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Dr Greg Hou

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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.nz
Phone: +64 7 837 9402

Papers Taught

About Greg

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

  • Corbet, S., Hou, Y., Hu, Y., Oxley, L., & Xu, D. (2021). Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. International Review of Economics and Finance, 71, 55-81. doi:10.1016/j.iref.2020.06.022

  • Fernando, J., Li, L., & Hou, Y. (2020). Corporate governance and correlation in corporate defaults. Corporate Governance: An International Review, 28(3), 188-206. doi:10.1111/corg.12306 Open Access version: https://hdl.handle.net/10289/13188

  • Hou, Y., & Holmes, M. (2020). Do higher order moments of return distribution provide better decisions in minimum-variance hedging? Evidence from US stock index futures. Australian Journal of Management, 45(2), 240-265. doi:10.1177/0312896219879974

  • Hu, Y., Hou, Y., & Oxley, L. (2020). What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective. International Review of Financial Analysis, Online, 51 pages. doi:10.1016/j.irfa.2020.101569

Find more research publications by Greg Hou