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/

Centre for Economic Policy Research (CEPR)

London

United Kingdom

SCHOLARLY PAPERS

21

DOWNLOADS
Rank 5,530

SSRN RANKINGS

Top 5,530

in Total Papers Downloads

8,320

SSRN CITATIONS
Rank 4,808

SSRN RANKINGS

Top 4,808

in Total Papers Citations

160

CROSSREF CITATIONS

92

Scholarly Papers (21)

1.

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 University - Business School (HBS) and London School of Economics & Political Science (LSE)
Downloads 1,074 (21,681)
Citation 47

Abstract:

Loading...

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

2.
Downloads 825 ( 31,670)
Citation 2

'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 637 (44,314)
Citation 2

Abstract:

Loading...

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 188 (175,861)
Citation 1

Abstract:

Loading...

Stock recommendations, Biased earnings forecasts, Career concerns

3.
Downloads 822 ( 31,892)
Citation 2

IQ from IP: Simplifying Search in Portfolio Choice

8th Miami Behavioral Finance Conference 2017
Number of pages: 56 Posted: 18 Sep 2017 Last Revised: 20 Apr 2019
University of Notre Dame - Department of Finance, Harvard University - Business School (HBS), University of Texas at Dallas, London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 809 (32,097)
Citation 1

Abstract:

Loading...

Tracked trades, Return predictability, Institutional trading, Insider trading

IQ from Ip: Simplifying Search in Portfolio Choice

NBER Working Paper No. w24801
Number of pages: 56 Posted: 16 Jul 2018 Last Revised: 24 Jul 2018
University of Notre Dame - Department of Finance, Harvard University - Business School (HBS), University of Texas at Dallas, London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 13 (638,012)
Citation 1

Abstract:

Loading...

Playing Favorites: How Firms Prevent the Revelation of Bad News

Number of pages: 74 Posted: 13 Aug 2014 Last Revised: 24 Mar 2019
Harvard University - Business School (HBS), London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 739 (36,250)
Citation 3

Abstract:

Loading...

information, strategic release, firms, asset pricing, 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 University - Business School (HBS), London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 76 (346,075)

Abstract:

Loading...

Playing Favorites: How Firms Prevent the Revelation of Bad News

CEPR Discussion Paper No. DP12302
Number of pages: 54 Posted: 20 Sep 2017
Harvard University - Business School (HBS), London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 1 (743,403)
Citation 1
  • Add to Cart

Abstract:

Loading...

5.

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 639 (44,755)
Citation 102

Abstract:

Loading...

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

6.
Downloads 634 ( 45,318)

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 University - Business School (HBS), London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 368 (87,660)

Abstract:

Loading...

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 University - Business School (HBS), London School of Economics & Political Science (LSE) and Harvard Business School
Downloads 266 (125,840)

Abstract:

Loading...

7.

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) - CUHK Business School and London School of Economics & Political Science (LSE)
Downloads 596 (49,012)
Citation 13

Abstract:

Loading...

Overconfidence, Active Share, Mutual fund performance

8.

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), DePaul University and International Monetary Fund
Downloads 552 (54,032)
Citation 9

Abstract:

Loading...

Liquidity, Capital mobility, Supply shocks, Treasury auctions

9.

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 356 (91,755)
Citation 3

Abstract:

Loading...

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

10.

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 356 (91,755)
Citation 4

Abstract:

Loading...

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

11.

Leverage Network and Market Contagion

PBCSF-NIFR Research Paper
Number of pages: 58 Posted: 28 Sep 2017 Last Revised: 13 Mar 2019
Jiangze Bian, Zhi Da, Dong Lou and Hao Zhou
University of International Business and Economics (UIBE), University of Notre Dame - Mendoza College of Business, London School of Economics & Political Science (LSE) and Tsinghua University - PBC School of Finance
Downloads 326 (101,291)
Citation 19

Abstract:

Loading...

Margin trading, leverage, contagion, network centrality

12.

Industry Window Dressing

Number of pages: 78 Posted: 06 Apr 2016
Huaizhi Chen, Lauren Cohen and Dong Lou
University of Notre Dame - Department of Finance, Harvard University - Business School (HBS) and London School of Economics & Political Science (LSE)
Downloads 310 (106,975)
Citation 5

Abstract:

Loading...

Industry window dressing, opportunistic management, discontinuity, favorable industries

13.

Wealth Redistribution in Bubbles and Crashes

Number of pages: 52 Posted: 19 Jun 2019 Last Revised: 13 Jul 2020
Li An, Jiangze Bian, Dong Lou and Donghui Shi
Tsinghua University - PBC School of Finance, University of International Business and Economics (UIBE), London School of Economics & Political Science (LSE) and Shanghai Stock Exchange
Downloads 264 (128,554)
Citation 4

Abstract:

Loading...

bubbles and crashes, wealth inequality, market participation, social impact

14.

Relative Basis

Number of pages: 52 Posted: 21 Jun 2019 Last Revised: 19 Nov 2019
Ming Gu, Wenjin Kang, Dong Lou and Ke Tang
Xiamen University - School of Economics, School of Finance, Shanghai University of Finance and Economics, London School of Economics & Political Science (LSE) and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 208 (160,310)

Abstract:

Loading...

commodity futures, convexity, basis, inventory, convenience yield

15.

The Rate of Communication

7th Miami Behavioral Finance Conference 2016
Number of pages: 42 Posted: 01 Oct 2016 Last Revised: 04 Aug 2020
The University of Hong Kong - Faculty of Business and Economics, Cornell University - Dyson School of Applied Economics and Management and London School of Economics & Political Science (LSE)
Downloads 177 (185,633)

Abstract:

Loading...

Social Interaction, Investor Communication, Information Diffusion

16.
Downloads 161 (201,358)
Citation 5

The Effect of Superstar Firms on College Major Choice

9th Miami Behavioral Finance Conference 2018
Number of pages: 74 Posted: 15 Mar 2019 Last Revised: 18 May 2020
The Chinese University of Hong Kong (CUHK) - CUHK Business School, London School of Economics & Political Science (LSE) and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 161 (201,551)
Citation 6

Abstract:

Loading...

Salience, Human Capital Investment, Skewness, College Major Choice

The Effect of Superstar Firms on College Major Choice

CEPR Discussion Paper No. DP12296
Number of pages: 56 Posted: 20 Sep 2017
The Chinese University of Hong Kong (CUHK) - CUHK Business School, London School of Economics & Political Science (LSE) and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 0
  • Add to Cart

Abstract:

Loading...

Offsetting Disagreement and Security Prices

Number of pages: 52 Posted: 03 Feb 2014 Last Revised: 10 Aug 2020
The University of Hong Kong - Faculty of Business and Economics, Cornell University - Dyson School of Applied Economics and Management, London School of Economics & Political Science (LSE) and University of International Business and Economics
Downloads 132 (237,568)

Abstract:

Loading...

Investor Disagreement, Belief Crossing, Portfolio Discounts

Offsetting Disagreement and Security Prices

CEPR Discussion Paper No. DP12295
Number of pages: 46 Posted: 20 Sep 2017
Cornell University - Dyson School of Applied Economics and Management, London School of Economics & Political Science (LSE) and University of International Business and Economics
Downloads 0
  • Add to Cart

Abstract:

Loading...

Informed Trading in Government Bond Markets

Number of pages: 46 Posted: 07 Nov 2019 Last Revised: 11 May 2020
Bank of England, The University of Hong Kong - Faculty of Business and Economics, London School of Economics & Political Science (LSE) and School of Economics and Management, Tsinghua University
Downloads 47 (441,614)

Abstract:

Loading...

government bonds, informed trading, return predictability, asset managers

Informed trading in government bond markets

Bank of England Working Paper No. 871
Number of pages: 55 Posted: 18 Jun 2020
Bank of England, The University of Hong Kong - Faculty of Business and Economics, London School of Economics & Political Science (LSE) and Tsinghua University
Downloads 22 (573,080)

Abstract:

Loading...

Government bonds, informed trading, return predictability, asset managers

19.

Informed Trading in Government Bond Markets

CEPR Discussion Paper No. DP15028
Number of pages: 49 Posted: 28 Jul 2020
Dong Lou
London School of Economics & Political Science (LSE)
Downloads 1 (709,099)
  • Add to Cart

Abstract:

Loading...

20.

Wealth Redistribution in Bubbles and Crashes

CEPR Discussion Paper No. DP15029
Number of pages: 55 Posted: 28 Jul 2020
Dong Lou
London School of Economics & Political Science (LSE)
Downloads 1 (709,099)
  • Add to Cart

Abstract:

Loading...

21.

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 - Faculty of Business and Economics, London School of Economics & Political Science (LSE) and London School of Economics
Downloads 1 (709,099)
  • Add to Cart

Abstract:

Loading...

betting against beta, crowded trades, positive-feedback trading