Ai Jun Hou 

Professor of Finance; 

Stockholm University

Tel: 0046(0)86747097


Click here for my unveristy website

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Finance seminar at SBS, SHoF, CeMoF

I am a professor of Finance at Stockholm Business School (SBS) Stockholm University.  I do research in Financial Volatility and Correlation modeling; Nonparametric Interest Rate Modeling;  Derivatives and Empirical Asset Pricing.  Recently, I have been also extended my research area to the financial networks and Financial markets microstructure. My articles have been published in international peer reviewed journals such as: Journal of Financial Econometrics; Journal of Financial Stability; Journal of Empirical Finance; Quantitative Finance; Journal of International Financial Markets, Institutions & Money; Energy Economics, amongst others.


The Effect of Uncertainty on Volatility and Correlation, is conditionally accepted at the Journal of Banking and Finance. SSRN version is here.

  • My new working paper, Inflation Risk Premium for Commodity and Stock Market Returns

 (with Emmanouil Platanakis, Xiaoxia Ye and Guofu Zhou) is available on SSRN.

  ** Semifinallist of the best paper award for investment in FMA annual meeting, 2022

  • My new working paper, Term Premia Co-movement and Global Trade Network (with Caihong Xu and Xiaoxia Ye) is available on SSRN.