Dr Greg Hou

Senior Lecturer in Finance
Undergraduate Convenor, Finance
499 Convenor

Qualifications: PhD

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.

CONFERENCE PRESENTATIONS

Hou, Y., & Li, S. (2012). An Empirical Study on the Volatility of CSI300 Stock Index Futures Market. Paper presented at the 2012 Annual Conference of Australia and New Zealand International Business Academy (ANZIBA), April, Adelaide, Australia.

Hou, Y., & Li, S. (2012). Intraday Volatility Behavior of the Chinese Stock Index Futures Market. Paper presented at the 2012 Conference of Accounting and Finance Association of Australia and New Zealand (AFAANZ), July, Melbourne, Australia.

Hou, Y., & Li, S. (2012). Information Transmission of the Stock Index Futures Markets between the U.S. and China: Spillovers of Returns and Volatilities. Paper presented at the 2012 First International Conference on Derivative Securities and Markets, October, Beijing, China.

Hou, Y., & Li, S. (2013). The Impact of the CSI300 Stock Index Futures: Positive Feedback Trading and Autocorrelation of Stock Returns. Paper presented at the 2013 Bicentenary Conference of the Italian Academy of Management (AIDEA), September, Lecce, Italy.

Hou, Y., & Li, S. (2013). Hedging Performance of Chinese Stock Index Futures: An Empirical Analysis Using Wavelet Analysis and Flexible Bivariate GARCH Approaches. Paper presented at the 2013 Bicentenary Conference of the Italian Academy of Management (AIDEA), September, Lecce, Italy.

Hou, Y., & Li, S. (2014). Information Transmission between U.S. and China Index Futures Markets: An Asymmetric DCC GARCH Approach. Paper presented at the 2014 China Meeting of Econometric Society (CMES 2014), June, Xiamen, China.

Hou, Y. & Li, S. (2014). Volatility Behavior of Stock Index Futures in China: A Bivariate GARCH Approach. Paper presented at the Third International Conference on Futures and Derivative Markets (ICFDM), October, Shanghai, China.

Keywords

Finance

Contact Details