• 277 Citations
  • 10 h-Index
20052019
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Research Output 2005 2019

  • 277 Citations
  • 10 h-Index
  • 43 Article
  • 1 Conference contribution
Filter
Article
2019
Analyst coverage
Firm value
Financial analysts
Direct effect
Information flow
1 Citation (Scopus)

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

Reversal
Credit spreads
Credit
Loans
Charge

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

forest restoration
restoration
river
agriculture
watershed
Corporate investment
Investor sentiment
Stock market
Mean reversion
Equity issuance
2018

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

Agency problems
Private equity
Premium
Takeover premium
Corporate control

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

Capital flows
Business cycles
Foreign capital
Credit spreads
Treasury bonds
2017

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

Mergers
Pricing
Credit spreads
Takeover premium
Market conditions
2 Citations (Scopus)

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

environmental policy
Economics
economics
cost
Costs
5 Citations (Scopus)

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

Temperature
Climate change
Cost of equity capital
Costs
Assets
8 Citations (Scopus)

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

Temperature
Climate change
European Union
Economic growth
Climate policy

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

tourism
climate change
ecological economics
international cooperation
economic impact

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

Factors
Equity markets
Pricing
Exchange rates
Capital asset pricing model
3 Citations (Scopus)

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

Sentiment
Premium
Macroeconomic announcements
Investor sentiment
Factor loadings
3 Citations (Scopus)

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

Business cycles
Global business
Market sentiment
Credit markets
Credit supply
3 Citations (Scopus)

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

World market
International asset pricing
Market risk premium
Macroeconomic announcements
Monetary policy
2016
1 Citation (Scopus)

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

Macroeconomic announcements
Currency risk premium
Equity markets
Macroeconomic conditions
Monetary policy
12 Citations (Scopus)

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

Speculation
Investor sentiment
Oil prices
Economic fundamentals
Overvaluation
4 Citations (Scopus)

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

Investor sentiment
Oil prices
Oil
Fluctuations
Predictors
2015
17 Citations (Scopus)

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

Carbon dioxide
carbon dioxide
Economics
global economy
econometrics
1 Citation (Scopus)

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

private property
intellectual property
right of ownership
economic growth
finance
5 Citations (Scopus)

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

Macroeconomic announcements
World market
Market risk premium
Capital asset pricing model
Cross-listed stocks
2014
6 Citations (Scopus)

Cash flows, currency risk, and the cost of capital

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

Research output: Contribution to journalArticle

Currency
Cost of capital
Currency risk
Cash flow
Factors
4 Citations (Scopus)

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

Emerging markets
Currency exposure
Currency risk
Taiwan
Exchange rates

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

Market states
Exchange traded funds
Momentum
Momentum effect
Evaluation
8 Citations (Scopus)

Persistent exchange-rate movements and stock returns

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

Research output: Contribution to journalArticle

Exchange rates
Stock returns
State variable
Empirical asset pricing
International finance
1 Citation (Scopus)

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

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

Research output: Contribution to journalArticle

Stock returns
Foreign exchange
Stock market
International finance
Market power
27 Citations (Scopus)

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

economic growth
tourism
Tourism
income
Economics
2013
10 Citations (Scopus)

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

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

Research output: Contribution to journalArticle

Value effect
Momentum effect
Cross section
Stock returns
Macroeconomic variables
8 Citations (Scopus)

Measuring currency exposure with quantile regression

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

Research output: Contribution to journalArticle

Currency exposure
Quantile regression
Currency
Currency risk
Managers
2012
16 Citations (Scopus)

Exchange rate risk in the US stock market

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

Research output: Contribution to journalArticle

Stock market
Exchange rate risk
Exchange rates
Factors
Assets
11 Citations (Scopus)

Foreign exchange volatility and stock returns

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

Research output: Contribution to journalArticle

Foreign exchange
Stock returns
Factors
Robustness
Foreign exchange risk
4 Citations (Scopus)

Momentum and behavioral finance

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

Research output: Contribution to journalArticle

Behavioral finance
Momentum
Momentum profits
Design methodology
Lead-lag relationship
2 Citations (Scopus)

Real aggregate activity and stock returns

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

Research output: Contribution to journalArticle

Stock returns
Common factors
News
2011
9 Citations (Scopus)

Evidence on stock reaction to market-wide information

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

Research output: Contribution to journalArticle

Capitalization
Investor behavior
Behavioral model
2010
1 Citation (Scopus)

Momentum and autocorrelation in stock returns

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

Research output: Contribution to journalArticle

Stock returns
Momentum
Autocorrelation
Serial correlation
Empirical evidence
2009
19 Citations (Scopus)

Do fixed income mutual fund managers have managerial skills?

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

Research output: Contribution to journalArticle

Performance persistence
Fixed income
Fund managers
Mutual funds
Managerial skills
2 Citations (Scopus)

Momentum and reversals in industry portfolio returns

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

Research output: Contribution to journalArticle

Reversal
Momentum
Industry
Serial correlation
Stock returns

US and international stock reaction to common information

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

Research output: Contribution to journalArticle

Behavioral model
Book-to-market ratio
Stock price reaction
International stock markets
Underreaction
20 Citations (Scopus)

Why is there no momentum in the Taiwan stock market?

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

Research output: Contribution to journalArticle

Momentum
Taiwan stock market
Emerging markets
Cultural differences
Hong Kong
2008
21 Citations (Scopus)

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

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

Research output: Contribution to journalArticle

Investing
Momentum
Stock index
Reversal
Finance
2007
9 Citations (Scopus)

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

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

Research output: Contribution to journalArticle

Momentum
Momentum profits
Serial correlation
Industry
Time variation
2006
18 Citations (Scopus)

Monetary policy, stock returns and inflation

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

Research output: Contribution to journalArticle

Stock returns
Monetary policy
Inflation
Supply shocks
Relative importance
2005
16 Citations (Scopus)

Industry momentum and common factors

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

Research output: Contribution to journalArticle

Industry
Common factors
Momentum
Factors
Finance