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 earn 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.


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 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