Details of the Researcher

PHOTO

Ko Iat Meng
Section
Graduate School of Economics and Management
Job title
Associate Professor
Degree

  • Doctor of Philosophy（香港中文大学）

  • Master of Philosophy（香港中文大学）

e-Rad No.
30939608

Research History 3

  • 2021 - Present
    Tohoku University　Graduate School of Economics and Management　Associate Professor

  • 2014 - 2021
    University of Macau　Department of Finance and Business Economics　Assistant Professor

  • 2013 - 2014
    The Chinese University of Hong Kong　Shanghai-Hong Kong Development Institute　Post Doctoral Fellow

Education 3

  • The Chinese University of Hong Kong　Ph.D. in Economics

    2008 - 2013

  • The Chinese University of Hong Kong　M.Phil. in Economics

    2006 - 2008

  • Tsinghua University　Bachelor in Finance

    2002 - 2006

Research Interests 3

  • Empirical Social Network Model and Analysis

  • Financial Econometrics

  • Applied Econometrics

Papers 13

  1. Can Storage Momentum and Its Difference of a Nonferrous Metal Predict Price Return? Peer-reviewed

    Stanley lat‐Meng Ko, Chia Chun Lo, Liang Peng

    Journal of Futures Markets　2025/04/14

    Publisher: Wiley

    DOI： 10.1002/fut.22587 　

    ISSN： 0270-7314

    eISSN： 1096-9934

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    ABSTRACT This study contributes to nonferrous metal market predictability by introducing dynamic measures, namely storage momentum and momentum difference, as innovative predictors for future contract returns. Our exploration reveals distinct predictability patterns, with compelling evidence in copper, zinc, and nickel, while aluminum displays comparatively lower predictability. Our proposed tailored predictability test accommodates correlated, heteroscedastic, and heavy‐tailed residuals, addressing the limitations of conventional tests. Out‐of‐sample forecasts affirm the sustained predictive performance of storage momentum and momentum difference for copper and nickel, establishing our work as a pioneering contribution to the nuanced landscape of nonferrous metal market predictability.

  2. Indian Buffet Process Factor Model for Counterfactual Analysis Peer-reviewed

    Stanley Iat-Meng Ko

    Econometric Reviews　1-22　2024/09/17

    Publisher: Informa UK Limited

    DOI： 10.1080/07474938.2024.2393547 　

    ISSN： 0747-4938

    eISSN： 1532-4168

  3. Non-representative Sampled Networks: Estimation of Network Structural Properties by Weighting Peer-reviewed

    Chih-Sheng Hsieh, Yu-Chin Hsu, Stanley I.M. Ko, Jaromír Kovářík, Trevon D. Logan

    Journal of Econometrics　240　(1)　2024/03

    Publisher: Elsevier BV

    DOI： 10.1016/j.jeconom.2024.105689 　

    ISSN： 0304-4076

  4. A Contagion Test with Unspecified Heteroscedastic Errors Peer-reviewed

    Ernest Aboagye, Stanley Iat-Meng Ko, Chia Chun Lo, Cody Yu-Ling Hsiao, Liang Peng

    Journal of Economic Dynamics and Control　159　2024/02

    Publisher: Elsevier BV

    DOI： 10.1016/j.jedc.2023.104804 　

    ISSN： 0165-1889

  5. Social Network Matters: Capital Structure Risk Control on REITs Peer-reviewed

    Stanley Iat-Meng Ko, Rose Neng Lai, Zhenjiang Qin

    Journal of Real Estate Finance and Economics　66　(3)　709-742　2023/04

    DOI： 10.1007/s11146-021-09833-5 　

    ISSN： 0895-5638

    eISSN： 1573-045X

  6. A Two-step Quantile Regression Method for Discretionary Accounting Peer-reviewed

    May Huaxi Zhang, Stanley Iat-Meng Ko, Andreas Karathanasopoulos, Chia Chun Lo

    Review of Quantitative Finance and Accounting　59　(1)　1-22　2022/07

    Publisher: Springer Science and Business Media {LLC}

    DOI： 10.1007/s11156-022-01048-w 　

  7. Financial Relief Policy and Social Distancing During the COVID-19 Pandemic Peer-reviewed

    Cody Yu-Ling Hsiao, Stanley Iat-Meng Ko, Nan Zhou

    PLOS Global Public Health　2022/06/30

    DOI： 10.1371/journal.pgph.0000663 　

  8. On Time and Frequency-varying Okun’s Coefficient: a New Approach Based on Ensemble Empirical Mode Decomposition Peer-reviewed

    Myeong Jun Kim, Stanley Iat-Meng Ko, Sung Y. Park

    Empirical Economics　61　(3)　1151-1188　2021/09

    DOI： 10.1007/s00181-020-01904-5 　

    ISSN： 0377-7332

    eISSN： 1435-8921

  9. Are better-connected CEOs more socially responsible? Evidence from the U.S. restaurant industry Peer-reviewed

    Jean J. Chen, Stanley I.M. Ko, Leona S.Z. Li, Fiona X. Yang

    Tourism Management　85　104304-104304　2021/08

    Publisher: Elsevier BV

    DOI： 10.1016/j.tourman.2021.104304 　

    ISSN： 0261-5177

  10. Spatial Modeling Approach for Dynamic Network Formation and Interactions Peer-reviewed

    Xiaoyi Han, Chih Sheng Hsieh, Stanley Iat-Meng Ko

    Journal of Business and Economic Statistics　39　(1)　120-135　2021

    DOI： 10.1080/07350015.2019.1639395 　

    ISSN： 0735-0015

    eISSN： 1537-2707

  11. Lucky Lots and Unlucky Investors Peer-reviewed

    Tao Chen, Andreas Karathanasopoulos, Stanley Iat-Meng Ko, Chia Chun Lo

    Review of Quantitative Finance and Accounting　54　(2)　735-751　2020/02

    DOI： 10.1007/s11156-019-00805-8 　

    ISSN： 0924-865X

    eISSN： 1573-7179

  12. Dirichlet Process Hidden Markov Multiple Change-point Model Peer-reviewed

    Stanley Iat-Meng Ko, Terence T.L. Chong, Pulak Ghosh

    Bayesian Analysis　10　(2)　275-296　2015

    DOI： 10.1214/14-BA910 　

    ISSN： 1936-0975

    eISSN： 1931-6690

  13. Multivariate Density Forecast Evaluation: A Modified Approach Peer-reviewed

    Stanley Iat-Meng Ko, Sung Y. Park

    International Journal of Forecasting　29　(3)　431-441　2013/07

    DOI： 10.1016/j.ijforecast.2012.11.006 　

    ISSN： 0169-2070

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Presentations 8

  1. Asset Pricing and Stock Return Dependencies: The Role of Internet Co-search Interactions

    Macroeconometric Modelling Workshop, MMW2024 (Academia Sinica, Taiwan)　2024/12/11

  2. Asset Pricing and Stock Return Dependencies: The Role of Internet Co-search Interactions Invited

    The 7th International Conference on Econometrics and Statistics (EcoSta 2024)　2024/07/17

  3. Unveiling the Dynamics of Climate Change Effects on US Corn Yields: A Novel Approach for Measuring Adaption

    Macroeconometric Modelling Workshop, MMW2023 (Academia Sinica, Taiwan)　2023/11/27

  4. Unveiling the Dynamics of Climate Change Effects on US Corn Yields: A Novel Approach for Measuring Adaption

    International Conference on Agricultural and Environmental Economics (National Taiwan University)　2023/09/03

  5. Asset Pricing with Co-search Interaction

    The 6th International Conference on Econometrics and Statistics (EcoSta 2023)　2023/08/01

  6. Forecasting Stock Returns with Conditional Quantile-Level Dependence

    3rd Tohoku-ISM-UUlm Joint Workshop　2022/10/14

  7. Indian Buffet Process Factor Model for Counterfactual Analysis

    The 5th International Conference on Econometrics and Statistics (EcoSta 2022)　2022/06/04

  8. Stock Market Contagion During the Covid-19 Pandemic: a Network Perspective

    2021 年度（第 29 回）関西計量経済学研究会プログラム　2022/01/09

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Research Projects 1

  1. Asset Pricing by Spatial Interaction Identified with Internet Co-search Relation

    Offer Organization: Japan Society for the Promotion of Science

    System: Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (C)

    Category: Grant-in-Aid for Scientific Research (C)

    Institution: Tohoku University

    2022/04 - 2026/03

Teaching Experience 4

  1. Advanced Econometrics II　Tohoku University

  2. Advanced Econometrics I　Tohoku University

  3. Econometrics II　Tohoku University

  4. Econometrics I　Tohoku University