Dr Greg Hou
Senior Lecturer in Finance
Graduate Convenor
Qualifications: PhD, University of South Australia; Master of Accounting and Finance, University of Adelaide
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. His h-index is 11 and his i10-index is 12 in Google Scholar by 2021.
Google scholar: https://scholar.google.com.au/citations?user=bhw1M1UAAAAJ&hl=en
Scopus: https://www.scopus.com/authid/detail.uri?authorId=55349602600
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
Cryptocurrencies
Recent Publications
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
Corbet, S., Hou, Y., Hu, Y., & Oxley, L. (2021). Financial contagion among COVID-19 concept-related stocks in China. Applied Economics, online, 15 pages. doi:10.1080/00036846.2021.1990844
Corbet, S., Hou, Y., Hu, Y., & Oxley, L. (2021). An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. Energy Economics, 104. doi:10.1016/j.eneco.2021.105589
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
Find more research publications by Greg Hou
Keywords
Finance
Contact Details
Email: [email protected]Phone: +64 7 837 9402