معرفی
Ai Jun Hou is a Professor in the Finance Group at Stockholm Business School, Stockholm University. Her research focuses on empirical asset pricing, financial econometrics, and international finance, with particular expertise in volatility modeling, financial market microstructure, and cryptocurrency derivatives. She leads the Emerging Markets Cross-Cultural Research Group and teaches master's courses in Financial Institutions Management and Portfolio Theory.
Research Interests: Professor Hou investigates financial market volatility and correlation dynamics, international finance mechanisms, household financial decisions, and emerging market behaviors. Her work employs advanced econometric methods including GARCH-MIDAS specifications to analyze how macroeconomic factors influence financial markets. Current projects examine trade imbalance networks, entrepreneurship transitions, and commodity-stock market linkages.
Publication Trends: Her recent articles demonstrate strong focus on international financial networks, volatility modeling innovations, and emerging market dynamics. Methodologically, she frequently employs time-series econometrics and network analysis to study cross-market transmissions and asset pricing anomalies. Earlier foundational work established frameworks for volatility forecasting using macroeconomic variables.
Research Groups: She leads the Emerging Markets Cross-Cultural Research Group at Stockholm Business School, focusing on cross-cultural financial behaviors in developing economies through interdisciplinary approaches.
