Dr Greg Hou

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Senior Lecturer in Finance
Graduate Convenor

Qualifications: PhD

Personal Website:

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

  • 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:

  • 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



Contact Details

Phone: +64 7 837 9402