Ai Jun Hou 

Associate Professor in Finance

Head of Finance Section

Director of Master in Banking and Finance, Stockholm University

Tel: 0046(0)86747097


I am an associate professor at Stockholm Business School (SBS) Stockholm University.  I defended my PhD degree in Finance from the department of Economics, Lund University in May 2011.  I have been employed at SBS since Fall 2013. Before joining SBS, I worked as an assistant professor at the department of Business and Economics, University of Southern Denmark.

My primary research area is in the Empirical Asset Pricing, Financial Econometrics and trading networks.  I do research in Financial Volatility and Correlation modeling; Nonparametric Interest Rate Modeling; Risk Spillover between Financial Markets; Derivatives and Empirical Asset Pricing.  Recently, I have been also extended my research area to the financial networks. My articles have been published in international peer reviewed journals such as: Journal of Financial Econometrics; Journal of Financial Stability; Journal of Empirical Finance; Quantitative Finance; Journal of International Financial Markets, Institutions & Money; Energy Economics, amongst others.

Currently,  I am doing several research projects. The first research project is funded by a research grant from Handelsbanken’s Jan Wallanders och Tom Heldelius research foundation, investigates how the trading imbalance and trading of one country affect the foreign exchange markets, equity and interest rates through the debt networks. Another project is also funded by the Handelsbanken’s Jan Wallanders och Tom Heldelius research foundation, examines the investors' hedging, arbitrage and the trading invariant properties.