H. Arthur Luo
Credit Risk Analysis Division
H. Arthur Luo is a financial economist in the Credit Risk Analysis Division within the Economics department of the Office of the Comptroller of the Currency (OCC).
Arthur’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 is in the final stage of completing his PhD in Finance from McMaster University.
- Luo, H. Arthur and Ronald J. Balvers, "Social Screens and Systematic Investor Boycott risk." Journal of Financial and Quantitative Analysis, forthcoming.
- Luo, H. Arthur, Jen-Chi Cheng and Chu-Ping C. Vijverberg (2015), "Monetary Shocks, Equity Returns and Volatility – A Firm-Level Panel Data Analysis." Applied Economics, 48(4), 261-275.
- Characteristic-Mimicking Portfolios (with Ronald Balvers)
- Smart Money, Institutional Investor Liquidity, and Return Predictions