Ai Jun Hou

769 total citations
27 papers, 487 citations indexed

About

Ai Jun Hou is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Ai Jun Hou has authored 27 papers receiving a total of 487 indexed citations (citations by other indexed papers that have themselves been cited), including 23 papers in Finance, 21 papers in Economics and Econometrics and 10 papers in General Economics, Econometrics and Finance. Recurrent topics in Ai Jun Hou's work include Market Dynamics and Volatility (17 papers), Financial Risk and Volatility Modeling (15 papers) and Financial Markets and Investment Strategies (9 papers). Ai Jun Hou is often cited by papers focused on Market Dynamics and Volatility (17 papers), Financial Risk and Volatility Modeling (15 papers) and Financial Markets and Investment Strategies (9 papers). Ai Jun Hou collaborates with scholars based in Sweden, Denmark and United Kingdom. Ai Jun Hou's co-authors include Hossein Asgharian, Farrukh Javed, Charlotte Christiansen, Yaz Gűlnur Muradoğlu, Asma Mobarek, Sandy Suardi, Cathy Yi‐Hsuan Chen, Ning Wang, Lars L. Nordén and Rangan Gupta and has published in prestigious journals such as Journal of Financial Economics, Journal of Banking & Finance and International Journal of Forecasting.

In The Last Decade

Ai Jun Hou

21 papers receiving 470 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Ai Jun Hou Sweden	8	437	321	185	38	37	27	487
Beljid Makram Tunisia	8	703 1.6×	307 1.0×	252 1.4×	34 0.9×	118 3.2×	10	738
Sofiane Aboura France	9	275 0.6×	165 0.5×	88 0.5×	30 0.8×	48 1.3×	38	321
Vincent Bodart Belgium	7	389 0.9×	209 0.7×	247 1.3×	15 0.4×	22 0.6×	14	452
Bernd Wilfling Germany	10	300 0.7×	242 0.8×	114 0.6×	34 0.9×	36 1.0×	29	363
Manuel M. F. Martins Portugal	11	317 0.7×	206 0.6×	254 1.4×	22 0.6×	27 0.7×	29	424
Dexiang Mei China	7	384 0.9×	116 0.4×	141 0.8×	36 0.9×	95 2.6×	14	418
Henri Nyberg Finland	10	335 0.8×	269 0.8×	222 1.2×	83 2.2×	19 0.5×	26	473
Lily Y. Liu United States	2	395 0.9×	370 1.2×	137 0.7×	62 1.6×	17 0.5×	2	470
A. Tolga Ergün United States	6	439 1.0×	424 1.3×	122 0.7×	54 1.4×	38 1.0×	12	566
Athanasios Fassas Greece	13	460 1.1×	348 1.1×	120 0.6×	33 0.9×	27 0.7×	46	556

Countries citing papers authored by Ai Jun Hou

Since Specialization

Citations

This map shows the geographic impact of Ai Jun Hou's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ai Jun Hou with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ai Jun Hou more than expected).

Fields of papers citing papers by Ai Jun Hou

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ai Jun Hou. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ai Jun Hou. The network helps show where Ai Jun Hou may publish in the future.

Co-authorship network of co-authors of Ai Jun Hou

This figure shows the co-authorship network connecting the top 25 collaborators of Ai Jun Hou. A scholar is included among the top collaborators of Ai Jun Hou based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Ai Jun Hou. Ai Jun Hou is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Hou, Ai Jun, et al.. (2025). The trade imbalance network and currency returns. Journal of Financial Economics. 172. 104112–104112.

Hou, Ai Jun, et al.. (2024). From employee to entrepreneur: The role of unemployment risk. Journal of Financial Economics. 163. 103966–103966.

Hou, Ai Jun, Lars L. Nordén, & Caihong Xu. (2024). Futures trading costs and market microstructure invariance: Identifying bet activity. Journal of Futures Markets. 44(6). 901–922.

Hasselgren, Anton, et al.. (2024). Do oil price forecast disagreement of survey of professional forecasters predict crude oil return volatility?. International Journal of Forecasting. 41(1). 141–152.

Hou, Ai Jun, et al.. (2023). The Trade Imbalance Network and Currency Returns. SSRN Electronic Journal. 1 indexed citations

Hou, Ai Jun, et al.. (2022). Futures Trading Costs and Market Microstructure Invariance: Identifying Bet Activity. SSRN Electronic Journal.

Asgharian, Hossein, et al.. (2021). Long- and short-run components of factor betas: Implications for stock pricing. Journal of International Financial Markets Institutions and Money. 74. 101412–101412. 1 indexed citations

Hou, Ai Jun, et al.. (2019). Hedge and safe haven investing with investment styles. Journal of Asset Management. 20(5). 351–364. 5 indexed citations

Chen, Cathy Yi‐Hsuan, et al.. (2018). Pricing Cryptocurrency Options: The Case of CRIX and Bitcoin. SSRN Electronic Journal. 18 indexed citations

10.

Hou, Ai Jun & Lars L. Nordén. (2017). VIX futures calendar spreads. Journal of Futures Markets. 38(7). 822–838. 3 indexed citations

11.

Asgharian, Hossein, Charlotte Christiansen, Ai Jun Hou, & Ning Wang. (2017). Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing. SSRN Electronic Journal. 1 indexed citations

12.

Mobarek, Asma, Yaz Gűlnur Muradoğlu, Sabur Mollah, & Ai Jun Hou. (2016). Determinants of Time Varying Co-Movements Among International Stock Markets During Crisis and Non-Crisis Periods. SSRN Electronic Journal.

13.

Asgharian, Hossein, Charlotte Christiansen, Rangan Gupta, & Ai Jun Hou. (2016). Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation. SSRN Electronic Journal. 5 indexed citations

14.

Asgharian, Hossein, Charlotte Christiansen, & Ai Jun Hou. (2015). Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets. RePEc: Research Papers in Economics. 5 indexed citations

15.

Asgharian, Hossein, Charlotte Christiansen, & Ai Jun Hou. (2015). Effects of Macroeconomic Uncertainty on the Stock and Bond Markets. SSRN Electronic Journal. 2 indexed citations

16.

Asgharian, Hossein, Ai Jun Hou, & Farrukh Javed. (2013). The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach. Journal of Forecasting. 32(7). 600–612. 186 indexed citations

17.

Hou, Ai Jun. (2012). EMU equity markets' return variance and spillover effects from the short-term interest rate. Quantitative Finance. 13(3). 451–470. 2 indexed citations

18.

Hou, Ai Jun. (2012). Asymmetry effects of shocks in Chinese stock markets volatility: A generalized additive nonparametric approach. Journal of International Financial Markets Institutions and Money. 23. 12–32. 18 indexed citations

19.

Hou, Ai Jun & Sandy Suardi. (2010). A Nonparametric Model of Crude Oil Price Return Volatility. SSRN Electronic Journal. 3 indexed citations

20.

Hou, Ai Jun. (2007). Asymmetry Effects in Chinese Stock Markets Volatility: A Generalized Additive Nonparametric Approach. SSRN Electronic Journal. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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