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

  • The Wharton School, University of Pennsylvania

SCHOLARLY PAPERS

13

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3

CROSSREF CITATIONS

20

Scholarly Papers (13)

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1.

Measuring 'Dark Matter' in Asset Pricing Models

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
Number of pages: 60 Posted: 19 Sep 2013 Last Revised: 13 Jan 2020
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 863 (27,722)
Citation 21

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

2.

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

Number of pages: 174 Posted: 17 Jan 2017
Winston Dou, Andrew W. Lo, Ameya Muley and Harald Uhlig
The Wharton School, University of Pennsylvania, Massachusetts Institute of Technology (MIT) - Sloan School of Management, MIT and University of Chicago - Department of Economics
Downloads 541 (51,894)
Citation 2

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

3.

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: 68 Posted: 14 Jan 2019 Last Revised: 20 Oct 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 236 (133,949)

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

4.

Inalienable Customer Capital, Corporate Liquidity, and Stock Returns

Journal of Finance, Forthcoming, The Rodney L. White Center Working Papers Series at the Wharton School, Mays Business School Research Paper No. 3187850
Number of pages: 75 Posted: 15 Jun 2018 Last Revised: 08 Oct 2019
Winston Dou, Yan Ji, David Reibstein and Wei Wu
The Wharton School, University of Pennsylvania, Hong Kong University of Science & Technology (HKUST), University of Pennsylvania - Marketing Department and Texas A&M University - Department of Finance
Downloads 232 (136,713)

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

5.

External Financing and Customer Capital: A Financial Theory of Markups

Number of pages: 74 Posted: 08 Mar 2015 Last Revised: 26 Dec 2019
Winston Dou and Yan Ji
The Wharton School, University of Pennsylvania and Hong Kong University of Science & Technology (HKUST)
Downloads 224 (140,837)
Citation 2

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Markups, Customer base, External financing costs, Oligopoly, Corporate liquidity

6.

Dissecting Bankruptcy Frictions

Number of pages: 63 Posted: 20 May 2019 Last Revised: 19 Dec 2019
Winston Dou, Lucian A. Taylor, Wei Wang and Wenyu Wang
The Wharton School, University of Pennsylvania, University of Pennsylvania - The Wharton School, Queen's University - Smith School of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 188 (166,792)

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bankruptcy, structural estimation, conflicts of interest, asymmetric information

7.

Macro-Finance Models with Nonlinear Dynamics

University of Chicago, Becker Friedman Institute for Economics Working Paper, Forthcoming
Number of pages: 61 Posted: 23 Sep 2019
Winston Dou, Xiang Fang, Andrew W. Lo and Harald Uhlig
The Wharton School, University of Pennsylvania, The University of Hong Kong, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Chicago - Department of Economics
Downloads 127 (230,603)

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

8.

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 Dou and Zhihua Qiao
Yale University - Department of Statistics, The Wharton School, University of Pennsylvania and Independent
Downloads 45 (418,415)
Citation 1

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

9.

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 Dou, David Pollard and Harrison Zhou
The Wharton School, University of Pennsylvania, Independent and Statistics Department of Yale University
Downloads 37 (450,397)

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

10.

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

Journal of Finance, Forthcoming
Number of pages: 38 Posted: 17 Oct 2019
Winston Dou, Yan Ji, David Reibstein and Wei Wu
The Wharton School, University of Pennsylvania, Hong Kong University of Science & Technology (HKUST), University of Pennsylvania - Marketing Department and Texas A&M University - Department of Finance
Downloads 26 (503,390)

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

11.

Supplement to "Competition, Profitability, and Risk Premia"

Number of pages: 31 Posted: 21 Sep 2019 Last Revised: 30 Sep 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 26 (503,390)

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

12.

Predation or Self-Defense? Endogenous Competition and Financial Distress

Number of pages: 71
Hui Chen, Winston Dou, Hongye Guo and Yan Ji
Massachusetts Institute of Technology, The Wharton School, University of Pennsylvania, University of Pennsylvania and Hong Kong University of Science & Technology (HKUST)
Downloads 18

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Competition-Distress Feedback, Financial Contagion, Industrial Organization, Gross Profitability Premium, Financial Distress Premium

13.

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

Number of pages: 29 Posted: 21 Oct 2019 Last Revised: 02 Jan 2020
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 11 (594,735)

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