Dr Greg Hou
Senior Lecturer in Finance
Graduate Convenor
Keywords
Finance
Qualifications: PhD, University of South Australia; Master of Accounting and Finance, University of Adelaide
Contact Details
Email: [email protected]Phone: +64 7 837 9402
Papers Taught
About Greg
The research interest of Dr. Greg Hou includes univariate and multivariate financial time series analysis, volatility models, information transmission and spillovers, derivatives markets, cryptocurrency, and energy economics. His recent works have been published in some high-quality journals including Energy Economics, Journal of International Financial Markets, Institutions and Money, Economics Letters, International Review of Financial Analysis, International Review of Economics and Finance, Pacific Basin Finance Journal, Economic Modelling, Corporate Governance: An International Review, Accounting and Finance, and Australian Journal of Management. His h-index is 11 and his i10-index is 12 in Google Scholar by 2021.
Google scholar: https://scholar.google.com.au/citations?user=bhw1M1UAAAAJ&hl=en
Scopus: https://www.scopus.com/authid/detail.uri?authorId=55349602600
Research Supervised
PhD Program: Corporate governance and default prediction: An empirical study on Sri
Lanka and the USA
Supervision start date: 16 Jul 2015
Supervisor role: Secondary supervisor
PhD Program: The impacts of corporate governance on dynamic capital structure and debt maturity structure, evidence is America, Singapore and Vietnam
Supervision start date: 06 Nov 2015
Supervisor role: Secondary supervisor
PhD Program: Sources of IPO Price Behaviour: An Examination of the Role of Stakeholders across Four Markets
Supervision start date: 07 Apr 2016
Supervisor role: Secondary supervisor
Research Interests
Asset Pricing
Applied Financial Econometrics
Risk Analysis and Management
Derivatives Markets
Volatility Models
Cryptocurrencies
Recent Publications
Nguyen, T., Bai, M., Hou, Y., & Truong, C. (2021). Speed of adjustment towards target leverage: evidence from a quantile regression analysis. Accounting and Finance, online, 37 pages. doi:10.1111/acfi.12750
Corbet, S., Hou, Y., Hu, Y., & Oxley, L. (2021). We Reddit in a forum: The influence of messaging boards on firm stability. SSRN.
Corbet, S., Hou, Y., Hu, Y., Lucey, B., & Oxley, L. (2021). Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic. Finance Research Letters, 38, 19 pages. doi:10.1016/j.fri.2020.101591
Fernando, J., Li, L., & Hou, G. (2021). Heterogeneity in capital structure adjustment revisited: Default versus non-default firms and short versus long time horizon. International Review of Economics & Finance, 76, 185-204. doi:10.1016/j.iref.2021.06.001
Find more research publications by Greg Hou