Measuring “Dark Matter” in Asset Pricing Models H Chen, WW Dou, L Kogan Journal of Finance, 2021 | 68 | 2021 |
Inalienable Customer Capital, Corporate Liquidity, and Stock Returns WW Dou, Y Ji, D Reibstein, W Wu Journal of Finance 76 (1), 211-265, 2021 | 59* | 2021 |
The volatility of international capital flows and foreign assets WW Dou, A Verdelhan Unpublished working paper, MIT, 2015 | 49 | 2015 |
Embrace or fear uncertainty: Growth options, limited risk sharing, and asset prices WW Dou University of Pennsylvania, 2017 | 47 | 2017 |
Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective WW Dou, AW Lo, A Muley, H Uhlig Annual Review of Financial Economics, Vol. 12, No. 1, 95-140. Available at …, 2020 | 46* | 2020 |
Dissecting Bankruptcy Frictions WW Dou, LA Taylor, W Wang, W Wang Journal of Financial Economics, 2020 | 43 | 2020 |
External financing and customer capital: A financial theory of markups WW Dou, Y Ji Management Science, 2020 | 41 | 2020 |
Competition, Profitability, and Discount Rates WW Dou, Y Ji, W Wu Journal of Financial Economics, Vol. 140, No. 2, 582-620. Available at SSRN …, 2021 | 40* | 2021 |
Common fund flows: Flow hedging and factor pricing WW Dou, L Kogan, W Wu Journal of Finance, 2022 | 38 | 2022 |
Feedback and Contagion through Distressed Competition H Chen, WW Dou, H Guo, Y Ji Journal of Finance, revise and resubmit. Available at SSRN 3513296, 2020 | 37* | 2020 |
Estimation in functional regression for general exponential families WW Dou, D Pollard, HH Zhou The Annals of Statistics 40 (5), 2421-2451, 2012 | 29 | 2012 |
Ensemble subsampling for imbalanced multivariate two-sample tests L Chen, WW Dou, Z Qiao Journal of the American Statistical Association 108 (504), 1308-1323, 2013 | 21* | 2013 |
The Oligopoly Lucas Tree WW Dou, Y Ji, W Wu Review of Financial Studies, 2021 | 19* | 2021 |
Asset Pricing with Misallocation WW Dou, Y Ji, D Tian, P Wang | 16* | 2021 |
Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models X Cheng, WW Dou, Z Liao Econometrica, 2021 | 14 | 2021 |
Macro-Finance Models with Nonlinear Dynamics WW Dou, X Fang, AW Lo, H Uhlig Available at SSRN 3457590, 2019 | 13* | 2019 |
Competition Network: Distress Spillovers and Predictable Industry Returns W Dou, SA Johnson, W Wu Available at SSRN 3725236, 2022 | 11* | 2022 |
The cost of intermediary market power for distressed borrowers W Dou, W Wang, W Wang | 4 | 2022 |
Competition Network, Distress Propagation, and Industry Returns WW Dou, S Johnson, MA Shao, W Wu The Wharton School Working Paper Series of the Jacobs Levy Equity Management …, 2021 | 3 | 2021 |
Feedback and contagion through distressed competition. The Rodney L H Chen, W Dou, H Guo, Y Ji White Center Working Papers Series at the Wharton School, Jacobs Levy Equity …, 2020 | 3 | 2020 |