Dat Y Mai

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 charterholder.

This website contains information on my research which focuses on asset pricing, investments, and artificial intelligence. The views expressed are solely my own.

Journal and Conference Publications

War Discourse and the Cross Section of Expected Stock Returns

D Hirshleifer, D Mai, K Pukthuanthong

Journal of Finance (conditionally accepted)

War Discourse and the Disaster Premium: 160 Years of Evidence from Stock Markets

D Hirshleifer, D Mai, K Pukthuanthong

Review of Financial Studies (forthcoming)

Investor Sentiment and Asset Returns: Actions Speak Louder Than Words

X Dong, D Mai, K Pukthuanthong, G Zhou

Journal of Portfolio Management (forthcoming)

Time-Varying Drivers of Stock Prices

D Mai