Publications
by members of
Government of the United States → Department of the Treasury → Office of the Comptroller of the Currency
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles | Chapters |
Working papers
2025
- Nicholas H. Tenev, 2025, "Coordinated Shirking in Technology Adoption," Papers, arXiv.org, number 2503.17613, Mar, revised May 2025.
2024
- Sean Lewis-Faupel & Nicholas Tenev, 2024, "Racial and Ethnic Disparities in Mortgage Lending: New Evidence from Expanded HMDA Data," Papers, arXiv.org, number 2405.00895, May.
- Nicholas Tenev, 2024, "De-Biasing Models of Biased Decisions: A Comparison of Methods Using Mortgage Application Data," Papers, arXiv.org, number 2405.00910, May.
2020
- Gabriel Martinez & Nicholas H. Tenev, 2020, "Optimal Echo Chambers," Papers, arXiv.org, number 2010.01249, Oct, revised Jun 2025.
- Tenev, Nicholas H, 2020, "Social Connections and Racial Wage Inequality," SocArXiv, Center for Open Science, number vm82w, May, DOI: 10.31235/osf.io/vm82w.
2019
- Lewis Gaul & Jonathan Jones & Pinar Uysal, 2019, "Forecasting High-Risk Composite CAMELS Ratings," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1252, Jul, DOI: 10.17016/IFDP.2019.1252.
- Ben-David, Itzhak & Palvia, Ajay A. & Stulz, Rene M., 2019, "Do Distressed Banks Really Gamble for Resurrection?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-10, Apr.
- Itzhak Ben-David & Ajay A. Palvia & René M. Stulz, 2019, "Do Distressed Banks Really Gamble for Resurrection?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25794, May.
2018
- Tenev, Nicholas H, 2018, "Coordinated Shirking," SocArXiv, Center for Open Science, number 264vt, Nov, DOI: 10.31235/osf.io/264vt.
2017
- Andrew C. Chang & Phillip Li & Shawn M. Martin, 2017, "Comparing Cross-Country Estimates of Lorenz Curves Using a Dirichlet Distribution Across Estimators and Datasets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-062, Jun, DOI: 10.17016/FEDS.2017.062.
- Andrew C. Chang & Phillip Li & Shawn M. Martin, 2018, "Comparing cross‐country estimates of Lorenz curves using a Dirichlet distribution across estimators and datasets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 3, pages 473-478, April, DOI: 10.1002/jae.2595.
2016
- Du, Ding & Zhao, Xiaobing, 2016, "Temperature and US Economic Activity: Evidence from Disaggregated Data," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235105, DOI: 10.22004/ag.econ.235105.
2015
- Andrew C. Chang & Phillip Li, 2015, "Measurement Error in Macroeconomic Data and Economics Research: Data Revisions, Gross Domestic Product, and Gross Domestic Income," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-102, Nov, DOI: 10.17016/FEDS.2015.102.
- Andrew C. Chang & Phillip Li, 2018, "Measurement Error In Macroeconomic Data And Economics Research: Data Revisions, Gross Domestic Product, And Gross Domestic Income," Economic Inquiry, Western Economic Association International, volume 56, issue 3, pages 1846-1869, July, DOI: 10.1111/ecin.12567.
- Andrew C. Chang & Phillip Li, 2015, "Is Economics Research Replicable? Sixty Published Papers from Thirteen Journals Say \"Usually Not\"," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-83, Sep, DOI: 10.17016/FEDS.2015.083.
- Ben-David, Itzhak & Palvia, Ajay A. & Spatt, Chester S., 2015, "Banks' Internal Capital Markets and Deposit Rates," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-16, Aug.
- Ben-David, Itzhak & Palvia, Ajay & Spatt, Chester, 2017, "Banks’ Internal Capital Markets and Deposit Rates," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 5, pages 1797-1826, October.
- Itzhak Ben-David & Ajay Palvia & Chester Spatt, 2015, "Banks’ Internal Capital Markets and Deposit Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 21526, Sep.
2012
- Balvers, Ronald & Du, Ding & Zhao, Xiaobing, 2012, "The Adverse Impact of Gradual Temperature Change on Capital Investment," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124676, DOI: 10.22004/ag.econ.124676.
- William Barnett & Morgan Rose, 2012, "Joseph Schumpeter and Modern Nonlinear Dynamics," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201230, Sep, revised Sep 2012.
- William Barnett & Morgan Rose, 2005, "Joseph Schumpeter and Modern Nonlinear Dynamics," Method and Hist of Econ Thought, University Library of Munich, Germany, number 0504001, Apr.
2011
- Eliana Balla & Morgan J. Rose, 2011, "Loan loss reserves, accounting constraints, and bank ownership structure," Working Paper, Federal Reserve Bank of Richmond, number 11-09.
- Morgan J. Rose, 2011, "Prepayment Penalties: Efficieny and Predation," UMBC Economics Department Working Papers, UMBC Department of Economics, number 11-133, Oct.
- Morgan Rose, 2012, "Prepayment Penalties: Efficiency and Predation," Journal of Housing Research, Taylor & Francis Journals, volume 21, issue 2, pages 227-260, January, DOI: 10.1080/10835547.2012.12092055.
2010
- Li, Phillip, 2010, "Estimation of Sample Selection Models With Two Selection Mechanisms," University of California Transportation Center, Working Papers, University of California Transportation Center, number qt0h97w9x2, Mar.
- Li, Phillip, 2011, "Estimation of sample selection models with two selection mechanisms," Computational Statistics & Data Analysis, Elsevier, volume 55, issue 2, pages 1099-1108, February.
- Morgan J. Rose, 2010, "Supplementary results for “Geographic Variation in Subprime Loan Features, Foreclosures and Prepayments”," UMBC Economics Department Working Papers, UMBC Department of Economics, number 10-119, May.
- Morgan J. Rose, 2010, "Origination Channel, Prepayment Penalties, and Default," UMBC Economics Department Working Papers, UMBC Department of Economics, number 10-124, Jul, revised 01 Jul 2011.
- Morgan J. Rose, 2012, "Origination Channel, Prepayment Penalties and Default," Real Estate Economics, American Real Estate and Urban Economics Association, volume 40, issue 4, pages 662-707, December, DOI: j.1540-6229.2011.00328.x.
- Massimo Guidolin & Yu Man Tam, 2010, "A yield spread perspective on the great financial crisis: break-point test evidence," Working Papers, Federal Reserve Bank of St. Louis, number 2010-026, DOI: 10.20955/wp.2010.026.
- Guidolin, Massimo & Tam, Yu Man, 2013, "A yield spread perspective on the great financial crisis: Break-point test evidence," International Review of Financial Analysis, Elsevier, volume 26, issue C, pages 18-39, DOI: 10.1016/j.irfa.2012.05.001.
2009
- Morgan J. Rose, 2009, "Geographic Consistency of Subprime Loan Features and Foreclosures," UMBC Economics Department Working Papers, UMBC Department of Economics, number 09-113, Jun, revised 01 May 2010.
2006
- Hamermesh, Daniel S. & Myers, Caitlin Knowles & Pocock, Mark L., 2006, "Cues for Coordination: Light, Longitude and Letterman," IZA Discussion Papers, IZA Network @ LISER, number 2060, Apr.
- Daniel S. Hamermesh & Caitlin Knowles Myers & Mark L. Pocock, 2006, "Time Zones As Cues For Coordination: Latitude, Longitude, And Letterman," Middlebury College Working Paper Series, Middlebury College, Department of Economics, number 0609, Jul.
- Daniel S. Hamermesh & Caitlin Knowles Myers & Mark L. Pocock, 2006, "Time Zones as Cues for Coordination: Latitude, Longitude, and Letterman," NBER Working Papers, National Bureau of Economic Research, Inc, number 12350, Jul.
1999
- Michael Sullivan, 1999, "Discrete-Time Continuous-State Interest Rate Models," Computing in Economics and Finance 1999, Society for Computational Economics, number 913, Mar.
Undated
- Du, Ding & Zhao, Xiaobing & Huang, Ruihong, undated, "The Impact of Climate Change on Developed Economies," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association, number 258123, DOI: 10.22004/ag.econ.258123.
- Du, Ding & Zhao, Xiaobing & Huang, Ruihong, 2017, "The impact of climate change on developed economies," Economics Letters, Elsevier, volume 153, issue C, pages 43-46, DOI: 10.1016/j.econlet.2017.01.017.
Journal articles
2024
- Andrew Bird & Ding Du & Stephen A Karolyi, 2024, "Cross-Market Effects of Consolidation: Evidence from Banking," The Review of Corporate Finance Studies, Society for Financial Studies, volume 13, issue 4, pages 999-1029.
- Eliana Balla & Raymond Brastow & Daniel Edgel & Morgan Rose, 2024, "The Effect of Regulatory Oversight on Nonbank Mortgage Subsidiaries," The Journal of Real Estate Finance and Economics, Springer, volume 68, issue 3, pages 523-575, April, DOI: 10.1007/s11146-022-09906-z.
2023
- Ding Du & Stephen A Karolyi, 2023, "Energy Transitions and Household Finance: Evidence from U.S. Coal Mining," The Review of Corporate Finance Studies, Society for Financial Studies, volume 12, issue 4, pages 723-760.
2020
- Du, Ding & Osmonbekov, Talai, 2020, "Direct effect of advertising spending on firm value: Moderating role of financial analyst coverage," International Journal of Research in Marketing, Elsevier, volume 37, issue 1, pages 196-212, DOI: 10.1016/j.ijresmar.2019.07.005.
- Ding Du & Ou Hu, 2020, "Why does stock-market investor sentiment influence corporate investment?," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 4, pages 1221-1246, May, DOI: 10.1007/s11156-019-00823-6.
- Palvia, Ajay & Vähämaa, Emilia & Vähämaa, Sami, 2020, "Female leadership and bank risk-taking: Evidence from the effects of real estate shocks on bank lending performance and default risk," Journal of Business Research, Elsevier, volume 117, issue C, pages 897-909, DOI: 10.1016/j.jbusres.2020.04.057.
- Martin Birn & Olivier de Bandt & Simon Firestone & Matías Gutiérrez Girault & Diana Hancock & Tord Krogh & Hitoshi Mio & Donald P. Morgan & Ajay Palvia & Valerio Scalone & Michael Straughan & Arzu Ulu, 2020, "The Costs and Benefits of Bank Capital—A Review of the Literature," JRFM, MDPI, volume 13, issue 4, pages 1-25, April.
2019
- Du, Ding, 2019, "Forecasting credit losses with the reversal in credit spreads," Economics Letters, Elsevier, volume 178, issue C, pages 95-97, DOI: 10.1016/j.econlet.2019.02.010.
- Zhao, Xiaobing & Du, Ding & Xiong, Jun & Springer, Abraham & Masek Lopez, Sharon R. & Winkler, Blake & Hubler, Kenedy, 2019, "The impact of forest restoration on agriculture in the Verde River watershed, Arizona, USA," Forest Policy and Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.forpol.2019.101999.
- Bhanu Balasubramnian & Ajay A. Palvia & Dilip K. Patro, 2019, "Can the Book-to-Market Ratio Signal Banks’ Earnings and Default Risk? Evidence Around the Great Recession," Journal of Financial Services Research, Springer;Western Finance Association, volume 56, issue 2, pages 119-143, October, DOI: 10.1007/s10693-018-0299-4.
- Balla, Eliana & Rose, Morgan J., 2019, "Earnings, risk-taking, and capital accumulation in small and large community banks," Journal of Banking & Finance, Elsevier, volume 103, issue C, pages 36-50, DOI: 10.1016/j.jbankfin.2019.03.005.
- Alexander T. Clark & Nicholas H. Tenev, 2019, "Voting And Social Pressure Under Imperfect Information," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 60, issue 4, pages 1705-1735, November, DOI: 10.1111/iere.12401.
2018
- Du, Ding & Gerety, Mason, 2018, "Do private acquirers pay less compared to public acquirers?," Economics Letters, Elsevier, volume 164, issue C, pages 35-37, DOI: 10.1016/j.econlet.2017.12.036.
- Du, Ding & Rousse, Wade, 2018, "Foreign capital flows, credit spreads, and the business cycle," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 57, issue C, pages 59-79, DOI: 10.1016/j.intfin.2018.06.001.
- Ding Du & Ou Hu, 2018, "The sentiment premium and macroeconomic announcements," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 1, pages 207-237, January, DOI: 10.1007/s11156-017-0628-y.
- Ding Du, 2018, "The pricing of common exchange rate factors in the U.S. equity market," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 3, pages 775-798, April, DOI: 10.1007/s11156-017-0646-9.
- Ding Du & Mason Gerety, 2018, "Credit spreads and merger pricing," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 3, pages 169-178, May, DOI: 10.1057/s41260-017-0072-5.
- Ding Du & Pin Ng, 2018, "The impact of climate change on tourism economies of Greece, Spain, and Turkey," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 20, issue 2, pages 431-449, April, DOI: 10.1007/s10018-017-0200-y.
- Andrew C. Chang & Phillip Li & Shawn M. Martin, 2018, "Comparing cross‐country estimates of Lorenz curves using a Dirichlet distribution across estimators and datasets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 3, pages 473-478, April, DOI: 10.1002/jae.2595.
- Andrew C. Chang & Phillip Li & Shawn M. Martin, 2017, "Comparing Cross-Country Estimates of Lorenz Curves Using a Dirichlet Distribution Across Estimators and Datasets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-062, Jun, DOI: 10.17016/FEDS.2017.062.
- Andrew C. Chang & Phillip Li, 2018, "Measurement Error In Macroeconomic Data And Economics Research: Data Revisions, Gross Domestic Product, And Gross Domestic Income," Economic Inquiry, Western Economic Association International, volume 56, issue 3, pages 1846-1869, July, DOI: 10.1111/ecin.12567.
- Andrew C. Chang & Phillip Li, 2015, "Measurement Error in Macroeconomic Data and Economics Research: Data Revisions, Gross Domestic Product, and Gross Domestic Income," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-102, Nov, DOI: 10.17016/FEDS.2015.102.
- Brownstone, David & Li, Phillip, 2018, "A model for broad choice data," Journal of choice modelling, Elsevier, volume 27, issue C, pages 19-36, DOI: 10.1016/j.jocm.2017.09.001.
- Phillip Li, 2018, "Efficient MCMC estimation of inflated beta regression models," Computational Statistics, Springer, volume 33, issue 1, pages 127-158, March, DOI: 10.1007/s00180-017-0747-x.
- Bhanu Balasubramnian & Ajay Palvia, 2018, "Can short sellers inform bank supervision?," Journal of Financial Services Research, Springer;Western Finance Association, volume 53, issue 1, pages 69-98, February, DOI: 10.1007/s10693-016-0256-z.
2017
- Du, Ding & Zhao, Xiaobing & Huang, Ruihong, 2017, "The impact of climate change on developed economies," Economics Letters, Elsevier, volume 153, issue C, pages 43-46, DOI: 10.1016/j.econlet.2017.01.017.
- Du, Ding & Zhao, Xiaobing & Huang, Ruihong, undated, "The Impact of Climate Change on Developed Economies," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association, number 258123, DOI: 10.22004/ag.econ.258123.
- Du, Ding, 2017, "U.S. credit-market sentiment and global business cycles," Economics Letters, Elsevier, volume 157, issue C, pages 75-78, DOI: 10.1016/j.econlet.2017.05.039.
- Balvers, Ronald & Du, Ding & Zhao, Xiaobing, 2017, "Temperature shocks and the cost of equity capital: Implications for climate change perceptions," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 18-34, DOI: 10.1016/j.jbankfin.2016.12.013.
- Ding Du & Xiaobing Zhao, 2017, "Financial investor sentiment and the boom/bust in oil prices during 2003–2008," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 2, pages 331-361, February, DOI: 10.1007/s11156-016-0553-5.
- Ding Du, 2017, "US macroannouncements and international asset pricing," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 22, issue 4, pages 352-367, October, DOI: 10.1002/ijfe.1592.
- Andrew C. Chang & Phillip Li, 2017, "A Preanalysis Plan to Replicate Sixty Economics Research Papers That Worked Half of the Time," American Economic Review, American Economic Association, volume 107, issue 5, pages 60-64, May.
- Ben-David, Itzhak & Palvia, Ajay & Spatt, Chester, 2017, "Banks’ Internal Capital Markets and Deposit Rates," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 5, pages 1797-1826, October.
- Ben-David, Itzhak & Palvia, Ajay A. & Spatt, Chester S., 2015, "Banks' Internal Capital Markets and Deposit Rates," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-16, Aug.
- Itzhak Ben-David & Ajay Palvia & Chester Spatt, 2015, "Banks’ Internal Capital Markets and Deposit Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 21526, Sep.
2016
- Ding Du & Ou Hu & Xiaobing Zhao, 2016, "Currency Risk Premium And U.S. Macroeconomic Announcement," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 39, issue 4, pages 359-388, December.
- Ding Du & Ronald J Gunderson & Xiaobing Zhao, 2016, "Investor sentiment and oil prices," Journal of Asset Management, Palgrave Macmillan, volume 17, issue 2, pages 73-88, March, DOI: 10.1057/jam.2015.39.
2015
- Du, Ding & Hu, Ou, 2015, "The world market risk premium and U.S. macroeconomic announcements," Journal of International Money and Finance, Elsevier, volume 58, issue C, pages 75-97, DOI: 10.1016/j.jimonfin.2015.08.006.
- Jihong Zhang & Ding Du & Walter G. Park, 2015, "How Private Property Protection Influences the Impact of Intellectual Property Rights on Economic Growth?," Global Economic Review, Taylor & Francis Journals, volume 44, issue 1, pages 1-30, March, DOI: 10.1080/1226508X.2014.961093.
- Ajay Palvia & Emilia Vähämaa & Sami Vähämaa, 2015, "Are Female CEOs and Chairwomen More Conservative and Risk Averse? Evidence from the Banking Industry During the Financial Crisis," Journal of Business Ethics, Springer, volume 131, issue 3, pages 577-594, October, DOI: 10.1007/s10551-014-2288-3.
- Balla, Eliana & Rose, Morgan J., 2015, "Loan loss provisions, accounting constraints, and bank ownership structure," Journal of Economics and Business, Elsevier, volume 78, issue C, pages 92-117, DOI: 10.1016/j.jeconbus.2014.12.003.
2014
- Ding Du & Ou Hu, 2014, "Cash Flows, Currency Risk, And The Cost Of Capital," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 37, issue 2, pages 139-158, June.
- Du, Ding, 2014, "Persistent exchange-rate movements and stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 36-53, DOI: 10.1016/j.intfin.2013.10.007.
- Du, Ding & Hu, Ou, 2014, "The long-run component of foreign exchange volatility and stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 268-284, DOI: 10.1016/j.intfin.2014.04.005.
- Du, Ding & Hu, Ou & Wu, Hong, 2014, "Emerging market currency exposure: Taiwan," Journal of Multinational Financial Management, Elsevier, volume 28, issue C, pages 47-61, DOI: 10.1016/j.mulfin.2014.10.001.
- Ding Du & Karen Craft Denning & Xiaobing Zhao, 2014, "Market states and momentum in sector exchange-traded funds," Journal of Asset Management, Palgrave Macmillan, volume 15, issue 4, pages 223-237, August, DOI: 10.1057/jam.2014.24.
- Andersson, Fredrik & Mayock, Tom, 2014, "How does home equity affect mobility?," Journal of Urban Economics, Elsevier, volume 84, issue C, pages 23-39, DOI: 10.1016/j.jue.2014.08.004.
- Andersson, Fredrik & Mayock, Tom, 2014, "Loss severities on residential real estate debt during the Great Recession," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 266-284, DOI: 10.1016/j.jbankfin.2014.05.010.
- Barakova, Irina & Palvia, Ajay, 2014, "Do banks’ internal Basel risk estimates reflect risk?," Journal of Financial Stability, Elsevier, volume 13, issue C, pages 167-179, DOI: 10.1016/j.jfs.2014.05.005.
2013
- Du, Ding, 2013, "Another look at the cross-section and time-series of stock returns: 1951 to 2011," Journal of Empirical Finance, Elsevier, volume 20, issue C, pages 130-146, DOI: 10.1016/j.jempfin.2012.12.001.
- Ding Du & Pin Ng & Xiaobing Zhao, 2013, "Measuring currency exposure with quantile regression," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 3, pages 549-566, October, DOI: 10.1007/s11156-012-0322-z.
- Gaul, Lewis & Palvia, Ajay, 2013, "Are regulatory management evaluations informative about bank accounting returns and risk?," Journal of Economics and Business, Elsevier, volume 66, issue C, pages 1-21, DOI: 10.1016/j.jeconbus.2012.11.003.
- Lewis Gaul & Pinar Uysal, 2013, "Can Equity Volatility Explain the Global Loan Pricing Puzzle?," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 12, pages 3225-3265.
- Morgan J. Rose, 2013, "Geographic Variation in Subprime Loan Features, Foreclosures, and Prepayments," The Review of Economics and Statistics, MIT Press, volume 95, issue 2, pages 563-590, May.
- Guidolin, Massimo & Tam, Yu Man, 2013, "A yield spread perspective on the great financial crisis: Break-point test evidence," International Review of Financial Analysis, Elsevier, volume 26, issue C, pages 18-39, DOI: 10.1016/j.irfa.2012.05.001.
- Massimo Guidolin & Yu Man Tam, 2010, "A yield spread perspective on the great financial crisis: break-point test evidence," Working Papers, Federal Reserve Bank of St. Louis, number 2010-026, DOI: 10.20955/wp.2010.026.
2012
- Du, Ding & Hu, Ou, 2012, "Exchange rate risk in the US stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 1, pages 137-150, DOI: 10.1016/j.intfin.2011.08.003.
- Du, Ding & Hu, Ou, 2012, "Foreign exchange volatility and stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 5, pages 1202-1216, DOI: 10.1016/j.intfin.2012.07.001.
- Du, Ding & Denning, Karen & Zhao, Xiaobing, 2012, "Real aggregate activity and stock returns," Journal of Economics and Business, Elsevier, volume 64, issue 5, pages 323-337, DOI: 10.1016/j.jeconbus.2012.06.002.
- Keith Ihlanfeldt & Tom Mayock, 2012, "Information, Search, and House Prices: Revisited," The Journal of Real Estate Finance and Economics, Springer, volume 44, issue 1, pages 90-115, January, DOI: 10.1007/s11146-010-9282-z.
- Morgan J. Rose, 2012, "Origination Channel, Prepayment Penalties and Default," Real Estate Economics, American Real Estate and Urban Economics Association, volume 40, issue 4, pages 662-707, December, DOI: j.1540-6229.2011.00328.x.
- Morgan J. Rose, 2010, "Origination Channel, Prepayment Penalties, and Default," UMBC Economics Department Working Papers, UMBC Department of Economics, number 10-124, Jul, revised 01 Jul 2011.
- Eliana Balla & Jessica Sackett Romero & Morgan J. Rose, 2012, "Loan loss reserve accounting and bank behavior," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue Mar.
- Morgan Rose, 2012, "Prepayment Penalties: Efficiency and Predation," Journal of Housing Research, Taylor & Francis Journals, volume 21, issue 2, pages 227-260, January, DOI: 10.1080/10835547.2012.12092055.
- Morgan J. Rose, 2011, "Prepayment Penalties: Efficieny and Predation," UMBC Economics Department Working Papers, UMBC Department of Economics, number 11-133, Oct.
2011
- Ding Du & Karen Denning & Xiaobing Zhao, 2011, "Evidence on Stock Reaction to Market-Wide Information," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 02, pages 297-325, DOI: 10.1142/S0219091511002263.
- Li, Phillip, 2011, "Estimation of sample selection models with two selection mechanisms," Computational Statistics & Data Analysis, Elsevier, volume 55, issue 2, pages 1099-1108, February.
- Li, Phillip, 2010, "Estimation of Sample Selection Models With Two Selection Mechanisms," University of California Transportation Center, Working Papers, University of California Transportation Center, number qt0h97w9x2, Mar.
- Palvia, Ajay A., 2011, "Banks and managerial discipline: Does regulatory monitoring play a role?," The Quarterly Review of Economics and Finance, Elsevier, volume 51, issue 1, pages 56-68, February.
2010
- Ihlanfeldt, Keith & Mayock, Tom, 2010, "Panel data estimates of the effects of different types of crime on housing prices," Regional Science and Urban Economics, Elsevier, volume 40, issue 2-3, pages 161-172, May.
- Irina Barakova & Ajay Palvia, 2010, "Limits to relative performance evaluation: evidence from bank executive turnover," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 2, issue 3, pages 214-236, August, DOI: 10.1108/17576381011085430.
- Rajdeep Sengupta & Yu Man Tam, 2010, "Why HARM the subprime borrower?," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 21-22.
2009
- Du, Ding & Huang, Zhaodan & Liao, Bih-shuang, 2009, "Why is there no momentum in the Taiwan stock market?," Journal of Economics and Business, Elsevier, volume 61, issue 2, pages 140-152.
- Du, Ding & Huang, Zhaodan & Blanchfield, Peter J., 2009, "Do fixed income mutual fund managers have managerial skills?," The Quarterly Review of Economics and Finance, Elsevier, volume 49, issue 2, pages 378-397, May.
- Ihlanfeldt, Keith & Mayock, Tom, 2009, "Price discrimination in the housing market," Journal of Urban Economics, Elsevier, volume 66, issue 2, pages 125-140, September.
- Cheung, Ron & Ihlanfeldt, Keith & Mayock, Thomas, 2009, "The regulatory tax and house price appreciation in Florida," Journal of Housing Economics, Elsevier, volume 18, issue 1, pages 34-48, March.
- Ron Cheung & Keith Ihlanfeldt & Tom Mayock, 2009, "The Incidence of the Land Use Regulatory Tax," Real Estate Economics, American Real Estate and Urban Economics Association, volume 37, issue 4, pages 675-704, December, DOI: 10.1111/j.1540-6229.2009.00260.x.
- Rose, Morgan J., 2009, "Heterogeneous impacts of staggered boards by ownership concentration," Journal of Corporate Finance, Elsevier, volume 15, issue 1, pages 113-128, February.
- Rajdeep Sengupta & Yu Man Tam, 2009, "Recent movements in the Baltic Dry Index," National Economic Trends, Federal Reserve Bank of St. Louis, issue Mar.
- Yu Man Tam, 2009, "What does foreclosure entail?," Liber8 Economic Information Newsletter, Federal Reserve Bank of St. Louis, issue April.
- Massimo Guidolin & Yu Man Tam, 2009, "Taming the long-term spreads," Economic Synopses, Federal Reserve Bank of St. Louis.
- Rajdeep Sengupta & Yu Man Tam, 2009, "Home prices: a case for cautious optimism," Economic Synopses, Federal Reserve Bank of St. Louis.
- Massimo Guidolin & Yu Man Tam, 2009, "Is the financial crisis over? a yield spread perspective," Economic Synopses, Federal Reserve Bank of St. Louis.
2008
- Du, Ding, 2008, "The 52-week high and momentum investing in international stock indexes," The Quarterly Review of Economics and Finance, Elsevier, volume 48, issue 1, pages 61-77, February.
- Daniel S. Hamermesh & Caitlin Knowles Myers & Mark L. Pocock, 2008, "Cues for Timing and Coordination: Latitude, Letterman, and Longitude," Journal of Labor Economics, University of Chicago Press, volume 26, issue 2, pages 223-246, April, DOI: 10.1086/525027.
- Rose, Morgan J., 2008, "Predatory lending practices and subprime foreclosures: Distinguishing impacts by loan category," Journal of Economics and Business, Elsevier, volume 60, issue 1-2, pages 13-32.
- Rajdeep Sengupta & Yu Man Tam, 2008, "Mortgage originations: 2000-2006," Monetary Trends, Federal Reserve Bank of St. Louis, issue Aug.
- Rajdeep Sengupta & Yu Man Tam, 2008, "The LIBOR-OIS spread as a summary indicator," Monetary Trends, Federal Reserve Bank of St. Louis, issue Nov.
2007
- Du, Ding & Watkins, Boyce, 2007, "When competing momentum hypotheses really do not compete: How the sources of momentum profits change through time," Journal of Economics and Business, Elsevier, volume 59, issue 2, pages 130-143.
- Jungmin Lee & Mark L. Pocock, 2007, "Intrahousehold allocation of financial resources: evidence from South Korean individual bank accounts," Review of Economics of the Household, Springer, volume 5, issue 1, pages 41-58, March, DOI: 10.1007/s11150-007-9004-3.
2006
- Du, Ding, 2006, "Monetary policy, stock returns and inflation," Journal of Economics and Business, Elsevier, volume 58, issue 1, pages 36-54.
2005
- Du, Ding & Denning, Karen, 2005, "Industry momentum and common factors," Finance Research Letters, Elsevier, volume 2, issue 3, pages 107-124, September.
Chapters
2020
- Ding Du & Ou Hu, 2020, "Pricing Liquidity in the Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 121, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".
2012
- Ajay A. Palvia, 2012, "Management Turnover, Regulatory Oversight and Performance: Evidence from Community Banks," Chapters, Edward Elgar Publishing, chapter 26, in: James R. Barth & Chen Lin & Clas Wihlborg, "Research Handbook on International Banking and Governance".
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