Dr Jing-Ming Kuo, BBA (Statistics), MSc, PhD
(email at email@example.com)
Jing-Ming’s research interests lie in Behavioural Finance, Asset Pricing, Derivatives, Applied Financial Econometrics and Corporate Finance. His research looks into factors resulting in abnormal returns and special phenomena in stock markets. Additional areas of research include the pricing kernels for stocks and options, the application of Bayesian inference and Monte Carlo simulation, and issues in corporate governance and corporate finance.
His research is presented regularly at international conferences, such as those held by the Financial Management Association, the European Financial Management Association and the Society for Computational Economics. He joined Durham University Business School in December 2008. Before pursuing his MSc and PhD, he gained many years' work experience in a marketing research centre and in commercial banking. The subject areas in which he teaches are: Derivatives, Risk Management, Financial Management, Financial Econometrics and Behavioural Finance, at undergraduate and postgraduate level.
Membership of Learned Societies
Financial Management Association
European Finance Association
European Financial Management Association
- Behavioural Finance
- Asset Pricing
- Applied Financial Econometrics
- Corporate Finance
Journal papers: academic
- Liu, X., Kuo, J-M. & Coakley, J. (2013). A pricing kernel approach to valuing options on interest rate futures. European Journal of Finance Forthcoming.
- Ding, R., Hou, W., Kuo, J-M. & Lee, E. (2013). Fund Ownership and Stock Price Informativeness of Chinese Listed Firms. Journal of Multinational Financial Management 23(3): 166-185.
- Kuo, J-M., Philip, D. & Zhang, Q. (2013). What drives the disappearing dividends phenomenon?. Journal of Banking and Finance Forthcoming.
- Hou, W., Kuo, J-M. & Lee, E. (2012). The Impact of State Ownership on Share Price Informativeness: The Case of the Split Share Structure Reform in China. British Accounting Review 44(4): 248-261.
- Coakley, J., Kuo, J-M. & Wood, A. (2012). The School’s Out Effect: A New Seasonal Anomaly!. British Accounting Review 44(3): 133-143.
- Kuo, J-M., Coakley, J. & Wood, A. (2010). The Lunar moon festival and the dark side of the moon. Applied Financial Economics 20(20): 1565-1575.
Durham Research Online
Use DRO to find books, journal articles and conference papers written by our researchers.