Ai Jun Hou 


Professor of Finance; 

Stockholm University


Tel: 0046(0)86747097

Email: aijun.hou@sbs.su.se


Click here for my unveristy website

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Finance seminar at SBS, SHoF, CeMoF





I am a professor of Finance at Stockholm Business School (SBS) Stockholm University.  I do research in Financial Econometrics (e.g., Volatility and Correlation modeling),  Empirical Asset Pricing, and International Finance. My articles have been published in international peer reviewed journals such as: Journal of Financial Econometrics; Journal of Banking and Finance; Journal of Financial Stability; Journal of Empirical Finance; Quantitative Finance; Journal of International Financial Markets, Institutions & Money; Energy Economics, amongst others.



Updates:


              ---Bank of Lithuania(2023): to be presented



  • Futures Trading Costs and Market Microstructure Invariance: Identifying Bet Activity (with Lars Norden and Caihong Xu),  is available on SSRN

             ---the 5th Future of Financial Information conference,  HEC Paris, 2023

             ---the 2023 Derivative Markets Conference, Auckland University of Technology: to be presented


    • Commodity Inflation Risk Premium for Commodity and Stock Market Returns

            (with Emmanouil Platanakis, Xiaoxia Ye and Guofu Zhou) is available on SSRN.

             ** Semifinallist of the best paper award for investment in FMA annual meeting, 2022


    • Term Premia Co-movement and Global Trade Network (with Caihong Xu and Xiaoxia Ye) is available on SSRN.

                 ---CICF 2023 (China International Conference in Finance)

                 ---Asian Meeting of the Econometric Society, 2023