Hao Arthur Luo
Senior Financial Economist
Commercial Credit Risk Analysis Division
Dr. Luo is a senior financial economist in the Commercial Credit Risk Analysis Division within Economics at the Office of the Comptroller of the Currency (OCC).
Dr. Luo’s research interests include empirical asset pricing, institutional investment, and risk management. Prior to joining the OCC in 2016, he taught finance courses at McMaster University. Before that, he worked as a research assistant at the Bureau of Business and Economic Research and department of finance at West Virginia University. He received BA and MA in economics from Utrecht University and Wichita State University. He completed a Ph.D. in finance from McMaster University in 2017.
- Working Papers
- Luo, H. Arthur, and Ronald J. Balvers. "Social Screens and Systematic Investor Boycott Risk." Journal of Financial and Quantitative Analysis 52, no. 1 (2017): 365-399.
- Luo, H. Arthur, Jen-Chi Cheng, and Chu-Ping C. Vijverberg. "Monetary Shocks, Equity Returns and Volatility: a Firm-Level Panel Data Analysis." Applied Economics 48, no. 4 (2016): 261-275.
- Balvers, Ronald J., and H. Arthur Luo. (2019) "Distinguishing Factors and Characteristics with Characteristic-Mimicking Portfolios."
- Balvers, Ronald J., and H. Arthur Luo (2018) "Characteristic-Mimicking Portfolios."