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.
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
Collings, D., Corbet, S., Hou, Y., Hu, Y., Larkin, C., & Oxley, L. (2022). The effects of negative reputational contagion on international airlines: The case of the Boeing 737-MAX disasters. International Review of Financial Analysis, 80, 25 pages. doi:10.1016/j.irfa.2022.102048
Corbet, S., Cumming, D., Hou, Y., Hu, Y., & Oxley, L. (2022). Have crisis-induced banking supports influenced European bank performance, resilience and price discovery?. Journal of International Financial Markets, Institutions and Money, 78, 101566. doi:10.1016/j.intfin.2022.101566
Corbet, S., Hou, Y., Hu, Y., & Oxley, L. (2022). The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets. Research in International Business and Finance, 59. doi:10.1016/j.ribaf.2021.101510
Hou, Y., Li, S., & Wen, F. (2021). Time-varying information share and autoregressive loading factors evidence from S&P 500 cash and E-mini futures markets. Review of Quantitative Finance and Accounting, 57, 91-100. doi:10.1007/s11156-020-00940-7
Find more research publications by Greg Hou