Details about Ding Du

Access statistics for papers by Ding Du.

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

Short-id: pdu570

Working Papers

2017

1. The Impact of Climate Change on Developed Economies
   2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association View citations (23)
   See also Journal Article The impact of climate change on developed economies, Economics Letters, Elsevier (2017) View citations (23) (2017)

2016

2. Temperature and US Economic Activity: Evidence from Disaggregated Data
   2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association

2012

3. The Adverse Impact of Gradual Temperature Change on Capital Investment
   2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association View citations (2)

Journal Articles

2024

1. Cross-Market Effects of Consolidation: Evidence from Banking
   The Review of Corporate Finance Studies, 2024, 13, (4), 999-1029

2023

2. Energy Transitions and Household Finance: Evidence from U.S. Coal Mining
   The Review of Corporate Finance Studies, 2023, 12, (4), 723-760 View citations (1)

2020

3. Direct effect of advertising spending on firm value: Moderating role of financial analyst coverage
   International Journal of Research in Marketing, 2020, 37, (1), 196-212 View citations (8)
4. Why does stock-market investor sentiment influence corporate investment?
   Review of Quantitative Finance and Accounting, 2020, 54, (4), 1221-1246 View citations (1)

2019

5. Forecasting credit losses with the reversal in credit spreads
   Economics Letters, 2019, 178, (C), 95-97 View citations (1)
6. The impact of forest restoration on agriculture in the Verde River watershed, Arizona, USA
   Forest Policy and Economics, 2019, 109, (C)

2018

7. Credit spreads and merger pricing
   Journal of Asset Management, 2018, 19, (3), 169-178
8. Do private acquirers pay less compared to public acquirers?
   Economics Letters, 2018, 164, (C), 35-37 View citations (1)
9. Foreign capital flows, credit spreads, and the business cycle
   Journal of International Financial Markets, Institutions and Money, 2018, 57, (C), 59-79 View citations (3)
10. The impact of climate change on tourism economies of Greece, Spain, and Turkey
    Environmental Economics and Policy Studies, 2018, 20, (2), 431-449 View citations (1)
11. The pricing of common exchange rate factors in the U.S. equity market
    Review of Quantitative Finance and Accounting, 2018, 50, (3), 775-798
12. The sentiment premium and macroeconomic announcements
    Review of Quantitative Finance and Accounting, 2018, 50, (1), 207-237 View citations (6)

2017

13. Financial investor sentiment and the boom/bust in oil prices during 2003–2008
    Review of Quantitative Finance and Accounting, 2017, 48, (2), 331-361 View citations (6)
14. Temperature shocks and the cost of equity capital: Implications for climate change perceptions
    Journal of Banking & Finance, 2017, 77, (C), 18-34 View citations (41)
15. The impact of climate change on developed economies
    Economics Letters, 2017, 153, (C), 43-46 View citations (23)
    See also Working Paper The Impact of Climate Change on Developed Economies, 2017 Annual Meeting, July 30-August 1, Chicago, Illinois (2017) View citations (23) (2017)
16. U.S. credit-market sentiment and global business cycles
    Economics Letters, 2017, 157, (C), 75-78 View citations (3)
17. US macroannouncements and international asset pricing
    International Journal of Finance & Economics, 2017, 22, (4), 352-367 View citations (5)

2016

18. CURRENCY RISK PREMIUM AND U.S. MACROECONOMIC ANNOUNCEMENT
    Journal of Financial Research, 2016, 39, (4), 359-388 View citations (1)
19. Investor sentiment and oil prices
    Journal of Asset Management, 2016, 17, (2), 73-88 View citations (11)

2015

20. How Private Property Protection Influences the Impact of Intellectual Property Rights on Economic Growth?
    Global Economic Review, 2015, 44, (1), 1-30 View citations (4)
21. The world market risk premium and U.S. macroeconomic announcements
    Journal of International Money and Finance, 2015, 58, (C), 75-97 View citations (6)

2014

22. CASH FLOWS, CURRENCY RISK, AND THE COST OF CAPITAL
    Journal of Financial Research, 2014, 37, (2), 139-158 View citations (6)
23. Emerging market currency exposure: Taiwan
    Journal of Multinational Financial Management, 2014, 28, (C), 47-61 View citations (4)
24. Market states and momentum in sector exchange-traded funds
    Journal of Asset Management, 2014, 15, (4), 223-237
25. Persistent exchange-rate movements and stock returns
    Journal of International Financial Markets, Institutions and Money, 2014, 28, (C), 36-53 View citations (8)
26. The long-run component of foreign exchange volatility and stock returns
    Journal of International Financial Markets, Institutions and Money, 2014, 31, (C), 268-284 View citations (3)

2013

27. Another look at the cross-section and time-series of stock returns: 1951 to 2011
    Journal of Empirical Finance, 2013, 20, (C), 130-146 View citations (8)
28. Measuring currency exposure with quantile regression
    Review of Quantitative Finance and Accounting, 2013, 41, (3), 549-566 View citations (10)

2012

29. Exchange rate risk in the US stock market
    Journal of International Financial Markets, Institutions and Money, 2012, 22, (1), 137-150 View citations (19)
30. Foreign exchange volatility and stock returns
    Journal of International Financial Markets, Institutions and Money, 2012, 22, (5), 1202-1216 View citations (13)
31. Real aggregate activity and stock returns
    Journal of Economics and Business, 2012, 64, (5), 323-337 View citations (8)

2011

32. Evidence on Stock Reaction to Market-Wide Information
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2011, 14, (02), 297-325 View citations (6)

2009

33. Do fixed income mutual fund managers have managerial skills?
    The Quarterly Review of Economics and Finance, 2009, 49, (2), 378-397 View citations (15)
34. Why is there no momentum in the Taiwan stock market?
    Journal of Economics and Business, 2009, 61, (2), 140-152 View citations (19)

2008

35. The 52-week high and momentum investing in international stock indexes
    The Quarterly Review of Economics and Finance, 2008, 48, (1), 61-77 View citations (19)

2007

36. When competing momentum hypotheses really do not compete: How the sources of momentum profits change through time
    Journal of Economics and Business, 2007, 59, (2), 130-143 View citations (7)

2006

37. Monetary policy, stock returns and inflation
    Journal of Economics and Business, 2006, 58, (1), 36-54 View citations (14)

2005

38. Industry momentum and common factors
    Finance Research Letters, 2005, 2, (3), 107-124 View citations (15)

Chapters

2020

1. Pricing Liquidity in the Stock Market
   Chapter 121 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 4119-4148