Ding Du

Associate Professor of Finance

Ding Du

At NAU since 2008.

(928) 523-7274
Office Number: 416
ding.du@nau.edu

My researchgate page:
https://www.researchgate.net/profile/Ding_Du

My Google Scholar page:
https://scholar.google.com/citations?user=J4IC49wAAAAJ&hl=en&oi=sra


Educational Background

Ph. D., Economics, West Virginia University, 2003
M. A., Economics, Nankai University, China, 1998
B. S., Statistics, Shanxi Finance and Economics College, China, 1995

Employment History

8/2015 – present, Associate Professor of Finance, Northern Arizona University
8/2013 – present, W. A. Franke Professor, Northern Arizona University
8/2014 – 5/2015, Visiting scholar, Finance Department, Robert H. Smith School of Business, The University of Maryland (College Park)
8/2012 – 5/2015, Associate Professor of Economics, Northern Arizona University
8/2008 – 5/2012,  Assistant Professor of Economics, Northern Arizona University
8/2005 – 5/2008, Assistant Professor of Economics, South Dakota State University
8/2003 – 5/2005, Lecturer of Economics, California State University Bakersfield

Editorial Appointments

Associate Editor, Journal of Economic and Administrative Sciences, 2015 – present.

Area(s) of Emphasis

Corporate Finance, Empirical Asset Pricing, International Finance

Selected Publications

Du, D., & Hu, O. (2017). The Sentiment Premium and Macroeconomic Announcements. Review of Quantitative Finance and Accounting, forthcoming.

Balvers, R., Du, D., & Zhao, X. (2017). Temperature Shocks and the Cost of Equity Capital: Implications for Climate Change Perceptions. Journal of Banking and Finance 77, 18–34. Download the Temperature Shocks... article HERE.

Du, D., & Zhao, X. (2017). The Impact of Climate Change on Developed Economies, Economics Letters 153, 43–46. Download the Impact of Climate Change... article HERE.

Du, D. & Zhao, X. (2017). Financial Investor Sentiment and the Boom/Bust in Oil Prices during 2003-2008. Review of Quantitative Finance and Accounting 48, 331–361. Download the Financial Investor Sentiment... article HERE.

Du, D., Hu, O., Zhao, X.  (2016). Currency Risk Premium and US Macroeconomic Announcements. Journal of Financial Research 39, 359–388. Download the Currentcy Risk Premium... article HERE.

Du, D., Ng, P., & Lew, A. (2016). Tourism and Economic Growth. Journal of Travel Research 55, 454-464. The recipient of the 2016 Charles R. Goeldner Article of Excellence Award in Journal of Travel Research.  Download the Tourism and Economic Growth article HERE.

Du, D., Gunderson, R., & Zhao, X. (2016). Investor sentiment and oil prices. Journal of Asset Management 17, 73-88. Lead article. Download the Investor sentiment... article HERE.

Zhao, X., & Du, D. (2015). Forecasting carbon dioxide emissions, Journal of Environmental Management 160, 39-44. Download the Forecasting carbon dioxide emissions article HERE.

Du, D., & Hu, O. (2015). The World Market Risk Premium and U.S. Macroeconomic Announcements. Journal of International Money and Finance 58, 75-97. Download the World Market Risk... article HERE.

Du, D., Hu, O., Wu, H. (2014). Emerging Market Currency Exposure: Taiwan. Journal of Multinational Financial Management 28, 47–61. Download the Emerging Market Currency... article HERE.

Du, D. & Hu, O. (2014). Long-Run Component of Foreign Exchange Volatility and Stock Returns, Journal of International Financial Markets, Institutions & Money 31, 268–284. Summaries in CFA Digest (2014), 44, 268-284. Download the Long-Run Component... article HERE.

Du, D., Denning, K., & Zhao, X. (2014). Market States and Momentum in Sector Exchange-traded Funds. Journal of Asset Management 15, 223–237. Lead article. Download the Market States and Momentum... article HERE.

Du, D. & Hu, O. (2014). Cash Flow, Currency Risk, and the Cost of Capital. Journal of Financial Research 37, 139–158. Lead article. Download the Cash Flow, Currency Risk... article HERE.

Du, D. (2014). Persistent Exchange Rate Movements and Stock Returns. Journal of International Financial Markets, Institutions & Money 28, 36–53. Download the Persistent Exchange Rate... article HERE.

Du, D. (2013). Another Look at the Cross-section and Time-Series of Stock Returns: 1951 to 2011. Journal of Empirical Finance 20, 130–146. Download the Another Look at the Cross-section... article HERE.

Du, D., Ng, P., & Zhao, X. (2013). Measuring Currency Exposure with Quantile Regression. Review of Quantitative Finance and Accounting 41, 549-566. Download the Measuring Currency Exposure... article HERE

Du, D. & Hu, O. (2012). Foreign Exchange Volatility and Stock Returns. Journal of International Financial Markets, Institutions & Money 22, 1202– 1216. Download the Foreign Exchange Volatility... article HERE.

Du, D., Denning, K., & Zhao, X. (2012). Real Aggregate Activity and Stock Returns. Journal of Economics and Business 64, 323–337. Lead article. Download the Real Aggregate... article HERE.

Du, D. (2012). Momentum and Behavioral Finance. Managerial Finance 38, 364 - 379. Lead article. Download the Momentum and Behavioral Finance article HERE.

Du, D. & Hu, O. (2012). Exchange Rate Risk in the US Stock Market. Journal of International Financial Markets, Institutions & Money 22, 137– 150. Download the Exchange Rate Risk... article HERE.

Du, D., Huang, Z., & Blanchfield, P. J. (2009). Do Fixed Income Mutual Fund Managers Have Managerial Skills? Quarterly Review of Economics and Finance 49, 378-397. Download the Do Fixed Income Mutual Fund Managers... article HERE.

Du, D., Huang, Z., & Liao, B. (2009). Why Is There No Momentum in the Taiwan Stock Market? Journal of Economics and Business 61, 140-152. Download the Why Is There No Momentu... article HERE.

Du, D. (2008). The 52-week High and Momentum Investing in International Stock Indexes. Quarterly Review of Economics and Finance 48, 61-77. Summarized in CFA Digest (2008) 38, 43-44. Download the The 52-week High and Momentum Investing... article HERE.

Du, D. & Watkins, B. (2007). When Competing Momentum Hypotheses Really Do Not Compete: How the Sources of Momentum Profits Change through Time. Journal of Economics and Business 59, 130-143. Download the When Competing Momentum Hypotheses... article HERE.

Du, D. (2006). Monetary Policy, Stock Returns and Inflation. Journal of Economics and Business 58, 36-54. Download the Monetary Policy... article HERE.

Du, D. & Denning, K. (2005). Industry Momentum and Common Factors. Finance Research Letters 2, 107-124. Lead article. Download the Industry Momentum... article HERE.

Professional Organizations

Financial Management Association International

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