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The University of Southampton

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Phone:: (023) 8059 1873
Email:: D.Luo@soton.ac.uk

Dr Di Luo

Associate Professor in Finance

Dr Di Luo is an Associate Professor in Finance within Southampton Business School at the University of Southampton.

Prior to the appointment, he was a Lecturer in Finance at Swansea University.

Di completed his PhD in Finance from Nottingham University Business School, he also holds a MSc in Finance and a Bachelor of Finance from Nankai University, China.

Di’s research interests include theoretical and empirical asset pricing, financial market microstructure, and financial economics.

Qualifications

PhD in Finance, University of Nottingham, September 2010 – June 2014

Funded by Nottingham University PhD Scholarship

MSc in Economics, Nankai University, China, September 2008 - June 2010

Funded by Nankai University Postgraduate Scholarship, 2008-2010

Winner of Leon Securities Scholarship for Outstanding Students, 2010

BSc in Finance, Nankai University, China, September 2004 - June 2008

Funded by Nankai University Undergraduate Scholarship, 2005-2007

Working history

Lecturer in Finance, Swansea University

Teaching assistant, University of Nottingham

Research

Publications

Teaching

Contact

Research interests

Theoretical and Empirical Asset Pricing, Financial Market Microstructure, Financial Economics

Academic Referee:

Journal of Banking and Finance

Research group

Banking & Finance

Sort via:TypeorYear

Investor Sentiment, Limited Arbitrage, and the Cash Holding Effect (with Xiafei Li), 2016, forthcoming at Review of Finance.

Transaction Costs, Liquidity Risk, and the CCAPM (with Weimin Liu and Huainan Zhao), 2016, Journal of Banking and Finance, 63 126-145.

The Liquidity Risk Adjusted Epstein-Zin Model (with Weimin Liu and Huainan Zhao), 2016, Financial Review, 51 (1) 113-146.

Articles

Luo, D. (Accepted/In press). ESG, liquidity, and stock returns. Journal of International Financial Markets, Institutions and Money.
Cheah, J., Luo, D., Zhang, Z., & Sung, M-C. (2022). Predictability of bitcoin returns. European Journal of Finance, 28(1), 66-85. https://doi.org/10.1080/1351847X.2020.1835685
Luo, D., Mishra, T., Yarovaya, L., & Zhang, Z. (2021). Investing during a Fintech revolution: ambiguity and return risk in cryptocurrencies. Journal of International Financial Markets, Institutions and Money, 73, [101362]. https://doi.org/10.1016/j.intfin.2021.101362
Gong, C. M., Luo, D., & Zhao, H. (2021). Liquidity risk and the beta premium. Journal of Financial Research. https://doi.org/10.1111/jfir.12263
Gong, C. M., Li, X., Luo, D., & Zhao, H. (Accepted/In press). The bias of growth opportunity. European Financial Management.
Liu, W., Luo, D., Park, S., & Zhao, H. (Accepted/In press). The cross-sectional return predictability of employment growth: a liquidity risk explanation. Financial Review.
Li, X., & Luo, D. (2020). Increase in cash holdings of U.S. firms: the role of healthcare and technology industries. Journal of Business Research, 118, 286-298. https://doi.org/10.1016/j.jbusres.2020.06.034
Li, X., & Luo, D. (2019). Financial constraints, stock liquidity, and stock returns. Journal of International Financial Markets, Institutions and Money, 63, [101139]. https://doi.org/10.1016/j.intfin.2019.101139
Li, X., & Luo, D. (2017). Investor sentiment, limited arbitrage, and the cash holding effect. Review of Finance, 21(6), 2141-2168. [rfw031]. https://doi.org/10.1093/rof/rfw031
Liu, W., Luo, D., & Zhao, H. (2016). The Epstein–Zin Model with liquidity extension. Financial Review, 51(1), 113-146. https://doi.org/10.1111/fire.12098
Liu, W., Luo, D., & Zhao, H. (2016). Transaction costs, liquidity risk, and the CCAPM. Journal of Banking and Finance, 63, 126-145. https://doi.org/10.1016/j.jbankfin.2015.11.011

Conferences

Luo, D., Mishra, T., Yarovaya, L., & Zhang, Z. (2021). Bitcoin ambiguity. 1-38. Paper presented at Sustainable Financial Innovation Centre (SFiC) Annual Conference University of Birmingham, Virtual, United Kingdom.
Luo, D., Mishra, T., Yarovaya, L., & Zhang, Z. (2020). Bitcoin ambiguity. Paper presented at Cryptocurrency Research Conference, UK, 2020, Virtual.
Gong, C. M., Luo, D., & Zhao, H. (Accepted/In press). Liquidity risk and the beta premium. Paper presented at 2020 FMA Virtual Conference.
Gong, C. M., Li, X., Luo, D., & Zhaod, H. (Accepted/In press). Growth opportunity bias. Paper presented at Behavioral Finance Working Group Conference, London, United Kingdom.
Luo, D., Cheah, J., Zhang, Z., & Sung, M-C. (Accepted/In press). The predictability of Bitcoin returns. Paper presented at British Academy of Management Corporate Governance Conference 2019, Southampton, United Kingdom.
Liu, W., Luo, D., Park, S., & Zhao, H. (2018). Liquidity risk and the labor hiring premium. In 2018 Eastern Finance Association Annual Meeting
Liu, W., Luo, D., Park, S., & Zhao, H. (2018). Liquidity risk and the labor hiring premium. In 2018 British Accounting and Finance Association Annual Meeting

Module co-ordinator MANG6142

Dr Di Luo
Southampton Business School, University of Southampton, Highfield, Southampton SO17 1BJ, UK

Room Number : 2/5045

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