Dr Greg Hou
Senior Lecturer in Finance
Graduate Convenor
Keywords
Finance
Qualifications: PhD
Personal Website: https://scholar.google.com.au/citations?user=bhw1M1UAAAAJ&hl=en
Contact Details
Email: greg.hou@waikato.ac.nzPhone: +64 7 837 9402
Papers Taught
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
Hou, Y., Li, S., & Wen, F. (2019). Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with semi-nonparametric approach. Energy Economics, 83, 119-143. doi:10.1016/j.eneco.2019.06.020
Hou, Y., & Wu, M. (2019). An empirical study on the influencing factors for the over-investment of Chinese SOEs (94839). MPRA.
Fernando, J., Li, L., & Hou, Y. (2019). Financial versus non-financial information for default prediction: Evidence from Sri Lanka and the USA. Emerging Markets Finance and Trade, online, 21 pages. doi:10.1080/1540496X.2018.1545644
Fernando, J., Li, L., & Hou, Y. (2019). Corporate governance and correlation in corporate defaults. Corporate Governance: An International Review, online. doi:10.1111/corg.12306 Open Access version: https://hdl.handle.net/10289/13188
Find more research publications by Greg Hou