个人简介
Academic Qualifications
Ph.D in Economics, National University of Singapore, Singapore, 2008
Master in Management, Xi’an Jiaotong University, China, 2002
Bachelor in Engineering, Harbin Institute of Technology, China, 1998
Related Working Experiences
07/2007-01/2008, Research Fellow, Risk Management Institute (NUS & UC-Berkeley), Singapore.
Teaching
Undergraduate Courses
Principles of Microeconomics (BECO100)
Principles of Macroeconomics (BECO1001)
Intermediate Economics (BECO201)
Intermediate Macroeconomics (BECO3009)
Honours Project (HONR400)
Postgraduate Courses
Principles of Economics (BECO7003)
Thesis (Master in Finance) (FINC799)
Academic Thesis (GMBA798/508 )
Thesis (Doctoral Thesis) (FINC8999 )
研究领域
Financial Economics
Corporate Finance
Applied Econometrics
近期论文
查看导师新发文章
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Ephraim Clark and Zhuo Qiao, The value premium puzzle, behavior versus risk: New evidence from China, Quarterly Review of Economics and Finance. (forthcoming) (ABS2)
Zhuo Qiao and Hao Chen, Club convergence analysis of regional ecological efficiency in China, Pacific Economic Review. (forthcoming) (ABS2)
Zhuo Qiao and Zhaohua Li (2019), Do foreign institutional investors enhance firm innovation in China? Applied Economics Letters, Vol. 26(13), 1125-1128.(ABS1)
Zhuo Qiao and Kuntara Pukthuanthong (2019), Has the difference in stock liquidity and stock returns between Chinese state owned and privately owned enterprises become smaller? Finance Research Letters, Vol. 28, 39-44. (ABS2)
Minghua Liu, Dimitris Margaritis and Zhuo Qiao(2016), The global financial crisis and retail interest rate pass-through in Australia. Review of Pacific Basin Financial Markets and Policies, Vol. 19 (4), 1-32.
Ephraim Clark, Zhuo Qiao and Wing-Keung Wong (2016), Theories of risk: testing investor’s behavior on the Taiwan stock and stock index futures markets. Economic Inquiry, Vol. 54, 907-924. (ABS3)
Keith Lam and Zhuo Qiao (2015), Herding and fundamental factors: Hong Kong experience, Pacific-Basin Finance Journal, Vol. 32, 160–188. (ABS2)
Zhuo Qiao and Wing-Keung Wong (2015), Which is a better investment choice in the Hong Kong residential property market: a big or small property? Applied Economics, Vol.47, 1670–1685. (ABS2)
Zhuo Qiao and Patrick, Kuok Kun Chu (2014), Does fine wine price contain useful information to forecast GDP? Evidence from major developed countries, Economic Modelling, Vol. 38, 75–79. (ABS2)
Zhuo Qiao, Ephraim Clark and Wing-Keung Wong (2014), Investors’ preference towards risk: Evidence from the Taiwan stock and stock index futures markets, Accounting and Finance, Vol. 54, 251–274. (ABS2)
Zhuo Qiao, Wing-Keung Wong and Joseph K W. Fung (2013), Stochastic dominance relationships between stock and stock index futures markets: International evidence, Economic Modelling, Vol. 33, 552-559. (ABS2)
Chia-ying Chan, Christian de Peretti, Zhuo Qiao and Wing-Keung Wong (2012), Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach, Journal of Empirical Finance, Vol. 19(1), 162-174. (ABS3)
Zhuo Qiao, Yuming Li and Wing-Keung Wong (2011), Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach, Applied Financial Economics, Vol. 21(24), 1831-1841. (ABS2)
Zhuo Qiao, Weiwei Qiao and Wing-Keung Wong (2011), Examining the Day-of-the-Week effects in Chinese stock markets: New evidence from a stochastic dominance approach, Global Economic Review, Vol. 40(3), 251-267.
Zhuo Qiao and Keith Lam (2011), Granger causal relations among Greater China stock markets: a Nonlinear perspective, Applied Financial Economics, Vol. 21(19),1437-1450. (ABS2)
Zhuo Qiao, Weiwei Qiao and Wing-Keung Wong (2010), Examining stock volatility in the segmented Chinese stock markets: a SWARCH approach, Global Economic Review, Vol. 39, 225-246.
Thomas C. Chiang, Zhuo Qiao and Wing-Keung Wong (2010), New evidence on the relation between return volatility and trading volume, Journal of Forecasting, Vol. 29, 502-515.(ABS3)
Zhuo Qiao, Michael McAleer and Wing-Keung Wong (2009), Linear and nonlinear causality between changes in consumption and consumer attitudes, Economics Letters, Vol. 102, 161-164. (ABS3)
Zhuo Qiao, Russell Smyth and Wing-Keung Wong (2008), Volatility switching and regime interdependence between information technology stocks 1995-2005, Global Finance Journal, Vol. 19(2), 139-156. (ABS2)
Zhuo Qiao, Yuming Li and Wing-Keung Wong (2008), Policy change and lead-lag relations among China’s segmented stock markets, Journal of Multinational Financial Management, Vol. 18(3), 276-289. (ABS2)
Zhuo Qiao, Thomas C. Chiang and Wing-Keung Wong (2008), Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and Hong Kong stock market, Journal of International FinancialMarkets, Institutions & Money, Vol. 18, 425-437. (ABS3)
Selected Books and Book Chapters
Thomas C. Chiang, Zhuo Qiao and Wing-Keung Wong, A Markov switching GARCH model of stock return volatility: Evidence from Chinese markets, Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, Greg N. Gregoriou and Razvan Pascalau (Eds.), 49-73, London: Palgrave MacMillan (2011).
Zhuo Qiao and Wing-Keung Wong, Revisiting volume vs. GARCH effects using univariate and bivariate GARCH models: Evidence from U.S. stock markets, Handbook of Quantitative Finance and Risk Management, Cheng-Few Lee and John Lee (Eds.), 1173-1181, Springer (2010).
Zhuo Qiao, Venus Khim-Sen Liew and Wing-Keung Wong, Examining the impact of the US IT stock market on other IT stock markets, Handbook of Quantitative Finance and Risk Management, Cheng-Few Lee and John Lee (Eds.), 1283-1291, Springer (2010).