Welcome to my website! I am Dat Mai, a quantitative researcher at MKT MediaStats where I conduct research on return prediction, portfolio optimization, and asset allocation using media-based signals.
I hold a PhD in finance from the University of Missouri and I am a CFA charter holder.
This website contains information on my research. My research focuses on asset pricing, investments, and artificial intelligence. The views expressed are solely my own.
Research projects
StockGPT: A GenAI Model for Stock Prediction and Trading
Time-Varying Drivers of Stock Prices
War Discourse and the Cross Section of Expected Stock Returns, resubmitted at Journal of Finance, with David Hirshleifer and Kuntara Pukthuanthong
War Discourse and the Disaster Premium: 160 Years of Evidence from Stock Markets, resubmitted at at Review of Financial Studies, with David Hirshleifer and Kuntara Pukthuanthong
Investor Sentiment and Asset Returns: Actions Speak Louder Than Words, with Xi Dong, Kuntara Pukthuanthong, and Guofu Zhou
AI Narrative and Stock Mispricing, with Arka Bandyopadhyay and Kuntara Pukthuanthong