Photo Dr. QIAO, Zhuo Room: E22-4035
Assistant Professor in Business Economics Telephone: (853) 8822-4653

Faculty of Business Administration

Email: zhuoqiao

University of Macau, E22
Avenida da Universidade, Taipa, Macau, China

Personal Homepage:
http://www.umac.mo/fba/staff/qiaozhuo.html

Academic Qualifications

 
  1. Ph.D in Economics, National University of Singapore, Singapore, 2008
  2. Master in Management, Xi'an Jiaotong University, China, 2002
  3. Bachelor in Engineering, Harbin Institute of Technology, China, 1998
Related Working Experiences
  1. 07/2007-01/2008, Research Fellow, Risk Management Institute (NUS & UC-Berkeley), Singapore.

Teaching


Undergraduate Courses

  1. Principles of Microeconomics (BECO100)
  2. Principles of Macroeconomics (BECO101)
  3. Intermediate Economics (BECO201)
  4. Intermediate Macroeconomics (BECO309)

Graduate Courses

  1. Principles of Economics (MFIN600)

Research Interests
 
  1. Financial Economics
  2. Macroeconomics
  3. Applied Econometrics

Journal Papers
 
  1. Zhuo Qiao and Patrick, Kuok Kun Chu, Does fine wine price contain useful information to forecast GDP? Evidence from major developed countries, Economic Modelling, forthcoming.
  2. Zhuo Qiao, Ephraim Clark and Wing-Keung Wong, Investors’ preference towards risk: Evidence from the Taiwan stock and stock index futures markets, Accounting and Finance, forthcoming.
  3. Zhuo Qiao, Thomas C. Chiang and Lin Tan, Empirical investigation of the causal relationships among herding, stock market returns, and illiquidity: Evidence from major Asian markets, Review of Pacific Basin Financial Markets and Policies, forthcoming.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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, 425-437.
Books and Book Chapters
 
  1. 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).
  2. 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).
  3. 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).

Faculty of Business Administration
University of Macau