Stanley Iat-Meng KO

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The below information is as of September 30, 2024. It may differ from the current information.

Stanley Iat-Meng KO

Stanley Iat-Meng KO

Consulting Fellow (until September 30, 2024)

Associate Professor, Graduate School of Economics and Management, Tohoku University

Expertise

Applied Econometrics, Social Network Model and Analysis, Financial Econometrics

Education

2008 – 2013 The Chinese University of Hong Kong, Ph.D. in Economics
2006 – 2008 The Chinese University of Hong Kong, M.Phil. in Economics
2002 – 2006 Tsinghua University, Bachelor in Finance

Experience

2021 – Tohoku University, Associate Professor
2014 – 2021 University of Macau Economics, Assistant Professor

Selected Publications and Papers

  • [1] Indian Buffet Process Factor Model for Counterfactual Analysis, 2023, Econometric Reviews, forthcoming.
  • [2] Social Network Matters: Capital Structure Risk Control on REITs (with Rose Neng Lai and Zhenjiang Qin), 2023, Journal of Real Estate Finance and Economics, 66 (3).
  • [3] Financial Relief Policy and Social Distancing During the COVID-19 Pandemic (with Cody Yu-Ling Hsiao and Nan Zhou), 2022, PLOS Global Public Health, 2 (6).
  • [4] A Two-Step Quantile Regression Method for Discretionary Accounting (with Andreas Karathanasopoulos, Chia Chun Lo and May Huaxi Zhang), 2022, Review of Quantitative Finance and Accounting, 59, 1-22.
  • [5] On Time and Frequency-varying Okun’s Coefficient: A New Approach Based on Ensemble Empirical Mode Decomposition (with Myeong Jun Kim and Sung Y. Park), 2021, Empirical Economics, 61 (3), 1151-1188.
  • [6] Lucky Lots and Unlucky Investors (with Tao Chen, Andreas Karathanasopoulos, and Chia Chun Lo), 2020, Review of Quantitative Finance and Accounting, 54 (2), 735-751.
  • [7] Spatial Modeling Approach for Dynamic Network Formation and Interactions (with Xiaoyi Han and Chih-Sheng Hsieh), 2019, Journal of Business & Economic Statistics, 39 (1), 120-135.
  • [8] Dirichlet Process Hidden Markov Multiple Change-point Model (with Terence T. L. Chong and Pulak Ghosh), 2015, Bayesian Analysis, 10 (2), 275-296.
  • [9] Multivariate Density Forecast Evaluation: A Modified Approach (with Sung Y. Park), 2013, International Journal of Forecasting, 29 (3), 431-441.