H. Arthur Luo

Government of the United States of America - Office of the Comptroller of the Currency (OCC)

Financial Economist

250 E Street, SW

Washington, DC 20219

United States

McMaster University

Student

1280 Main Street West

Hamilton, Ontario L8S 4M4

Canada

SCHOLARLY PAPERS

3

DOWNLOADS

760

SSRN CITATIONS

9

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Social Screens and Systematic Boycott Risk

Number of pages: 77 Posted: 26 Aug 2014 Last Revised: 10 Apr 2015
H. Arthur Luo and Ronald J. Balvers
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and McMaster University - Michael G. DeGroote School of Business
Downloads 439 (72,561)
Citation 9

Abstract:

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Social Screens, Sin Stocks, Investment Boycotts, Systematic Risk

2.

Distinguishing Factors and Characteristics with Characteristic-Mimicking Portfolios

Number of pages: 49 Posted: 16 Jul 2018
Ronald J. Balvers and H. Arthur Luo
McMaster University - Michael G. DeGroote School of Business and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 190 (175,908)
Citation 1

Abstract:

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Characteristics, Factors, Systematic Risk, Mimicking Portfolios

3.

Monetary Shocks, Equity Returns and Volatility - A Firm-Level Panel Data Analysis

Applied Economics, Forthcoming
Number of pages: 28 Posted: 09 Aug 2015
H. Arthur Luo, Jen-Chi Cheng and Chu-Ping Vijverberg
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Wichita State University and CUNY College of Staten Island
Downloads 131 (240,334)

Abstract:

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Monetary Shock; Firm Characteristics; Taylor Rule; Markov Switching; GARCH; Financial Accelerator Model