Do display ads work for direct respones?

The answer to this is no. It does not. I've been analysing display advertising for the 2nd biggest ad network in the UK for 4 years, and I can tell you it is a complete scam. All direct response data is built around behavioural targeting, these companies have enough data (by cookie dropping) to track people across thousands of sites, and then show them an advert just before they were going to buy the advert anyway.

Tips - never work off post view data. Use a small post-click window, such as 24 hours, or even same session to attribute sales to your advert. Choose where your ad appears - it's not always wise to go for relevant content, as the content can sometimes draw users away from the advertising. Choose sites that people aren't too heavily engaged in, such as social or entertainment. Make sure you use granular targeting, it doesn't matter if the pool of users is small, that's your audience. The best measurement for the success of a campaign is incremental total sales. Take an average daily sales pre-campaign, and then an average during campaign. Attribution models are often complex and interesting, but designed to make that company look good. Do not trust them.

I'd agree with some of the above, use an exchange such as Google. Check out the ad unit placement on the pages of the sites you want to appear on, if you go with a leaderboard make sure it's not at the bottom of the page etc.

Don't expect massive Direct Response from this, display ads aren't engaging, and people don't like them. You're much better off with pre-roll video on Youtube, or sponsored search.