Winston Wei Dou

University of Pennsylvania - The Wharton School

3641 Locust Walk

Philadelphia, PA 19104-6365

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

http://www.nber.org/people/winston_wei_dou?page=1&perPage=50

SCHOLARLY PAPERS

41

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249

CROSSREF CITATIONS

52

Scholarly Papers (41)

1.
Downloads 2,142 (13,617)
Citation 14

Common Fund Flows: Flow Hedging and Factor Pricing

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper , Journal of Finance, Forthcoming
Number of pages: 62 Posted: 24 Apr 2020 Last Revised: 02 Jan 2024
Winston Wei Dou, Leonid Kogan and Wei Wu
University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University
Downloads 2,129 (13,480)
Citation 2

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Agency conflicts, Mutual fund flows, Intermediary asset pricing, Heterogeneous agents, Uncertainty, Demand shocks

Common Fund Flows: Flow Hedging and Factor Pricing

NBER Working Paper No. w30234
Number of pages: 62 Posted: 11 Jul 2022 Last Revised: 14 Apr 2023
Winston Wei Dou, Leonid Kogan and Wei Wu
University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University
Downloads 13 (1,050,359)
Citation 8

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2.
Downloads 1,953 (15,653)
Citation 26

Measuring 'Dark Matter' in Asset Pricing Models

Journal of Finance, Forthcoming, NBER Working Paper Series, 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, The Wharton School Research Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 60 Posted: 19 Sep 2013 Last Revised: 25 Jan 2022
Hui Chen, Winston Wei Dou and Leonid Kogan
Massachusetts Institute of Technology, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,740 (18,496)
Citation 17

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Fragile beliefs, Unstable models, Misspecification and robustness, Out-of-sample fit, Semiparametric information bounds.

Measuring “Dark Matter” in Asset Pricing Models

NBER Working Paper No. w26418
Number of pages: 61 Posted: 03 Dec 2019 Last Revised: 09 Mar 2023
Hui Chen, Winston Wei Dou and Leonid Kogan
Massachusetts Institute of Technology, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 213 (261,444)

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3.

AI-Powered Trading, Algorithmic Collusion, and Price Efficiency

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 84 Posted: 23 May 2023 Last Revised: 04 Mar 2024
Winston Wei Dou, Itay Goldstein and Yan Ji
University of Pennsylvania - The Wharton School, University of Pennsylvania - The Wharton School - Finance Department and Hong Kong University of Science & Technology (HKUST)
Downloads 1,412 (25,925)
Citation 1

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Reinforcement learning, AI collusion, Homogenization, Self-confirming equilibrium, Asymmetric information, Price informativeness, Market liquidity.

Macro-Finance Models with Nonlinear Dynamics

Annual Review of Financial Economics, Vol. 15, pp. 407-432, 2023
Posted: 07 Nov 2023
Winston Wei Dou, Andrew W. Lo, Harald Uhlig and Xiang Fang
University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, University of Chicago - Department of Economics and The University of Hong Kong

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Macro-Finance Models with Nonlinear Dynamics

Annual Review of Financial Economics, Forthcoming, The Rodney L. White Center Working Papers Series at the Wharton School, University of Chicago, Becker Friedman Institute for Economics Working Paper
Number of pages: 43 Posted: 23 Sep 2019 Last Revised: 21 Feb 2023
Winston Wei Dou, Xiang Fang, Andrew W. Lo and Harald Uhlig
University of Pennsylvania - The Wharton School, The University of Hong Kong, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and University of Chicago - Department of Economics
Downloads 1,375 (26,445)

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Dynamic Stochastic General Equilibrium (DSGE) Models; Systemic Risk; Endogenous Jump Risk; Financial Constraints; Liquidity

5.
Downloads 1,285 (29,676)
Citation 12

Feedback and Contagion through Distressed Competition

Journal of Finance
Number of pages: 60 Posted: 05 Feb 2020 Last Revised: 09 Jan 2024
Hui Chen, Winston Wei Dou, Hongye Guo and Yan Ji
Massachusetts Institute of Technology, University of Pennsylvania - The Wharton School, The University of Hong Kong - University of Hong Kong and Hong Kong University of Science & Technology (HKUST)
Downloads 1,278 (29,427)
Citation 5

Abstract:

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Competition-distress feedback loop, Distress spillover, Predatory pricing, Price war, Profitability-leverage puzzle, Collusion.

Feedback and Contagion Through Distressed Competition

NBER Working Paper No. w30841
Number of pages: 61 Posted: 16 Jan 2023 Last Revised: 14 Apr 2023
Hui Chen, Winston Wei Dou, Hongye Guo and Yan Ji
Massachusetts Institute of Technology, University of Pennsylvania - The Wharton School, The University of Hong Kong - University of Hong Kong and Hong Kong University of Science & Technology (HKUST)
Downloads 7 (1,110,707)
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Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective

Annual Review of Financial Economics, Vol. 12, pp. 95-140, 2020
Posted: 10 Dec 2020
Winston Wei Dou, Andrew W. Lo, Ameya Muley and Harald Uhlig
University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Massachusetts Institute of Technology (MIT) and University of Chicago - Department of Economics

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

Annual Review of Financial Economics, Forthcoming
Number of pages: 95 Posted: 17 Jan 2017 Last Revised: 04 Jun 2020
Winston Wei Dou, Andrew W. Lo, Ameya Muley and Harald Uhlig
University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, MIT and University of Chicago - Department of Economics
Downloads 1,284 (29,223)
Citation 6

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

7.
Downloads 1,213 (32,366)
Citation 2

Misallocation and Asset Prices

Number of pages: 45 Posted: 10 Apr 2020 Last Revised: 20 Feb 2024
Winston Wei Dou, Yan Ji, Di Tian and Pengfei Wang
University of Pennsylvania - The Wharton School, Hong Kong University of Science & Technology (HKUST), Hong Kong University of Science & Technology (HKUST) - Department of Finance and Peking University HSBC Business School
Downloads 1,211 (31,930)
Citation 1

Abstract:

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Distribution of firms, Financial frictions, Endogenous growth, Intangible q, Stochastic discount factor, Welfare costs of economic fluctuations.

Misallocation and Asset Prices

NBER Working Paper No. w32147
Number of pages: 46 Posted: 20 Feb 2024
Winston Wei Dou, Yan Ji, Di Tian and Pengfei Wang
University of Pennsylvania - The Wharton School, Hong Kong University of Science & Technology (HKUST), Hong Kong University of Science & Technology (HKUST) - Department of Finance and Peking University HSBC Business School
Downloads 2 (1,153,541)
Citation 1
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8.

Competition, Profitability, and Discount Rates

Journal of Financial Economics (JFE), Forthcoming, 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, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 74 Posted: 14 Jan 2019 Last Revised: 28 Jun 2021
Winston Wei Dou, Yan Ji and Wei Wu
University of Pennsylvania - The Wharton School, Hong Kong University of Science & Technology (HKUST) and Texas A&M University
Downloads 1,024 (41,107)
Citation 8

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Product-market structure, Oligopoly, Profitability premium, Leadership persistence, Tariff shocks, Price Wars.

9.

Evidence on the Importance of Market Competition in Distress Propagation

Number of pages: 60 Posted: 19 Nov 2020 Last Revised: 26 Mar 2024
Winston Wei Dou, Shane A. Johnson and Wei Wu
University of Pennsylvania - The Wharton School, Texas A&M University - Department of Finance and Texas A&M University
Downloads 1,012 (41,869)

Abstract:

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Competition, Financial distress, Covenants, Spillover and treatment externality, Predatory pricing.

10.

Dissecting Bankruptcy Frictions

Journal of Financial Economics (JFE), Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 75 Posted: 20 May 2019 Last Revised: 02 Feb 2021
Winston Wei Dou, Lucian A. Taylor, Wei Wang and Wenyu Wang
University of Pennsylvania - The Wharton School, University of Pennsylvania - The Wharton School, Queen's University - Smith School of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 995 (43,012)
Citation 28

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Bankruptcy, structural estimation, conflicts of interest, asymmetric information

11.

Inalienable Customer Capital, Corporate Liquidity, and Stock Returns

Journal of Finance, 2021, Vol. 76, No.1, 211-265, The Rodney L. White Center Working Papers Series at the Wharton School, Mays Business School Research Paper No. 3187850, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 78 Posted: 15 Jun 2018 Last Revised: 17 Feb 2021
Winston Wei Dou, Yan Ji, David Reibstein and Wei Wu
University of Pennsylvania - The Wharton School, Hong Kong University of Science & Technology (HKUST), University of Pennsylvania - Marketing Department and Texas A&M University
Downloads 760 (61,984)
Citation 11

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

Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models

Econometrica, forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 33 Posted: 26 May 2020 Last Revised: 08 Nov 2021
Xu Cheng, Winston Wei Dou and Zhipeng Liao
University of Pennsylvania - Department of Economics, University of Pennsylvania - The Wharton School and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 418 (128,745)

Abstract:

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Conditional inference, Information imbalance, Long-run risk, Rare disasters, Structural asset pricing, Weak identification.

Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models

PIER Working Paper No. 20-019
Number of pages: 34 Posted: 01 Jun 2020 Last Revised: 06 Nov 2021
Xu Cheng, Winston Wei Dou and Zhipeng Liao
University of Pennsylvania - Department of Economics, University of Pennsylvania - The Wharton School and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 202 (274,642)

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Conditional inference, Information imbalance, Long-run risk, Rare disasters, Structural asset pricing, Weak identification

13.

The Oligopoly Lucas Tree

Review of Financial Studies, Forthcoming
Number of pages: 76 Posted: 26 May 2020 Last Revised: 03 Nov 2021
Winston Wei Dou, Yan Ji and Wei Wu
University of Pennsylvania - The Wharton School, Hong Kong University of Science & Technology (HKUST) and Texas A&M University
Downloads 565 (90,423)
Citation 21

Abstract:

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Endogenous competition, Strategic rivalry, Value premium, Gross profitability premium, External habit formation.

14.

External Financing and Customer Capital: A Financial Theory of Markups

Management Science, Forthcoming
Number of pages: 49 Posted: 08 Mar 2015 Last Revised: 12 May 2020
Winston Wei Dou and Yan Ji
University of Pennsylvania - The Wharton School and Hong Kong University of Science & Technology (HKUST)
Downloads 517 (101,052)
Citation 25

Abstract:

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Markups, Customer base, External financing costs, Monopolistic competition, Corporate liquidity, Industry dynamics.

15.
Downloads 436 (124,831)
Citation 1

Fund Flows and Income Risk of Fund Managers

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 70 Posted: 18 Sep 2023 Last Revised: 19 Apr 2024
Xiao Cen, Winston Wei Dou, Leonid Kogan and Wei Wu
Mays Business School, Texas A&M University, University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University
Downloads 427 (126,640)

Abstract:

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Fund managers, Manager compensation, Career concerns, Mutual fund flows, Fund performance

Fund Flows and Income Risk of Fund Managers

NBER Working Paper No. w31986
Number of pages: 60 Posted: 26 Dec 2023
Xiao Cen, Winston Wei Dou, Leonid Kogan and Wei Wu
Mays Business School, Texas A&M University, University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University
Downloads 9 (1,091,588)
Citation 1
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16.

The Cost of Intermediary Market Power for Distressed Borrowers

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 81 Posted: 25 Jul 2022 Last Revised: 14 Feb 2023
Winston Wei Dou, Wei Wang and Wenyu Wang
University of Pennsylvania - The Wharton School, Queen's University - Smith School of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 369 (149,753)
Citation 6

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Collusion in Syndication, Blocking Power, Agency Conflicts, Intermediary Asset Pricing, Likelihood-Based Estimation, Latent Demand Shifts.

17.

Competition Network and Predictable Industry Returns

Number of pages: 49 Posted: 09 Aug 2023 Last Revised: 19 Aug 2023
Winston Wei Dou and Wei Wu
University of Pennsylvania - The Wharton School and Texas A&M University
Downloads 257 (219,719)
Citation 2

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Cross-industry momentum, Limited attention, Network centrality, Return predictability.

18.

Supplement to 'Inalienable Customer Capital, Corporate Liquidity, and Stock Returns'

Journal of Finance, Forthcoming
Number of pages: 38 Posted: 17 Oct 2019 Last Revised: 18 Dec 2022
Winston Wei Dou, Yan Ji, David Reibstein and Wei Wu
University of Pennsylvania - The Wharton School, Hong Kong University of Science & Technology (HKUST), University of Pennsylvania - Marketing Department and Texas A&M University
Downloads 213 (262,299)
Citation 1

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

19.

Online Appendix for 'Macro-Finance Models with Nonlinear Dynamics'

Annual Review of Financial Economics, Forthcoming
Number of pages: 77 Posted: 28 Sep 2021 Last Revised: 28 Apr 2023
Winston Wei Dou, Xiang Fang, Andrew W. Lo and Harald Uhlig
University of Pennsylvania - The Wharton School, The University of Hong Kong, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and University of Chicago - Department of Economics
Downloads 206 (270,533)
Citation 4

Abstract:

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Dynamic Stochastic General Equilibrium (DSGE) Models; Systemic Risk; Endogenous Jump Risk; Financial Constraints; Liquidity

20.

Online Appendix for 'Competition, Profitability, and Discount Rates'

Number of pages: 31 Posted: 21 Sep 2019 Last Revised: 24 Apr 2020
Winston Wei Dou, Yan Ji and Wei Wu
University of Pennsylvania - The Wharton School, Hong Kong University of Science & Technology (HKUST) and Texas A&M University
Downloads 192 (288,359)
Citation 1

Abstract:

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Product-market structure, Oligopoly, Profitability premium, Leadership persistence, Tariff shocks, Price Wars.

21.

Online Appendix for 'Common Fund Flows: Flow Hedging and Factor Pricing'

Journal of Finance, Forthcoming
Number of pages: 62 Posted: 19 Nov 2020 Last Revised: 02 Jan 2024
Winston Wei Dou, Leonid Kogan and Wei Wu
University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University
Downloads 185 (297,975)
Citation 1

Abstract:

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Agency conflicts, Mutual fund flows, Intermediary asset pricing, Heterogeneous agents, Uncertainty, Demand shocks.

22.

Internet Appendix for ``Evidence on the Importance of Market Competition in Distress Propagation''

Number of pages: 54 Posted: 28 Mar 2022 Last Revised: 27 Mar 2024
Winston Wei Dou, Shane A. Johnson and Wei Wu
University of Pennsylvania - The Wharton School, Texas A&M University - Department of Finance and Texas A&M University
Downloads 154 (349,202)
Citation 3

Abstract:

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Competition, Financial distress, Covenants, Spillover and treatment externality, Predatory pricing.

23.

Internet Appendix for 'The Oligopoly Lucas Tree'

Review of Financial Studies, Forthcoming
Number of pages: 49 Posted: 28 Sep 2020 Last Revised: 03 Nov 2021
Winston Wei Dou, Yan Ji and Wei Wu
University of Pennsylvania - The Wharton School, Hong Kong University of Science & Technology (HKUST) and Texas A&M University
Downloads 141 (374,873)
Citation 2

Abstract:

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Endogenous competition, Strategic rivalry, Value premium, Gross profitability premium, External habit formation.

24.

Online Appendix for 'Measuring the 'Dark Matter' in Asset Pricing Models'

Number of pages: 45 Posted: 21 Oct 2019 Last Revised: 25 Jan 2022
Hui Chen, Winston Wei Dou and Leonid Kogan
Massachusetts Institute of Technology, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 115 (438,038)
Citation 12

Abstract:

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Fragile beliefs, Unstable models, Misspecification and robustness, Out-of-sample fit, Semiparametric information bounds.

25.

Online Appendix for 'Feedback and Contagion through Distressed Competition'

Number of pages: 33 Posted: 27 Jul 2020 Last Revised: 18 Aug 2023
Hui Chen, Winston Wei Dou, Hongye Guo and Yan Ji
Massachusetts Institute of Technology, University of Pennsylvania - The Wharton School, The University of Hong Kong - University of Hong Kong and Hong Kong University of Science & Technology (HKUST)
Downloads 111 (449,773)
Citation 1

Abstract:

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Competition-distress feedback loop, Distress spillover, Predatory pricing, Price war, Profitability-leverage puzzle, Collusion

26.

MIT Ph.D. Thesis: Three Essays in Financial Economics

Number of pages: 381 Posted: 26 Aug 2022 Last Revised: 17 Jan 2023
Winston Wei Dou
University of Pennsylvania - The Wharton School
Downloads 110 (452,862)
Citation 1

Abstract:

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Agency Conflicts, Uncertainty, Asset Pricing, Robustness, Capital Flows

27.

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: 25 Jan 2020
Winston Wei Dou, David Pollard and Harrison Zhou
University of Pennsylvania - The Wharton School, Independent and Statistics Department of Yale University
Downloads 85 (537,113)
Citation 1

Abstract:

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

28.

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: 23 Oct 2019
Lisha Chen, Winston Wei Dou and Zhihua Qiao
Yale University - Department of Statistics, University of Pennsylvania - The Wharton School and Independent
Downloads 77 (569,427)
Citation 3

Abstract:

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

29.

Online Appendix for 'External Financing and Customer Capital: A Financial Theory of Markups'

Number of pages: 14 Posted: 14 Sep 2020
Winston Wei Dou and Yan Ji
University of Pennsylvania - The Wharton School and Hong Kong University of Science & Technology (HKUST)
Downloads 74 (582,491)

Abstract:

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Markups, Customer base, External financing costs, Monopolistic competition, Corporate liquidity, Industry dynamics

30.

Industry Distress Anomaly

Number of pages: 59 Posted: 26 Mar 2024
Hui Chen, Winston Wei Dou, Hongye Guo and Yan Ji
Massachusetts Institute of Technology, University of Pennsylvania - The Wharton School, The University of Hong Kong - University of Hong Kong and Hong Kong University of Science & Technology (HKUST)
Downloads 60 (655,321)

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Stock and Bond Returns, Supergames, Tacit Collusion, Financial Distress Anomaly

31.

A Note on Additional Materials for "Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models"

Econometrica, Forthcoming
Number of pages: 25 Posted: 24 Mar 2021 Last Revised: 08 Nov 2021
Xu Cheng, Winston Wei Dou and Zhipeng Liao
University of Pennsylvania - Department of Economics, University of Pennsylvania - The Wharton School and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 57 (666,211)
Citation 1

Abstract:

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Conditional inference, Information imbalance, Long-run risk, Rare disasters, Structural asset pricing, Weak identification.

32.

A Note on Additional Materials for 'Common Fund Flows: Flow Hedging and Factor Pricing'

Journal of Finance, Forthcoming
Number of pages: 36 Posted: 24 Jan 2024
Winston Wei Dou, Leonid Kogan and Wei Wu
University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University
Downloads 51 (700,874)

Abstract:

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Agency conflicts, Mutual fund flows, Intermediary asset pricing, Heterogeneous agents, Uncertainty, Demand shocks

33.

Supplemental Appendix to "Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models"

Econometrica, Forthcoming
Number of pages: 25 Posted: 26 May 2020 Last Revised: 08 Nov 2021
Xu Cheng, Winston Wei Dou and Zhipeng Liao
University of Pennsylvania - Department of Economics, University of Pennsylvania - The Wharton School and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 45 (739,067)

Abstract:

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Conditional inference, Information imbalance, Long-run risk, Rare disasters, Structural asset pricing, Weak identification.

34.

Online Appendix for 'Misallocation and Asset Prices'

Number of pages: 25 Posted: 28 Nov 2023 Last Revised: 12 Mar 2024
Winston Wei Dou, Yan Ji, Di Tian and Pengfei Wang
University of Pennsylvania - The Wharton School, Hong Kong University of Science & Technology (HKUST), Hong Kong University of Science & Technology (HKUST) - Department of Finance and Peking University HSBC Business School
Downloads 41 (766,787)
Citation 1

Abstract:

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Distribution of firms, Financial frictions, Endogenous growth, Intangible q, Stochastic discount factor, Welfare costs of economic fluctuations.

35.

Supplement to 'Ensemble Sub-sampling for Imbalanced Multivariate Two-Sample Tests'

Journal of the American Statistical Association, 2013
Number of pages: 23 Posted: 12 Nov 2020
Lisha Chen, Winston Wei Dou and Zhihua Qiao
Yale University - Department of Statistics, University of Pennsylvania - The Wharton School and JP Morgan
Downloads 37 (795,990)

Abstract:

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Corporate Finance, Ensemble Methods, Imbalanced Learning, Kolmogorov-Smirnov Test, Nearest Neighbors Methods, Sub-Sampling Methods, Multivariate Two-Sample Tests

36.

Supplement to 'Estimation in Functional Regression for General Exponential Families'

The Annals of Statistics, 2020
Number of pages: 9 Posted: 12 Nov 2020
Winston Wei Dou, David Pollard and Harrison Zhou
University of Pennsylvania - The Wharton School, Independent and Statistics Department of Yale University
Downloads 35 (811,301)

Abstract:

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Approximation of Compact Operators, Assouad’s Lemma, Exponential Families, Functional Estimation, Mini Max Rates of Convergence

37.

A Note on Additional Materials for 'Misallocation and Asset Prices'

Number of pages: 29 Posted: 27 Nov 2023 Last Revised: 22 Feb 2024
Winston Wei Dou, Yan Ji, Di Tian and Pengfei Wang
University of Pennsylvania - The Wharton School, Hong Kong University of Science & Technology (HKUST), Hong Kong University of Science & Technology (HKUST) - Department of Finance and Peking University HSBC Business School
Downloads 34 (819,345)

Abstract:

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Distribution of firms, Financial frictions, Endogenous growth, Intangible q, Stochastic discount factor, Welfare costs of economic fluctuations.

38.

Online Appendix for “Fund Flows and Income Risk of Fund Managers”

Number of pages: 20 Posted: 18 Mar 2024 Last Revised: 19 Apr 2024
Xiao Cen, Winston Wei Dou, Leonid Kogan and Wei Wu
Mays Business School, Texas A&M University, University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University
Downloads 25 (896,120)

Abstract:

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Fund managers, Manager compensation, Career concerns, Mutual fund flows, Fund performance, Labor economics.

39.

A Note on Additional Materials for 'Feedback and Contagion Through Distressed Competition'

Number of pages: 21 Posted: 31 Aug 2023 Last Revised: 22 Feb 2024
Hui Chen, Winston Wei Dou, Hongye Guo and Yan Ji
Massachusetts Institute of Technology, University of Pennsylvania - The Wharton School, The University of Hong Kong - University of Hong Kong and Hong Kong University of Science & Technology (HKUST)
Downloads 25 (896,120)

Abstract:

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Competition-distress feedback loop, Distress spillover, Predatory pricing, Price war, Profitability-leverage puzzle, Collusion

40.

Online Appendix for 'Industry Distress Anomaly'

Number of pages: 19 Posted: 26 Mar 2024
Hui Chen, Winston Wei Dou, Hongye Guo and Yan Ji
Massachusetts Institute of Technology, University of Pennsylvania - The Wharton School, The University of Hong Kong - University of Hong Kong and Hong Kong University of Science & Technology (HKUST)
Downloads 20 (943,969)

Abstract:

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Stock and Bond Returns, Supergames, Tacit Collusion, Financial Distress Anomaly

41.

A Note on Additional Materials for “Fund Flows and Income Risk of Fund Managers”

Number of pages: 18 Posted: 18 Mar 2024
Xiao Cen, Winston Wei Dou, Leonid Kogan and Wei Wu
Mays Business School, Texas A&M University, University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University
Downloads 17 (973,910)

Abstract:

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Fund managers, Manager compensation, Career concerns, Mutual fund flows, Fund performance, Labor economics.