• 309 Citations
  • 11 h-Index
20052020

Research output per year

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Research Output

  • 309 Citations
  • 11 h-Index
  • 43 Article
  • 1 Conference contribution
Article

Another look at the cross-section and time-series of stock returns: 1951 to 2011

Du, D., Jan 1 2013, In : Journal of Empirical Finance. 20, 1, p. 130-146 17 p.

Research output: Contribution to journalArticle

11 Scopus citations

Cash flows, currency risk, and the cost of capital

Du, D. & Hu, O., Jan 1 2014, In : Journal of Financial Research. 37, 2, p. 139-158 20 p.

Research output: Contribution to journalArticle

6 Scopus citations

Credit spreads and merger pricing

Du, D. & Gerety, M., Dec 4 2017, (Accepted/In press) In : Journal of Asset Management. p. 1-10 10 p.

Research output: Contribution to journalArticle

CURRENCY RISK PREMIUM AND U.S. MACROECONOMIC ANNOUNCEMENT

Du, D., Hu, O. & Zhao, X., Dec 1 2016, In : Journal of Financial Research. 39, 4, p. 359-388 30 p.

Research output: Contribution to journalArticle

1 Scopus citations

Do fixed income mutual fund managers have managerial skills?

Du, D., Huang, Z. & Blanchfield, P. J., May 1 2009, In : Quarterly Review of Economics and Finance. 49, 2, p. 378-397 20 p.

Research output: Contribution to journalArticle

20 Scopus citations

Do private acquirers pay less compared to public acquirers?

Du, D. & Gerety, M., Mar 1 2018, In : Economics Letters. 164, p. 35-37 3 p.

Research output: Contribution to journalArticle

Economic costs of aggressive climate policy

Zhao, X. & Du, D., Apr 3 2017, In : Energy Sources, Part B: Economics, Planning and Policy. 12, 4, p. 312-317 6 p.

Research output: Contribution to journalArticle

2 Scopus citations

Emerging market currency exposure: Taiwan

Du, D., Hu, O. & Wu, H., Dec 1 2014, In : Journal of Multinational Financial Management. 28, p. 47-61 15 p.

Research output: Contribution to journalArticle

4 Scopus citations

Evidence on stock reaction to market-wide information

Du, D., Denning, K. & Zhao, X., Jun 1 2011, In : Review of Pacific Basin Financial Markets and Policies. 14, 2, p. 297-325 29 p.

Research output: Contribution to journalArticle

9 Scopus citations

Exchange rate risk in the US stock market

Du, D. & Hu, O., Feb 1 2012, In : Journal of International Financial Markets, Institutions and Money. 22, 1, p. 137-150 14 p.

Research output: Contribution to journalArticle

16 Scopus citations

Financial investor sentiment and the boom/bust in oil prices during 2003–2008

Du, D. & Zhao, X., Feb 26 2016, (Accepted/In press) In : Review of Quantitative Finance and Accounting. p. 1-31 31 p.

Research output: Contribution to journalArticle

12 Scopus citations

Forecasting carbon dioxide emissions

Zhao, X. & Du, D., Sep 1 2015, In : Journal of Environmental Management. 160, p. 39-44 6 p.

Research output: Contribution to journalArticle

21 Scopus citations

Forecasting credit losses with the reversal in credit spreads

Du, D., May 1 2019, In : Economics Letters. 178, p. 95-97 3 p.

Research output: Contribution to journalArticle

1 Scopus citations

Foreign capital flows, credit spreads, and the business cycle

Du, D. & Rousse, W., Jan 1 2018, (Accepted/In press) In : Journal of International Financial Markets, Institutions and Money.

Research output: Contribution to journalArticle

Foreign exchange volatility and stock returns

Du, D. & Hu, O., Dec 1 2012, In : Journal of International Financial Markets, Institutions and Money. 22, 5, p. 1202-1216 15 p.

Research output: Contribution to journalArticle

11 Scopus citations

How Private Property Protection Influences the Impact of Intellectual Property Rights on Economic Growth?

Zhang, J., Du, D. & Park, W. G., Jan 2 2015, In : Global Economic Review. 44, 1, p. 1-30 30 p.

Research output: Contribution to journalArticle

2 Scopus citations

Industry momentum and common factors

Du, D. & Denning, K., Sep 1 2005, In : Finance Research Letters. 2, 3, p. 107-124 18 p.

Research output: Contribution to journalArticle

17 Scopus citations

Investor sentiment and oil prices

Du, D., Gunderson, R. J. & Zhao, X., Mar 1 2016, In : Journal of Asset Management. 17, 2, p. 73-88 16 p.

Research output: Contribution to journalArticle

4 Scopus citations

Market states and momentum in sector exchange-traded funds

Du, D., Denning, K. C. & Zhao, X., Aug 11 2014, In : Journal of Asset Management. 15, 4, p. 223-237 15 p.

Research output: Contribution to journalArticle

Measuring currency exposure with quantile regression

Du, D., Ng, P. & Zhao, X., Oct 1 2013, In : Review of Quantitative Finance and Accounting. 41, 3, p. 549-566 18 p.

Research output: Contribution to journalArticle

8 Scopus citations

Momentum and autocorrelation in stock returns

Du, D. & Zhao, X., Oct 1 2010, In : International Research Journal of Finance and Economics. 50, p. 157-173 17 p.

Research output: Contribution to journalArticle

1 Scopus citations

Momentum and behavioral finance

Du, D., Mar 9 2012, In : Managerial Finance. 38, 4, p. 364-379 16 p.

Research output: Contribution to journalArticle

4 Scopus citations

Momentum and reversals in industry portfolio returns

Du, D., Nov 1 2009, In : International Research Journal of Finance and Economics. 33, p. 50-63 14 p.

Research output: Contribution to journalArticle

2 Scopus citations

Monetary policy, stock returns and inflation

Du, D., Jan 1 2006, In : Journal of Economics and Business. 58, 1, p. 36-54 19 p.

Research output: Contribution to journalArticle

20 Scopus citations

Persistent exchange-rate movements and stock returns

Du, D., Jan 1 2014, In : Journal of International Financial Markets, Institutions and Money. 28, 1, p. 36-53 18 p.

Research output: Contribution to journalArticle

8 Scopus citations

Real aggregate activity and stock returns

Du, D., Denning, K. & Zhao, X., Sep 1 2012, In : Journal of Economics and Business. 64, 5, p. 323-337 15 p.

Research output: Contribution to journalArticle

2 Scopus citations

Temperature shocks and the cost of equity capital: Implications for climate change perceptions

Balvers, R., Du, D. & Zhao, X., Apr 1 2017, In : Journal of Banking and Finance. 77, p. 18-34 17 p.

Research output: Contribution to journalArticle

8 Scopus citations

The 52-week high and momentum investing in international stock indexes

Du, D., Feb 1 2008, In : Quarterly Review of Economics and Finance. 48, 1, p. 61-77 17 p.

Research output: Contribution to journalArticle

23 Scopus citations

The impact of climate change on developed economies

Du, D., Zhao, X. & Huang, R., Apr 1 2017, In : Economics Letters. 153, p. 43-46 4 p.

Research output: Contribution to journalArticle

9 Scopus citations

The impact of climate change on tourism economies of Greece, Spain, and Turkey

Du, D. & Ng, P. T., Nov 9 2017, (Accepted/In press) In : Environmental Economics and Policy Studies. p. 1-19 19 p.

Research output: Contribution to journalArticle

The impact of forest restoration on agriculture in the Verde River watershed, Arizona, USA

Zhao, X., Du, D., Xiong, J., Springer, A. E., Masek Lopez, S. R., Winkler, B. & Hubler, K., Dec 1 2019, In : Forest Policy and Economics. 109, 101999.

Research output: Contribution to journalArticle

The long-run component of foreign exchange volatility and stock returns

Du, D. & Hu, O., Jul 2014, In : Journal of International Financial Markets, Institutions and Money. 31, 1, p. 268-284 17 p.

Research output: Contribution to journalArticle

1 Scopus citations

The pricing of common exchange rate factors in the U.S. equity market

du, D., Jun 7 2017, (Accepted/In press) In : Review of Quantitative Finance and Accounting. p. 1-24 24 p.

Research output: Contribution to journalArticle

The sentiment premium and macroeconomic announcements

Du, D. & Hu, O., Mar 23 2017, (Accepted/In press) In : Review of Quantitative Finance and Accounting. p. 1-31 31 p.

Research output: Contribution to journalArticle

5 Scopus citations

The world market risk premium and U.S. macroeconomic announcements

Du, D. & Hu, O., Nov 1 2015, In : Journal of International Money and Finance. 58, p. 75-97 23 p., 1597.

Research output: Contribution to journalArticle

7 Scopus citations

Tourism and Economic Growth

Du, D., Lew, A. A. & Ng, P. T., 2014, In : Journal of Travel Research. 55, 4, p. 454-464 11 p.

Research output: Contribution to journalArticle

35 Scopus citations

U.S. credit-market sentiment and global business cycles

Du, D., Aug 1 2017, In : Economics Letters. 157, p. 75-78 4 p.

Research output: Contribution to journalArticle

3 Scopus citations

US and international stock reaction to common information

Du, D. & Denning, K. C., Feb 1 2009, In : International Research Journal of Finance and Economics. 1, 24, p. 77-89 13 p.

Research output: Contribution to journalArticle

US macroannouncements and international asset pricing

Du, D., Oct 1 2017, In : International Journal of Finance and Economics. 22, 4, p. 352-367 16 p.

Research output: Contribution to journalArticle

4 Scopus citations

When competing momentum hypotheses really do not compete: How the sources of momentum profits change through time

Du, D. & Watkins, B., Mar 1 2007, In : Journal of Economics and Business. 59, 2, p. 130-143 14 p.

Research output: Contribution to journalArticle

9 Scopus citations
1 Scopus citations

Why is there no momentum in the Taiwan stock market?

Du, D., Huang, Z. & Liao, B. S., Mar 1 2009, In : Journal of Economics and Business. 61, 2, p. 140-152 13 p.

Research output: Contribution to journalArticle

22 Scopus citations
Conference contribution

RETRACTED ARTICLE: Intellectual property management and integrated innovation: From perspective of China's indigenous innovation

Jihong, Z., Yuzhong, L. & Ding, D., Jan 1 2009, Proceedings - 2009 IITA International Conference on Services Science, Management and Engineering, SSME 2009. IEEE Computer Society, p. 188-191 4 p. 5233315. (Proceedings - 2009 IITA International Conference on Services Science, Management and Engineering, SSME 2009).

Research output: Chapter in Book/Report/Conference proceedingConference contribution