Winston Dou

The Wharton School, University of Pennsylvania

Assistant Professor of Finance

2318 Steinberg Hall - Dietrich Hall

3620 Locust Walk

Philadelphia, PA 19104

United States

SCHOLARLY PAPERS

9

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1,965

SSRN CITATIONS
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Top 27,928

in Total Papers Citations

4

CROSSREF CITATIONS

19

Scholarly Papers (9)

1.

Measuring the 'Dark Matter' in Asset Pricing Models

Number of pages: 82 Posted: 19 Sep 2013 Last Revised: 12 Sep 2019
Hui Chen, Winston Dou and Leonid Kogan
Massachusetts Institute of Technology, The Wharton School, University of Pennsylvania and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 772 (31,275)
Citation 20

Abstract:

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Fragile beliefs, Unstable models, Misspecification, Time series, Out-of-sample fit, Disaster risk, Long-run risk, Semiparametric efficiency

2.

Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective

Number of pages: 174 Posted: 17 Jan 2017
The Wharton School, University of Pennsylvania, Massachusetts Institute of Technology (MIT) - Sloan School of Management, MIT and University of Chicago - Department of Economics
Downloads 511 (53,840)
Citation 2

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Macrofinancial Models; Dynamic Stochastic General Equilibrium Models; Macroprudential Policy; Systemic Risk; Monetary Policy Analysis

3.

External Financing and Customer Capital: A Financial Theory of Markups

Number of pages: 57 Posted: 08 Mar 2015 Last Revised: 05 Aug 2018
Winston Dou and Yan Ji
The Wharton School, University of Pennsylvania and Hong Kong University of Science & Technology (HKUST)
Downloads 205 (148,187)
Citation 1

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Customer base, Dynamic game, Financial frictions, Markup variability, Precautionary liquidity buffer

4.

Inalienable Customer Capital, Corporate Liquidity, and Stock Returns

The Rodney L. White Center Working Papers Series at the Wharton School, Mays Business School Research Paper No. 3187850
Number of pages: 61 Posted: 15 Jun 2018 Last Revised: 15 Aug 2019
Winston Dou, Yan Ji, David Reibstein and Wei Wu
The Wharton School, University of Pennsylvania, Hong Kong University of Science & Technology (HKUST), Marketing Science Institute and Texas A&M University - Department of Finance
Downloads 153 (192,200)

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Brand loyalty, Financial constraints risk, Inalienable human capital, Talent turnover, Marketing

5.

Dissecting Bankruptcy Frictions

Number of pages: 51 Posted: 20 May 2019
The Wharton School, University of Pennsylvania, University of Pennsylvania - The Wharton School, Smith School of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 104 (257,905)

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bankruptcy, structural estimation, conflicts of interest, asymmetric information

6.

Ensemble Subsampling for Imbalanced Multivariate Two-Sample Tests

Journal of the American Statistical Association, 2013
Number of pages: 40 Posted: 20 Jun 2013 Last Revised: 16 Mar 2015
Lisha Chen, Winston Dou and Zhihua Qiao
Yale University - Department of Statistics, The Wharton School, University of Pennsylvania and Independent
Downloads 45 (405,472)

Abstract:

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Corporate Finance, ensemble methods, imbalanced learning, Kolmogorov-Smirnov test, nearest neighbors methods, subsampling methods, multivariate two-sample tests

7.

Estimation in Functional Regression for General Exponential Families

The Annals of Statistics. Volume 40, Number 5 (2012), pp. 2421-2451
Number of pages: 31 Posted: 20 Jun 2013 Last Revised: 12 Mar 2015
Winston Dou, David Pollard and Harrison Zhou
The Wharton School, University of Pennsylvania, Independent and Statistics Department of Yale University
Downloads 36 (440,513)

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Approximation of compact operators, Assouad’s lemma, exponential families, functional estimation, minimax rates of convergence

8.

Competition, Profitability, and Risk Premia

The Rodney L. White Center Working Papers Series at the Wharton School, The Jacobs Levy Equity Management Center for Quantitative Financial Research Working Papers Series, Mays Business School Research Paper
Number of pages: 67 Posted: 14 Jan 2019
Winston Dou, Yan Ji and Wei Wu
The Wharton School, University of Pennsylvania, Hong Kong University of Science & Technology (HKUST) and Texas A&M University - Department of Finance
Downloads 136

Abstract:

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Product market friction, Habits, Competition intensity, Gross profitability premium, Time-varying risk premium

9.

Supplemental Material to "Competition, Profitability, and Risk Premia"

Number of pages: 31
Winston Dou, Yan Ji and Wei Wu
The Wharton School, University of Pennsylvania, Hong Kong University of Science & Technology (HKUST) and Texas A&M University - Department of Finance
Downloads 3

Abstract:

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Product market friction, Habit, Competition intensity, Gross profitability premium, Time-varying risk premium.