Sotabase

Career

· Chair Professor of Finance, HKUST Business School2024–
· Professor of Finance, London School of Economics2022–2025
· Associate Professor of Finance, London School of Economics2015–2022
· Researcher, Center for Economic Policy Research2013–
· Assistant Professor of Finance, London School of Economics2009–2015
· PhD in Finance, Yale University2004–2009
· B.S. in Computer Science, Columbia University2000–2004

Publications (53)

A Flow-Based Explanation for Return Predictability
2010
650
cited
Attracting investor attention through advertising
2014
421
cited
Complicated Firms
2011
402
cited
A tug of war: Overnight versus intraday expected returns
Journal of Financial Economics · 2019
236
cited
Anticipated and Repeated Shocks in Liquid Markets
2013
195
cited
Connected Stocks
2014
144
cited
IQ from Ip: Simplifying Search in Portfolio Choice
Journal of Financial Economics · 2017
115
cited
Spurious Factors in Linear Asset Pricing Models
2015
111
cited
Comomentum: Inferring Arbitrage Activity from Return Correlations
2012
94
cited
Casting Conference Calls
Management Sciences · 2020
49
cited
Wealth Redistribution in Bubbles and Crashes
Social Science Research Network · 2018
43
cited
Industry Window Dressing
2016
35
cited
A Test of the Self-Serving Attribution Bias: Evidence from Mutual Funds
2010
34
cited
Leverage Network and Market Contagion
2019
33
cited
Journal of Financial Economics
2022
32
cited
Economic Policy Uncertainty and Momentum
Financial Management · 2019
28
cited
Informed Trading in Government Bond Markets
Journal of Financial Economics · 2019
28
cited
Ripples into Waves: Trade Networks, Economic Activity, and Asset Prices
Journal of Financial Economics · 2021
26
cited
Cross-Market Timing in Security Issuance
2013
23
cited
The Booms and Busts of Beta Arbitrage
Management Sciences · 2016
15
cited
Sotabase
Dong Lou | Researcher Profile | Sotabase | Sotabase