Dr. QIAO, Zhuo

Assistant Professor of Business Economics

 

Faculty of Business Administration
University of Macau
Avenida Padre Tomás Pereira, Taipa,
Macau, China.

Room: L216

Telephone: (853) 8397- 4166
Fax: (853) 28838320
E-mail: zhuoqiao@umac.mo

 

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

 

Teaching

 

Undergraduate Courses

·         Principles of Microeconomics (BECO100)

·         Principles of Macroeconomics (BECO101)

·         Intermediate Macroeconomics (BECO309)

 

Graduate Courses

·        Principles of Economics (MFIN600)

 

Publications

 

1.      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, p.502-515.

2.      Zhuo Qiao, Venus Khim-Sen Liew and Wing-Keung Wong (2010). Examining the impact of the US IT stock market on other IT stock markets, Handbook of Quantitative Finance and Risk Management (edited by Cheng-Few Lee), p.1283-1291, Springer.

3.      Zhuo Qiao and Wing-Keung Wong (2010). Revisiting volume vs. GARCH effects using univariate and bivariate GARCH models: evidence from U.S. stock markets, Handbook of Quantitative Finance and Risk Management (edited by Cheng-Few Lee), p.1173-1181, Springer.

4.      Zhuo Qiao, Michael McAleer and Wing-Keung Wong (2009). Linear and nonlinear causality between changes in consumption and consumer attitudes, Economics Letters, Vol.102, p.161-164.

5.      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, p.139-156.

6.      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, p.276-289.

7.      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 Financial Markets, Institutions & Money, Vol.18, p. 425-437.

 

Faculty of Business Administration

University of Macau