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Doctor of Philosophy(香港中文大学)
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Master of Philosophy(香港中文大学)
研究者詳細
経歴 3
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2021年 ~ 継続中東北大学
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2014年 ~ 2021年University of Macau Department of Finance and Business Economics Assistant Professor
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2013年 ~ 2014年The Chinese University of Hong Kong Shanghai-Hong Kong Development Institute Post Doctoral Fellow
学歴 3
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The Chinese University of Hong Kong Ph.D. in Economics
2008年 ~ 2013年
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The Chinese University of Hong Kong M.Phil. in Economics
2006年 ~ 2008年
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Tsinghua University Bachelor in Finance
2002年 ~ 2006年
研究キーワード 3
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Empirical Social Network Model and Analysis
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Financial Econometrics
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Applied Econometrics
論文 13
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Can Storage Momentum and Its Difference of a Nonferrous Metal Predict Price Return? 査読有り
Stanley lat‐Meng Ko, Chia Chun Lo, Liang Peng
Journal of Futures Markets 2025年4月14日
出版者・発行元: WileyDOI: 10.1002/fut.22587
ISSN:0270-7314
eISSN:1096-9934
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Indian Buffet Process Factor Model for Counterfactual Analysis 査読有り
Stanley Iat-Meng Ko
Econometric Reviews 1-22 2024年9月17日
出版者・発行元: Informa UK LimitedDOI: 10.1080/07474938.2024.2393547
ISSN:0747-4938
eISSN:1532-4168
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Non-representative Sampled Networks: Estimation of Network Structural Properties by Weighting 査読有り
Chih-Sheng Hsieh, Yu-Chin Hsu, Stanley I.M. Ko, Jaromír Kovářík, Trevon D. Logan
Journal of Econometrics 240 (1) 2024年3月
出版者・発行元: Elsevier BVDOI: 10.1016/j.jeconom.2024.105689
ISSN:0304-4076
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A Contagion Test with Unspecified Heteroscedastic Errors 査読有り
Ernest Aboagye, Stanley Iat-Meng Ko, Chia Chun Lo, Cody Yu-Ling Hsiao, Liang Peng
Journal of Economic Dynamics and Control 159 2024年2月
出版者・発行元: Elsevier BVDOI: 10.1016/j.jedc.2023.104804
ISSN:0165-1889
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Social Network Matters: Capital Structure Risk Control on REITs 査読有り
Stanley Iat-Meng Ko, Rose Neng Lai, Zhenjiang Qin
Journal of Real Estate Finance and Economics 66 (3) 709-742 2023年4月
DOI: 10.1007/s11146-021-09833-5
ISSN:0895-5638
eISSN:1573-045X
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A Two-step Quantile Regression Method for Discretionary Accounting 査読有り
May Huaxi Zhang, Stanley Iat-Meng Ko, Andreas Karathanasopoulos, Chia Chun Lo
Review of Quantitative Finance and Accounting 59 (1) 1-22 2022年7月
出版者・発行元: Springer Science and Business Media {LLC}DOI: 10.1007/s11156-022-01048-w
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Financial Relief Policy and Social Distancing During the COVID-19 Pandemic 査読有り
Cody Yu-Ling Hsiao, Stanley Iat-Meng Ko, Nan Zhou
PLOS Global Public Health 2022年6月30日
DOI: 10.1371/journal.pgph.0000663
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On Time and Frequency-varying Okun’s Coefficient: a New Approach Based on Ensemble Empirical Mode Decomposition 査読有り
Myeong Jun Kim, Stanley Iat-Meng Ko, Sung Y. Park
Empirical Economics 61 (3) 1151-1188 2021年9月
DOI: 10.1007/s00181-020-01904-5
ISSN:0377-7332
eISSN:1435-8921
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Are better-connected CEOs more socially responsible? Evidence from the U.S. restaurant industry 査読有り
Jean J. Chen, Stanley I.M. Ko, Leona S.Z. Li, Fiona X. Yang
Tourism Management 85 104304-104304 2021年8月
出版者・発行元: Elsevier BVDOI: 10.1016/j.tourman.2021.104304
ISSN:0261-5177
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Spatial Modeling Approach for Dynamic Network Formation and Interactions 査読有り
Xiaoyi Han, Chih Sheng Hsieh, Stanley Iat-Meng Ko
Journal of Business and Economic Statistics 39 (1) 120-135 2021年
DOI: 10.1080/07350015.2019.1639395
ISSN:0735-0015
eISSN:1537-2707
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Lucky Lots and Unlucky Investors 査読有り
Tao Chen, Andreas Karathanasopoulos, Stanley Iat-Meng Ko, Chia Chun Lo
Review of Quantitative Finance and Accounting 54 (2) 735-751 2020年2月
DOI: 10.1007/s11156-019-00805-8
ISSN:0924-865X
eISSN:1573-7179
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Dirichlet Process Hidden Markov Multiple Change-point Model 査読有り
Stanley Iat-Meng Ko, Terence T.L. Chong, Pulak Ghosh
Bayesian Analysis 10 (2) 275-296 2015年
DOI: 10.1214/14-BA910
ISSN:1936-0975
eISSN:1931-6690
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Multivariate Density Forecast Evaluation: A Modified Approach 査読有り
Stanley Iat-Meng Ko, Sung Y. Park
International Journal of Forecasting 29 (3) 431-441 2013年7月
DOI: 10.1016/j.ijforecast.2012.11.006
ISSN:0169-2070
講演・口頭発表等 8
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Asset Pricing and Stock Return Dependencies: The Role of Internet Co-search Interactions
Macroeconometric Modelling Workshop, MMW2024 (Academia Sinica, Taiwan) 2024年12月11日
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Asset Pricing and Stock Return Dependencies: The Role of Internet Co-search Interactions 招待有り
The 7th International Conference on Econometrics and Statistics (EcoSta 2024) 2024年7月17日
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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年11月27日
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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年9月3日
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Asset Pricing with Co-search Interaction
The 6th International Conference on Econometrics and Statistics (EcoSta 2023) 2023年8月1日
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Forecasting Stock Returns with Conditional Quantile-Level Dependence
3rd Tohoku-ISM-UUlm Joint Workshop 2022年10月14日
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Indian Buffet Process Factor Model for Counterfactual Analysis
The 5th International Conference on Econometrics and Statistics (EcoSta 2022) 2022年6月4日
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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年1月9日
共同研究・競争的資金等の研究課題 1
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Asset Pricing by Spatial Interaction Identified with Internet Co-search Relation
提供機関:Japan Society for the Promotion of Science
制度名:Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (C)
研究種目:Grant-in-Aid for Scientific Research (C)
研究機関:Tohoku University
2022年4月 ~ 2026年3月
担当経験のある科目(授業) 4
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上級計量経済学特論 ⅠⅠ 東北大学
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上級計量経済学特論 Ⅰ 東北大学
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中級計量経済学特論 ⅠⅠ 東北大学
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中級計量経済学特論 Ⅰ 東北大学