Dr Greg Hou

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Senior Lecturer in Finance
Graduate Convenor



Qualifications: PhD

Personal Website:

Contact Details

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


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:

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