default author photo

Greg Hou

University of Waikato - Management School

Senior Lecturer

Hamilton

New Zealand

SCHOLARLY PAPERS

31

DOWNLOADS
Rank 20,574

SSRN RANKINGS

Top 20,574

in Total Papers Downloads

6,020

TOTAL CITATIONS
Rank 7,106

SSRN RANKINGS

Top 7,106

in Total Papers Citations

114

Scholarly Papers (31)

1.

We Reddit in a Forum: The Influence of Messaging Boards on Firm Stability

Number of pages: 50 Posted: 17 Mar 2021
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 850 (70,882)

Abstract:

Loading...

Market Activity; Liquidity; Volatility; Pump-and-Dump; Manipulation; Messaging Boards

2.

Aye Corona! The Contagion Effects of Being Named Corona during the COVID-19 Pandemic

Number of pages: 15 Posted: 27 Mar 2020 Last Revised: 09 Apr 2020
Dublin City University, University of Waikato - Management School, University of Waikato - Management School, Trinity Business School, Trinity College Dublin and University of Waikato - Department of Economics and Finance
Downloads 680 (95,090)
Citation 13

Abstract:

Loading...

COVID-19, Coronavirus, Contagion, Stock Market, Sentiment

To CBDC or Not to CBDC. That is the Question.

Number of pages: 34 Posted: 11 Oct 2022 Last Revised: 13 Oct 2022
University College Dublin, Dublin City University, University of Waikato - Management School, University of Waikato - Management School, Institute for Policy Research (IPR), University of Bath and University of Waikato - Department of Economics and Finance
Downloads 383 (191,515)

Abstract:

Loading...

Central Bank; CBDC; Cryptocurrency; Stablecoin; Sentiment; GARCH

To Cbdc or Not to Cbdc. That is the Question

Number of pages: 35 Posted: 18 Jan 2024
University College Dublin, Dublin City University, University of Waikato - Management School, University of Waikato - Management School, Institute for Policy Research (IPR), University of Bath and University of Waikato - Department of Economics and Finance
Downloads 105 (668,983)

Abstract:

Loading...

Central Banks, CBDC, Cryptocurrency, Stablecoin, Sentiment

4.

Pandemic-Related Financial Market Volatility Spillovers: Evidence from the Chinese COVID-19 Epicentre

Number of pages: 53 Posted: 04 Jun 2020
Dublin City University, University of Waikato - Management School, University of Waikato - Management School, University of Waikato - Department of Economics and Finance and University of Waikato
Downloads 479 (148,004)
Citation 39

Abstract:

Loading...

COVID-19; Coronavirus; China; Volatility Spillovers; Bitcoin; Flight-to-Safety

5.

Any Port in a Storm: Cryptocurrency Safe-Havens during the COVID-19 Pandemic

Number of pages: 13 Posted: 27 May 2020
Dublin City University, University of Waikato - Management School, University of Waikato - Management School, Institute for Policy Research (IPR), University of Bath and University of Waikato - Department of Economics and Finance
Downloads 309 (244,299)
Citation 7

Abstract:

Loading...

COVID-19; Pandemic; Sentiment; Cryptocurrency; Safe-haven; Financial Crisis

Beyond the Noise – Information Discovery in Bitcoin Revisited

Number of pages: 45 Posted: 30 Jun 2022
University College Dublin, Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 127 (574,734)

Abstract:

Loading...

Bitcoin; Futures; Information Shares; Price Discovery; DCC-GARCH.

Beyond the Noise: Information Discovery in Bitcoin Revisited

Number of pages: 53 Posted: 12 Dec 2023
University College Dublin, Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 119 (611,628)

Abstract:

Loading...

Bitcoin, Futures, Information Share, Price Discovery, DCC-GARCH.

7.

The Influence of the COVID-19 Pandemic on Asset-Price Discovery: Testing the Case of Chinese Informational Asymmetry

Number of pages: 81 Posted: 09 Jun 2020
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 239 (319,183)
Citation 19

Abstract:

Loading...

COVID-19; Coronavirus; China; Price Discovery; Information Asymmetry

8.

Fintech, Bank Diversification and Liquidity: Evidence from China

Number of pages: 43 Posted: 24 Feb 2023
University of Waikato, School of Accounting, Finance and Economics, University of Waikato, Dublin City University, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 230 (331,797)

Abstract:

Loading...

Fintech, Banking, China, Liquidity, Diversification

9.

The Danger of Cryptocurrency Pump-and-Dumps: Analysing the Development of Research & Regulation

Number of pages: 12 Posted: 16 Mar 2022
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 222 (343,660)

Abstract:

Loading...

10.

Examining Dynamic Connectedness between Green Bonds and Traditional Assets Volatility During Black-Swan Events: A New TVP-VAR Frequency Connectedness Approach

Number of pages: 34 Posted: 06 Feb 2023
University of Waikato, School of Accounting, Finance and Economics, University of Waikato, Dublin City University, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 187 (405,402)

Abstract:

Loading...

TVP-VAR, Dynamic Connectedness, Energy Markets, Stock Markets, Green Bonds

11.

Contagion Effects of Permissionless, Worthless Cryptocurrency Tokens: Evidence from the Collapse of Ftx

Number of pages: 44 Posted: 11 May 2023 Last Revised: 01 Mar 2024
Thomas Conlon, Shaen Corbet and Greg Hou
University College Dublin, Dublin City University and University of Waikato - Management School
Downloads 182 (418,025)
Citation 4

Abstract:

Loading...

Cryptocurrency, Tokens, Corporate Failure, Information Flow, Price Discovery

12.

Cryptocurrency Liquidity and Volatility Interrelationships during the COVID-19 Pandemic

Finance Research Letters, Forthcoming
Number of pages: 13 Posted: 02 Feb 2022
Dublin City University, University of Waikato - Management School, University of Waikato - Management School, Institute for Policy Research (IPR), University of Bath, Trinity Business School, Trinity College Dublin and University of Waikato - Department of Economics and Finance
Downloads 176 (431,126)

Abstract:

Loading...

COVID-19; Coronavirus; Cryptocurrency; Price Volatility; Liquidity.

Time Varying Risk Aversion and Its Connectedness: Evidence From Cryptocurrencies

Number of pages: 42 Posted: 22 Nov 2022
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 106 (663,926)

Abstract:

Loading...

Risk Aversion; Periodicity; Cryptocurrencies; Granger Causality; Spillover Index.

Time Varying Risk Aversion and its Connectedness: Evidence from Cryptocurrencies

Number of pages: 43 Posted: 09 May 2024
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 66 (921,129)

Abstract:

Loading...

Risk Aversion; Periodicity; Cryptocurrencies; Granger Causality; Spillover Index

14.

Seeking a Shock Haven: Hedging Extreme Upward Oil Price Changes

Number of pages: 37 Posted: 16 Dec 2022 Last Revised: 14 Mar 2024
University College Dublin, Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 167 (449,518)
Citation 3

Abstract:

Loading...

Crude Oil; Shock Haven; Hedge; Price Shock; Uncertainty

15.

Financial Market Information Flows When Counteracting Rogue States: The Indirect Effects of Targeted Sanction Packages

Number of pages: 79 Posted: 06 Jan 2023 Last Revised: 02 Jun 2023
University College Dublin, Dublin City University, University of Akron - Department of Finance, College of Business Administration, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 165 (454,356)

Abstract:

Loading...

Sanctions; Banking System; Ukraine; Information Flow; Price Discovery

16.

Tail Risk Connectedness During Geopolitical Shocks: Assessing the Impact of Russian-Ukraine Conflict on G7 Stock Markets

Number of pages: 43 Posted: 11 May 2023
School of Accounting, Finance and Economics, University of Waikato, Dublin City University, Zhengzhou University, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 151 (491,334)

Abstract:

Loading...

Tail Risk, Dynamic Connectedness, Geopolitical Shocks, Russian-Ukraine conflict.

17.

Examining Dynamic Connectedness between Green Bonds and Traditional Assets During Crises

Number of pages: 36 Posted: 13 Jun 2023
University of Waikato, Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 114 (621,896)

Abstract:

Loading...

TVP-VAR, Dynamic Connectedness, Energy Markets, Stock Markets, Green Bonds

18.

Bitcoin Forks: What Drives the Branches?

Number of pages: 27 Posted: 18 Aug 2023 Last Revised: 12 Mar 2024
University College Dublin, Dublin City University, University of Waikato - Department of Economics and Finance, School of Accounting, Finance and Economics, University of Waikato and University of Waikato - Management School
Downloads 103 (674,591)
Citation 1

Abstract:

Loading...

Bitcoin, Forks, Market Exposure, Risk, Diversification, Cryptocurrencies

19.

An Analysis of Investor Behaviour and Information Flows Surrounding the Negative WTI Oil Price Futures Event

Energy Economics, Forthcoming
Number of pages: 52 Posted: 16 Mar 2022
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 96 (715,072)

Abstract:

Loading...

Information Flows; Price Discovery; Oil; Crises; Negative Prices; Volatility.

20.

Have Crisis-Induced Banking Supports Influenced European Bank Performance, Resilience and Price Discovery?

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 47 Posted: 17 May 2022
Dublin City University, Stevens Institute of Technology - School of Business, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 84 (777,583)
Citation 7

Abstract:

Loading...

Banks; Central Banks; Monetary Policy; COVID-19; Crisis; Government Guarantees; Ownership Structure.

21.

Another Iceberg Ahead: Are Corporate Reputational Catastrophes Treated Differently During Recessions?

Number of pages: 32 Posted: 30 Sep 2022
University of Zurich, Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 83 (783,685)

Abstract:

Loading...

Corporate Reputation; Sentiment; Investor Behaviour; Market Misconduct; Recession.

22.

The Growth of Oil Futures in China: Evidence of Market Maturity through Global Crises

Number of pages: 59 Posted: 17 May 2022
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 81 (796,622)
Citation 9

Abstract:

Loading...

Oil; Futures Markets; Spillovers; Volatility; Information Asymmetry; China.

23.

Does Blockchain Patent-Development Influence Bitcoin Risk?

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 31 Posted: 02 Feb 2021
Yang Hu, Greg Hou, Les Oxley and Shaen Corbet
University of Waikato - Management School, University of Waikato - Management School, University of Waikato - Department of Economics and Finance and Dublin City University
Downloads 78 (816,709)

Abstract:

Loading...

24.

Volatility Spillovers During Market Supply Shocks: The Case of Negative Oil Prices

Resources Policy, Forthcoming
Number of pages: 26 Posted: 16 Mar 2022
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 67 (899,324)

Abstract:

Loading...

High frequency; Volatility Spillovers; WTI; Negative Prices; COVID-19.

25.

The Influence of the COVID-19 Pandemic on Asset-Price Discovery: Testing the Case of Chinese Informational Asymmetry (Online Appendices)

Number of pages: 12 Posted: 11 Jun 2020
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 66 (907,769)
Citation 1

Abstract:

Loading...

COVID-19; Coronavirus; China; Price Discovery; Information Asymmetry

Feedback trading, risk aversion, and their relationship: New evidence from the crude oil markets

Number of pages: 119 Posted: 05 Oct 2025
University of Waikato - Management School, University of Waikato - Management School, University of Waikato - Department of Economics and Finance, University of Birmingham - Birmingham Business School and University of Waikato
Downloads 35 (1,281,607)

Abstract:

Loading...

Feedback trading, Risk aversion, State space model, Crude oil markets, spillovers

Feedback trading, risk aversion, and their relationship: New evidence from the crude oil markets

Number of pages: 52 Posted: 27 Feb 2026
University of Waikato - Management School, University of Waikato - Management School, University of Waikato - Department of Economics and Finance, University of Birmingham and University of Waikato
Downloads 26 (1,430,393)

Abstract:

Loading...

Feedback trading, Risk aversion, State space model, Crude oil markets, Spillovers

27.

The Influence of the COVID-19 Pandemic on the Hedging Functionality of Chinese Financial Markets

S Corbet, YG Hou, Y Hu, L Oxley, The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets, Research in International Business and Finance 59, January 2022, 101510
Number of pages: 31 Posted: 16 Feb 2022
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 58 (980,173)

Abstract:

Loading...

COVID-19; Hedge Ratios; China; Financial Markets; Diversification

28.

Financial Contagion among COVID-19 Concept-Related Stocks in China

Number of pages: 25 Posted: 16 Feb 2022
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 58 (980,173)

Abstract:

Loading...

COVID-19; Chinese Stock Market; Coronavirus; Pandemic; Contagion; Coskewness

29.

Does Blockchain Patent Development Influence Bitcoin Risk?

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 31 Posted: 13 Jan 2024
Yang Hu, Greg Hou, Les Oxley and Shaen Corbet
School of Accounting, Finance and Economics, University of Waikato, University of Waikato - Management School, University of Waikato - Department of Economics and Finance and Dublin City University
Downloads 45 (1,121,190)
Citation 1

Abstract:

Loading...

Bitcoin; Cryptocurrency; Blockchain; Volatility; Spillovers; Contagion; Patents; Intellectual Property

30.

Exploring the Dynamic Behaviour of Commodity Market Tail Risk Connectedness During the Negative Wti Pricing Event

Number of pages: 34 Posted: 18 Feb 2023
School of Accounting, Finance and Economics, University of Waikato, Zhengzhou University, Dublin City University, University of Waikato - Management School and University of Waikato - Department of Economics and Finance
Downloads 44 (1,133,231)

Abstract:

Loading...

TVP-VAR, Dynamic Connectedness, Oil Markets, EGARCH, Negative Valuation.

31.

Did Covid-19 Tourism Sector Supports Alleviate Investor Fear?

Annals of Tourism Research, Forthcoming
Number of pages: 35 Posted: 16 Jan 2024
Shaen Corbet, Greg Hou, Yang Hu and Les Oxley
Dublin City University, University of Waikato - Management School, School of Accounting, Finance and Economics, University of Waikato and University of Waikato - Department of Economics and Finance
Downloads 39 (1,209,354)
Citation 10

Abstract:

Loading...

Aviation; Tourism; COVID-19; Abnormal Returns; GARCH; Government Assistance