Dr Greg Hou
Senior Lecturer in Finance
Graduate Convenor
Qualifications: PhD
Personal Website: https://scholar.google.com.au/citations?user=bhw1M1UAAAAJ&hl=en
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
Hu, Y., Hou, Y., & Oxley, L. (2019). Spot and futures prices of bitcoin: Causality, cointegration and price discovery from a time-varying perspective (13/19). Waikato Management School.
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: https://hdl.handle.net/10289/13188
Hou, Y. G., & Holmes, M. (2019). Do higher order moments of return distribution provide better decisions in minimum-variance hedging? Evidence from US stock index futures. Australian Journal of Management, online, 031289621987997. doi:10.1177/0312896219879974
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
Find more research publications by Greg Hou
Keywords
Finance
Contact Details
Email: greg.hou@waikato.ac.nzPhone: +64 7 837 9402