Faculty Profiles - LOU Dong | The Hong Kong University of Science and Technology

2023 1

The Booms and Busts of Beta Arbitrage

Management Science, September 2023
Huang, Shiyang; Liu, Xin; Lou, Dong; Polk, Christopher
Article

2022 3

Comomentum: Inferring Arbitrage Activity from Return Correlations

The Review of Financial Studies, v. 35, (7), July 2022, p. 3272-3302
Lou, Dong; Polk, Christopher
Article

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

Journal of Financial Economics, v. 145, (1), July 2022, p. 217-238
Chang, Jeffery; Du, Huancheng; Lou, Dong; Polk, Christopher
Article

Wealth redistribution in bubbles and crashes

Journal of Monetary Economics, v. 126, March 2022, p. 134-153
An, Li; Lou, Dong; Shi, Donghui
Article

2021 2

Informed trading in government bond markets

Journal of Financial Economics, v. 142, (3), December 2021, p. 1253-1274
Czech, Robert; Huang, Shiyang; Lou, Dong; Wang, Tianyu
Article

The rate of communication

Journal of Financial Economics, v. 141, (2), August 2021, p. 533-550
Huang, Shiyang; Hwang, Byoung-Hyoun; Lou, Dong
Article

2020 3

Casting conference calls

Management Science, v. 66, (11), November 2020, p. 5015-5039
Cohen, Lauren; Lou, Dong; Malloy, Christopher J.
Article

IQ from IP: Simplifying search in portfolio choice

Journal of Financial Economics, v. 138, (1), October 2020, p. 118-137
Chen, Huaizhi; Cohen, Lauren; Gurun, Umit; Lou, Dong; Malloy, Christopher
Article

Offsetting disagreement and security prices

Management Science, v. 66, (8), August 2020, p. 3444-3465
Huang, Shiyang; Hwang, Byoung-Hyoun; Lou, Dong; Yin, Chengxi
Article

2019 1

A tug of war: Overnight versus intraday expected returns

Journal of Financial Economics, v. 134, (1), October 2019, p. 192-213
Lou, Dong; Polk, Christopher; Skouras, Spyros
Article

2016 1

Industry window dressing

The Review of Financial Studies, v. 29, (12), December 2016, p. 3354-3393
Chen, Huaizhi; Cohen, Lauren; Lou, Dong
Article

2014 1

Attracting investor attention through advertising

The Review of Financial Studies, v. 27, (6), June 2014, p. 1797-1829
Lou, Dong
Article

2013 1

Anticipated and repeated shocks in liquid markets

The Review of Financial Studies, v. 26, (8), August 2013, p. 1890-1912
Lou, Dong; Yan, Hongjun; Zhang, Jinfan
Article

2012 2

A flow-based explanation for return predictability

The Review of Financial Studies, v. 25, (12), December 2012, p. 3457-3489
Lou, Dong
Article

Complicated firms

Journal of Financial Economics, v. 104, (2), May 2012, p. 383-400
Cohen, Lauren; Lou, Dong
Article

Research Interest

Publications

2023 1

2022 3

2021 2

2020 3

2019 1

2016 1

2014 1

2013 1

2012 2

Article 1

Article 3

Article 2

Article 3

Article 1

Article 1

Article 1

Article 1

Article 2

2016 1

2014 1

2013 1

2012 2

Research Postgraduate (RPG) Supervision

From January 2021 to December 2024 (As of 21 November 2024)

Current RPGs

Projects

From January 2022 to December 2024

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