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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

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

JOURNAL PUBLICATIONS (Authors are not in alphabetical order):

Hou, Y., & Li, S. (2013). Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data. Asia-Pacific Financial Markets, Vol. 20, pp. 49-70.

Hou, Y., & Li, S. (2013). Hedging Performance of Chinese Stock Index Futures: An Empirical Analysis Using Wavelet Analysis and Flexible Bivariate GARCH Approaches. Pacific-Basin Finance Journal, Vol. 24, pp.109-131.

Hou, Y., & Li, S. (2014). The Impact of the CSI 300 Stock Index Futures: Positive Feedback Trading and Autocorrelation of Stock Returns. International Review of Economics and Finance, Vol.33, pp.319-337.

Hou, Y., & Li, S. (2015). Volatility Behaviour of Stock Index Futures in China: A Bivariate GARCH Approach. Studies in Economics and Finance, Vol. 32, No. 1, pp. 128-154.

Hou, Y; Li, S, (2016), Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach, Economic Modelling, 52, Part B, 884-897.

Duppati, G., Hou, Y., &  Scrimgeour, F. (2017). The Dynamics of Price Discovery for Cross-Listed Stocks: Evidence from US and Chinese markets. Cogent Economics & Finance, 5, 1-23.

Fernando, J. M. R., Li, L., & Hou, Y. (2019). Corporate governance and default prediction: a reality test. Applied Economics, Vol. 51, No. 24, pp. 2669–2686.

Fernando, J., Li, M. Y., & Hou, Y. (2019). Financial versus non-financial information for default prediction: Evidence from Sri Lanka and the USA. Emerging Markets Finance and Trade, available on-line, pp.1-20.

Recent Publications

  • Fernando, J. M. R., Li, L., & Hou, Y. (2019). Corporate governance and default prediction: a reality test. Applied Economics, 51(24), 2669-2686. doi:10.1080/00036846.2018.1558351

  • 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

  • Fernando, J., Li, L., & Hou, Y. (2019). Financial versus non-financial information for default prediction: Evidence from Srik Lanka and the USA. Emerging Markets Finance and Trade, online, 21 pages. doi:10.1080/1540496X.2018.1545644

  • Duppati, G., Hou, Y., & Scrimgeour, F. (2017). The dynamics of price discovery for cross-leased stocks evidence from US and Chinese markets. Cogent Economics and Finance, 5(1), 23 pages. doi:10.1080/23322039.2017.1389675

Find more research publications by Greg Hou