Winston Wei Dou

Research

Published or Forthcoming

Dissecting Bankruptcy Frictions

Joint with Lucian Taylor, Wei Wang, Wenyu Wang

Journal of Financial Economics, Forthcoming, November 2020
Online Appendix

Winner of Jacobs Levy Center Outstanding Research Paper Prize

Competition, Profitability, and Discount Rates

Joint with Yan Ji, Wei Wu

Journal of Financial Economics (2021), Vol. 140, No. 2, 582-620
Online Appendix

Winner of Best Paper Award at China International Conference in Macroeconomics

Inalienable Customer Capital, Corporate Liquidity and Stock Returns

Joint with Yan Ji, David Reibstein, Wei Wu

Journal of Finance (2021), Vol. 76, No.1, 211-265
Online Appendix

Winner of Marshall Blume Prize in Financial Research at the Rodney L. White Center 

Ensemble Subsampling for Imbalanced Multivariate Two-Sample Tests

Joint with Lisha Chen, Zhihua Qiao

Journal of the American Statistical Association (2013), Volume 108, Issue 504
Online Appendix

Estimation in Functional Regression for General Exponential Families

Joint with David Pollard, Harrison Zhou

The Annals of Statistics (2012), Vol. 40, No.5, 2421-2451
Online Appendix

Winner of  I. R. Savage Award by the American Statistical Association

Working Papers

Measuring the “Dark Matter” in Asset Pricing Models

Joint with Hui Chen, Leonid Kogan

Journal of Finance, Revise and Resubmit, April 2021
Online Appendix

Winner of Best Paper Award at the Red Rock Finance Conference

Common Fund Flows: Flow Hedging and Factor Pricing

Joint with Leonid Kogan, Wei Wu

Journal of Finance, Revise and Resubmit, October 2020
Online Appendix

Winner of NASDAQ Award for the Best Paper on Asset Pricing at Western Finance Association (WFA)

Feedback and Contagion through Distressed Competition

Joint with Hui Chen, Hongye Guo, Yan Ji

Journal of Finance, Revise and Resubmit, September 2020
Online Appendix

The Oligopoly Lucas Tree: Consumption Risk and Industry-Level Risk Exposure

Joint with Yan Ji, Wei Wu

Review of Financial Studies, Revise and Resubmit, August 2020
Online Appendix

Winner of AAII Award for the Best Paper on Investments at Midwestern Finance Association (MFA)

Asset Pricing with Misallocation

Joint with Yan Ji, Di Tian, Pengfei Wang

February 2021

Winner of Best Paper Award on Asset Pricing at the Northern Finance Association (NFA)

Embrace or Fear Uncertainty: Growth Options, Limited Risk Sharing, and Asset Prices

March 2017
Online Appendix

Winner of MFM Dissertation Award at the Becker Friedman Institute

Work in Progress