50 Posted: 23 Mar 2011 Last Revised: 07 Mar 2013
Pengjie Gao and Dong Lou
University of Notre Dame - Mendoza College of Business and London School of Economics & Political Science (LSE)
Downloads 245 (79,050)
Citation 3

Abstract:

Debt misvaluation, Market timing, Security issuance, Flow-induced trading

8.
Downloads 236 (102,955)

Cloaked Trading

Journal of Investment Consulting, Vol. 17, No. 2, 2016
Number of pages: 15 Posted: 20 Jan 2017 Last Revised: 28 Jan 2017
Harvard Business School, London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 201 (120,523)

Abstract:

Strategic Trading, Information, Asset Management, Investment

Cloaked Trading

Journal of Investment Consulting, Vol. 17, No. 2, p. 69-80, 2016
Number of pages: 15 Posted: 07 Feb 2017
Harvard Business School, London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 35 (367,943)

Abstract:

Playing Favorites: How Firms Prevent the Revelation of Bad News

Number of pages: 61 Posted: 13 Aug 2014 Last Revised: 25 Oct 2016
Harvard Business School, London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 95 (224,359)

Abstract:

Information, strategic release, firms, conference calls

Playing Favorites: How Firms Prevent the Revelation of Bad News

NBER Working Paper No. w19429
Number of pages: 61 Posted: 14 Sep 2013
Harvard Business School, London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 20 (440,406)

Abstract:

10.

Offsetting Disagreement and Security Prices

Number of pages: 50 Posted: 03 Feb 2014 Last Revised: 01 Jun 2016
Cornell University - Dyson School of Applied Economics and Management, London School of Economics & Political Science (LSE) and Purdue University - Krannert School of Management
Downloads 41 (235,765)

Abstract:

Disagreement, Belief Crossing, Short-Sale Constraints

11.

The Speed of Communication

7th Miami Behavioral Finance Conference 2016
Number of pages: 54 Posted: 01 Oct 2016
The University of Hong Kong - School of Economics and Finance, Cornell University - Dyson School of Applied Economics and Management and London School of Economics & Political Science (LSE)
Downloads 0 (352,896)

Abstract:

Word-of-Mouth, Speed of Communication, Household Investment

12.

The Booms and Busts of Beta Arbitrage

CEPR Discussion Paper No. DP11531
Number of pages: 61 Posted: 26 Sep 2016
The University of Hong Kong - School of Economics and Finance, London School of Economics & Political Science (LSE) and London School of Economics
Downloads 0 (532,717)

Abstract:

betting against beta, crowded trades, positive-feedback trading

13.

Industry Window Dressing

Number of pages: 78 Posted: 06 Apr 2016
Huaizhi Chen, Lauren Cohen and Dong Lou
London School of Economics & Political Science (LSE), Harvard Business School and London School of Economics & Political Science (LSE)
Downloads 0 (210,724)

Abstract:

Industry window dressing, opportunistic management, discontinuity, favorable industries