Details about Winston Wei Dou

Access statistics for papers by Winston Wei Dou.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pdo523

Working Papers

2025

1. Evidence on the Importance of Market Competition in Distress Propagation
   NBER Working Papers, National Bureau of Economic Research, Inc

2024

2. Misallocation and Asset Prices
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2023

3. Feedback and Contagion through Distressed Competition
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
4. Fund Flows and Income Risk of Fund Managers
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2022

5. Common Fund Flows: Flow Hedging and Factor Pricing
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)

2020

6. Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
   See also Journal Article Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models, Econometrica, Econometric Society (2022) View citations (8) (2022)

2019

7. Measuring “Dark Matter” in Asset Pricing Models
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
   See also Journal Article Measuring “Dark Matter” in Asset Pricing Models, Journal of Finance, American Finance Association (2024) (2024)

2011

8. Estimation in Functional Regression for General Exponential Families
   Papers, arXiv.org

Journal Articles

2024

1. Divacancy and resonance level enables high thermoelectric performance in n-type SnSe polycrystals
   Nature Communications, 2024, 15, (1), 1-13 View citations (3)
2. Investigation on how carbon markets and digital transformation affect green innovation: evidence from Chinese listed companies
   Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, 2024, 26, (9), 22775-22800
3. Measuring “Dark Matter” in Asset Pricing Models
   Journal of Finance, 2024, 79, (2), 843-902
   See also Working Paper Measuring “Dark Matter” in Asset Pricing Models, NBER Working Papers (2019) View citations (11) (2019)

2023

4. Does the financial support to rural areas help to reduce carbon emissions? Evidence from China
   Energy Economics, 2023, 127, (PA) View citations (3)
5. Macro-Finance Models with Nonlinear Dynamics
   Annual Review of Financial Economics, 2023, 15, (1), 407-432

2022

6. Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models
   Econometrica, 2022, 90, (2), 685-713 View citations (8)
   See also Working Paper Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models, PIER Working Paper Archive (2020) (2020)
7. Planning and Energy–Economy–Environment–Security Evaluation Methods for Municipal Energy Systems in China under Targets of Peak Carbon Emissions and Carbon Neutrality
   Energies, 2022, 15, (19), 1-20
8. The Oligopoly Lucas Tree
   The Review of Financial Studies, 2022, 35, (8), 3867-3921 View citations (2)

2021

9. Competition, profitability, and discount rates
   Journal of Financial Economics, 2021, 140, (2), 582-620 View citations (3)
10. Dissecting bankruptcy frictions
    Journal of Financial Economics, 2021, 142, (3), 975-1000 View citations (16)
11. External Financing and Customer Capital: A Financial Theory of Markups
    Management Science, 2021, 67, (9), 5569-5585 View citations (2)
12. Inalienable Customer Capital, Corporate Liquidity, and Stock Returns
    Journal of Finance, 2021, 76, (1), 211-265 View citations (9)

2020

13. Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective
    Annual Review of Financial Economics, 2020, 12, (1), 95-140 View citations (11)

2014

14. Ensemble Subsampling for Imbalanced Multivariate Two-Sample Tests
    Journal of the American Statistical Association, 2014, 109, (506), 871-871 View citations (1)
    Also in Journal of the American Statistical Association, 2013, 108, (504), 1308-1323 (2013) View citations (5)