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, International Finance, and Financial markets microstructure. 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.



Updates:



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

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


    •  My working paper, 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


    • My working paper, 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): to be presented

      ---Asian Meeting of the Econometric Society, 2023: to be presented