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 earned a PhD in finance from the University of Missouri and I am a CFA charter holder.
This website contains information on my research which focuses on asset pricing, investments, and artificial intelligence. The views expressed are solely my own.
Publications
War Discourse and the Disaster Premium: 160 Years of Evidence from Stock Markets
D Hirshleifer, D Mai, K Pukthuanthong
Review of Financial Studies (forthcoming)
--- Second prize winner at CQA Academic Competition 2021
Time-Varying Drivers of Stock Prices
D Mai
Financial Analysts Journal (forthcoming)
Stock Market Reaction to Dividend Announcements in Vietnamese Stock Market
D Mai, T Tran
International Journal of Economics and Finance 7 (9), 50-58
Selected working papers
War Discourse and the Cross Section of Expected Stock Returns
D Hirshleifer, D Mai, K Pukthuanthong
Journal of Finance (resubmitted)
StockGPT: A GenAI Model for Stock Prediction and Trading
D Mai
Investor Sentiment and Asset Returns: Actions Speak Louder Than Words
D Mai, K Pukthuanthong, G Zhou
AI Narrative and Stock Mispricing
A Bandyopadhyay, D Mai, K Pukthuanthong