Yiwen (Paul) Dou

Macquarie University

North Ryde

Sydney, New South Wales 2109

Australia

SCHOLARLY PAPERS

6

DOWNLOADS
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Top 34,145

in Total Papers Downloads

1,463

SSRN CITATIONS
Rank 37,586

SSRN RANKINGS

Top 37,586

in Total Papers Citations

15

CROSSREF CITATIONS

3

Scholarly Papers (6)

1.

Cross-Region, Cross-Sector Asset Allocation with Regimes

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 52 Posted: 09 Aug 2010 Last Revised: 27 Jan 2013
Macquarie University, Rozetta Institute, UniSuper Management Limited and University of Sydney
Downloads 473 (65,521)

Abstract:

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strategic asset allocation, Dynamic asset allocation, International diversification, sector rotation, regime switching, Markov switching

2.

National Culture and Corporate Cash Holdings around the World

Journal of Banking and Finance, Vol. 50, 2015
Number of pages: 55 Posted: 02 Jan 2012 Last Revised: 15 May 2017
City University of Hong Kong (CityUHK) - Department of Accountancy, Macquarie University, University of Hawaii at Manoa - Shidler College of Business, Monash University and T.A. PAI Management Institute, Finance Area
Downloads 409 (78,050)
Citation 10

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Cash holdings; National culture; Individualism; Uncertainty avoidance

Individualism, Uncertainty Avoidance, and Earnings Momentum in International Markets

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 47 Posted: 10 Oct 2010
Macquarie University, Bentley University - Department of Accountancy, Monash University and T.A. PAI Management Institute, Finance Area
Downloads 226 (147,644)

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Individualism, Uncertainty Avoidance, and Earnings Momentum in International Markets

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 47 Posted: 01 Dec 2010
Macquarie University, Bentley University - Department of Accountancy, Monash University and T.A. PAI Management Institute, Finance Area
Downloads 129 (241,553)
Citation 4

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post-earnings announcement drift, individualism, earnings momentum, uncertainty avoidance, culture

4.

Individualism, Uncertainty Avoidance and the Profitability of Momentum Strategies in International Markets

Number of pages: 65 Posted: 02 Apr 2010 Last Revised: 22 Apr 2010
Yiwen (Paul) Dou, Cameron Truong and Madhu Veeraraghavan
Macquarie University, Monash University and T.A. PAI Management Institute, Finance Area
Downloads 226 (148,082)

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Post-earnings announcement drift, Individualism, Price momentum, Earnings Momentum, Uncertainty avoidance, Culture

5.

Dissecting Anomalies in the Australian Stock Market

Australian Journal of Management, Vol. 38, No. 2, 2013
Posted: 30 Jul 2013
Yiwen (Paul) Dou and David R. Gallagher
Macquarie University and Rozetta Institute

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accruals, asset growth, contrarian, earnings growth, momentum, profitability, size, value

6.

Out-of-Sample Stock Return Predictability in Australia

Australian Journal of Management, Vol. 37, No. 3, 2012
Posted: 19 Dec 2012
Macquarie University, Rozetta Institute, UniSuper Management Limited and University of Sydney

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combination forecasts, out-of-sample predictability, portfolio allocation, predictive regression, sector rotation