Prof. Peter Miu
DeGroote School
of Business
McMaster
University, Canada
Professor of Finance
Email: miupete@mcmaster.ca
Qualifications
2003 Ph.D., Finance,
University of Toronto, Toronto, Canada
1995 M.B.A., Finance,
University of Toronto, Toronto, Canada
1987 B.Sc., Civil
Engineering, University of Hong Kong, Hong Kong
Publications (Selected)
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Li, L., & Miu, P. (2024). Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility. Journal of Commodity Markets, 36, 100425.
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Charupat, N., Ma, Z., & Miu, P. (2023). Understanding leveraged etfs’ compounding effect. Managerial Finance, 49(1), 163-186.
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Li, L., & Miu, P. (2023). Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. Journal of Empirical Finance, 70, 367-385.
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Miu, P., & Ozdemir, B. (2023). A coherent economic framework to model correlations between PD, LGD and EaD, and its applications in EaD modelling and IFRS-9. Journal of Risk Management in Financial Institutions, 16(1), 52-78.
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Li, L., & Miu, P. (2022). Behavioral heterogeneity in the stock market revisited: what factors drive investors as fundamentalists or chartists?. Journal of Behavioral Finance, 23(1), 73-91.
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Miu, P., & Yueh, M. L. (2021). A comment on “Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs”. Journal of Futures Markets, 41(12), 2079-2082.
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Chang, Y., Hsieh, Y. T., Liu, W., & Miu, P. (2020). Intra‐industry bankruptcy contagion: Evidence from the pricing of industry recovery rates. European Financial Management, 26(2), 503-534.
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Miu, P., & Ozdemir, B. (2017). Adapting the Basel II advanced internal-ratings-based models for International Financial Reporting Standard 9. Journal of Credit Risk, 13(2).
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Miu, P., & Ozdemir, B. (2016). Adapting Basel's A-IRB Models for IFRS 9 Purposes. Available at SSRN 2819101.
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Miu, P., & Cheung, C. S. (2015). Home ownership decision in personal finance: Some empirical evidence. Financial Services Review, 24(1), 51-76.
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Charupat, N., & Miu, P. (2014). A New Method to Measure the Performance of Leveraged Exchange‐Traded Funds. Financial Review, 49(4), 735-763.
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Charupat, N., & Miu, P. (2013). The pricing efficiency of leveraged exchange‐traded funds: evidence from the US markets. Journal of Financial Research, 36(2), 253-278.
Profile Details
https://degroote.mcmaster.ca/profiles/miupete/
https://scholar.google.com/citations?user=iog_0QQAAAAJ&hl=en&oi=ao
https://www.researchgate.net/profile/Peter-Miu-3