Winston Wei Dou
Winston Wei Dou
Assistant Professor of Finance, Wharton School, University of Pennsylvania
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Measuring “Dark Matter” in Asset Pricing Models
H Chen, WW Dou, L Kogan
Journal of Finance, Revise and Resubmit. Available at SSRN 2326753, 2019
Embrace or fear uncertainty: Growth options, limited risk sharing, and asset prices
WW Dou
Unpublished working paper, MIT, 2016
The volatility of international capital flows and foreign assets
WW Dou, A Verdelhan
Unpublished Working Paper, MIT, 2015
Inalienable Customer Capital, Corporate Liquidity, and Stock Returns
WW Dou, Y Ji, D Reibstein, W Wu
Journal of Finance, forthcoming. Available at SSRN 3187850., 2019
External financing and customer capital: A financial theory of markups
WW Dou, Y Ji
Management Science, forthcoming. Available at SSRN 2574953., 2020
Estimation in functional regression for general exponential families
WW Dou, D Pollard, HH Zhou
The Annals of Statistics 40 (5), 2421-2451, 2012
Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective
WW Dou, AW Lo, A Muley, H Uhlig
Annual Review of Financial Economics, forthcoming. Available at SSRN 2899842, 2020
Ensemble subsampling for imbalanced multivariate two-sample tests
L Chen, WW Dou, Z Qiao
Journal of the American Statistical Association 108 (504), 1308-1323, 2013
Dissecting bankruptcy frictions
WW Dou, LA Taylor, W Wang, W Wang
Journal of Financial Economics. Available at SSRN 3383837., 2020
Competition, Profitability, and Discount Rates
WW Dou, Y Ji, W Wu
Journal of Financial Economics, forthcoming. Available at SSRN 3309554., 2019
Feedback and Contagion through Distressed Competition
H Chen, WW Dou, H Guo, Y Ji
Available at SSRN 3513296, 2020
The Oligopoly Lucas Tree: Consumption Risk and Industry-Level Risk Exposure
WW Dou, Y Ji, W Wu, 2020
Common Fund Flows: Flow Hedging and Factor Pricing
WW Dou, L Kogan, W Wu
Available at SSRN 3543675, 2020
Macro-Finance Models with Nonlinear Dynamics
WW Dou, X Fang, AW Lo, H Uhlig
Journal of Economic Literature, Revise and Resubmit. Available at SSRN 3457590, 2019
Granular Uncertainty and Disastrous Misallocation
WW Dou, Y Ji, P Wang
Available at SSRN 3540012, 2020
Competition Networks and Financial Propagation: Natural Experiments with Interference
MM Ao, W Dou, SA Johnson, W Wu
Available at SSRN 3725236, 2020
Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models
X Cheng, WW Dou, Z Liao, 2020
Essays in financial economics
WW Dou
Massachusetts Institute of Technology, 2017
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