Dr Yang Hu
Senior Lecturer in Finance and Economics
Economics; Finance; Statistics
Qualifications: PhD (University of Waikato) MSc with Distinction (University of Canterbury) BSc (University of Canterbury)
Contact DetailsEmail: [email protected]
Phone: +64 7 838 4676
Dr Yang Hu is currently a Senior Lecturer in Finance and Economics at the University of Waikato's Management School. Dr Hu joined the School of Accounting, Finance, and Economics in June 2019 after completing his PhD degree.
His research interests lie primarily in the fields of financial bubbles, energy finance, and cryptocurrencies.
He has published in a wide range of internationally recognised journals, including Economics Letters, Economic Modelling, Energy Economics, European Journal of Finance, International Review of Economics & Finance, International Review of Financial Analysis, Journal of International Financial Markets, Institutions & Money, among others.
WMS Award for Outstanding Early Career Researcher 2020
- Applied Econometrics
- Empirical Finance
- Asset Pricing
- Hu Y, Oxley L (2017) Are there bubbles in exchange rates? Some evidence
from G10 and emerging market economies. Economic Modelling, 64, 419-
- Hu Y, Oxley L (2018) Do 18th century `bubbles' survive the scrutiny of 21st
century time series econometrics?. Economics Letters, 162, 131-134.
- Hu Y, Scarrott C, (2018) evmix: An R package for extreme value mixture
modelling, threshold estimation and boundary corrected kernel density estimation. Journal of Statistical Software, 84, 1-27. (SCI Q1, IF: 22.737)
- Hu Y, Oxley L (2018) Bubbles in US regional house prices: Evidence from
house price-income ratios at the State level. Applied Economics, 50, 3196-
- Hu Y, Oxley L (2018) Bubble contagion: Evidence from Japan's asset price
bubble of the 1980-90s. Journal of the Japanese and International
Economies, 50, 89-95.
- Hu Y, Valera H G, Oxley L (2019) Market efficiency of top market-cap cryptocurrencies: further evidence from panel framework. Finance Research Letters, 31, 138-145.
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). Did COVID-19 tourism sector supports alleviate investor fear?. Annals of Tourism Research, online, 46 pages. doi:10.1016/j.annals.2022.103434
Corbet, S., Hou, Y., Hu, Y., & Oxley, L. (2022). We Reddit in a Forum: The influence of Message Boards on firm stability. Review of Corporate Finance, 2(1), 151-190. doi:10.1561/114.00000014
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
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