Steven Wei Ho

Columbia University, Graduate School of Arts and Sciences, Department of Economics

Adjunct Assistant Professor

420 W. 118th Street

New York, NY 10027

United States

http://econ.columbia.edu/steven-ho

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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in Total Papers Citations

10

CROSSREF CITATIONS

6

Ideas:
“  Publications: 1. BKK the EZ Way, American Economic Review, forthcoming 2. Hot Money and Quantitative Easing, Journal of Money, Credit and Banking, forthcoming. Working on: Macro-Finance with Bayesian Learning, International Economics, Theoretical and Empirical Asset Pricing.  ”

Scholarly Papers (11)

1.

Is There Smart Money? How Information in the Commodity Futures Market Is Priced into the Cross-Section of Stock Returns with Delay

AFA 2019 Atlanta Meetings Paper, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 79 Posted: 30 Nov 2017 Last Revised: 04 Jan 2021
Steven Wei Ho and Alexandre R. Lauwers
Columbia University, Graduate School of Arts and Sciences, Department of Economics and University of Geneva - Graduate Institute, Geneva (IHEID)
Downloads 473 (85,826)

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Costly Information Processing, Commodity, Equity Return Predictability, Market Segmentation, Gradual Information Diffusion

2.

Hot Money and Quantitative Easing: The Spillover Effects of U.S. Monetary Policy on the Chinese Economy

Journal of Money, Credit, and Banking, Forthcoming, PBCSF-NIFR Research Paper No. 14-06, Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Working Paper No. 211
Number of pages: 47 Posted: 02 Nov 2014 Last Revised: 28 Feb 2018
Steven Wei Ho, Ji Zhang and Hao Zhou
Columbia University, Graduate School of Arts and Sciences, Department of Economics, Tsinghua University - PBC School of Finance and SUSTech Business School
Downloads 382 (110,024)
Citation 1

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international policy spillover, Chinese real-estate market, U.S. monetary policy, policy uncertainty, FA-VAR, shadow rate

3.

Information Leakage Prior to SEC Form Filings–Evidence from TAQ Millisecond Data

American Finance Association (AFA) 2020 PhD Student Poster
Number of pages: 162 Posted: 22 Oct 2019 Last Revised: 04 Jan 2021
Steven Wei Ho and Mingrui Zhang
Columbia University, Graduate School of Arts and Sciences, Department of Economics and University of Washington, Michael G. Foster School of Business, Students
Downloads 260 (165,233)

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Information Leakage, Private Information, Big Data, Informed Trading, Millisecond Trades

4.

Bank Loan Announcement Effects — Evidence from a Comprehensive 8-K Sample

PBCSF-NIFR Research Paper, Allied Social Sciences Association ASSA/AEA 2021 Poster
Number of pages: 72 Posted: 17 Dec 2019 Last Revised: 19 May 2022
Steven Wei Ho, Clark Liu and Shujing Wang
Columbia University, Graduate School of Arts and Sciences, Department of Economics, Tsinghua University - PBC School of Finance and Tongji University
Downloads 154 (264,826)

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Bank Loan Announcement; Big Data; 8-K Filings; SEC Form 8-K Disclosure Rules; Dodd-Frank Act

5.

Opioid Prescription Rates and Asset Prices — Assessment of Causal Effects

American Finance Association (AFA) 2021 PhD Student Poster
Number of pages: 39 Posted: 06 Feb 2020 Last Revised: 20 Oct 2021
Steven Wei Ho and Jiahao Jiang
Columbia University, Graduate School of Arts and Sciences, Department of Economics and University of Virginia, Department of Economics
Downloads 91 (385,254)
Citation 1

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Urban Economics, Stock Return Predictability, Health Economics and Economic Development, Opioid Prescription Rate, Real Estate Prices, Headquarter Location

6.

Learning in International Markets and a Rational Expectation Approach to the Contagion Puzzle

Number of pages: 62 Posted: 26 Apr 2014 Last Revised: 24 Jan 2019
Steven Wei Ho
Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 85 (404,406)

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Contagion, Forward Premium Anomaly, Long-Run Risk, Bayesian Learning

7.

Estimating Long-Run Risks in Developed and Developing Countries: A Particle MCMC Approach

Number of pages: 45 Posted: 19 Dec 2018 Last Revised: 11 Jan 2019
Steven Wei Ho and Yunmin Wu
Columbia University, Graduate School of Arts and Sciences, Department of Economics and Columbia University, Graduate School of Arts and Sciences, Department of Economics, Students
Downloads 58 (491,840)

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Long-Run Risk, Bayesian Estimation, International Finance

8.

Option Return Predictability, A Machine-Learning Approach

Posted: 21 Nov 2017 Last Revised: 23 Jun 2018
Steven Wei Ho and Yutong Hu
Columbia University, Graduate School of Arts and Sciences, Department of Economics and London Business School

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Option Return Predictability, Machine Learning, LASSO

9.

Credit Line Undrawn Spreads and the Predictability of Stock Returns

2019 AEA Annual Meeting Paper, Atlanta, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Posted: 14 Nov 2017 Last Revised: 30 Dec 2019
Lifeng Gu, Steven Wei Ho and Tong Li
The University of Hong Kong, Columbia University, Graduate School of Arts and Sciences, Department of Economics and The University of Hong Kong

Abstract:

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Return Predictability, Asset Pricing, Credit Lines

10.

Stockholders’ Capital Gains Position and the Cross-Section of Option Returns and Volatility

Posted: 12 Jan 2016 Last Revised: 07 Nov 2016
Steven Wei Ho
Columbia University, Graduate School of Arts and Sciences, Department of Economics

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Asset Pricing, Options, Capital Gains Overhang

BKK the EZ Way. International Long-Run Growth News and Capital Flows

CEPR Discussion Paper No. DP12783
Number of pages: 82 Posted: 13 Mar 2018
University of North Carolina Kenan-Flagler Business School, Finance Department, Bocconi University, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Wake Forest University - School of Business
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Citation 7
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BKK the EZ Way: International Long-Run Growth News and Capital Flows

Posted: 18 Nov 2012 Last Revised: 10 Mar 2017
University of North Carolina Kenan-Flagler Business School, Finance Department, Bocconi University, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Wake Forest University - School of Business

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International Investment Flows, Long-Run Growth News, Recursive Preferences