Details about Gang-Zhi Fan

Access statistics for papers by Gang-Zhi Fan.

Last updated 2026-08-12. Update your information in the RePEc Author Service.

Short-id: pfa415

Journal Articles

2022

1. Empirical evidence of risk contagion across regional housing markets in China
   Economic Modelling, 2022, 115, (C) View citations (2)
2. Housing property rights, collateral, and entrepreneurship: Evidence from China
   Journal of Banking & Finance, 2022, 143, (C) View citations (11)

2021

3. ‘Growing out of the growing pain’: Financial literacy and life insurance demand in China
   Pacific-Basin Finance Journal, 2021, 66, (C) View citations (8)

2019

4. Corporate fraud, risk avoidance, and housing investment in China
   Emerging Markets Review, 2019, 39, (C), 18-33 View citations (10)
5. Herding Behavior among Residential Developers
   The Journal of Real Estate Finance and Economics, 2019, 59, (2), 272-294 View citations (5)
6. Nonparametric Time-Varying Coefficient Models for Panel Data
   Statistics in Biosciences, 2019, 11, (3), 548-566
7. Regional spillover and rising connectedness in China’s urban housing prices
   Regional Studies, 2019, 53, (6), 861-873 View citations (20)

2018

8. Home-Purchase Limits and Housing Prices: Evidence from China
   The Journal of Real Estate Finance and Economics, 2018, 56, (3), 386-409 View citations (21)
9. House Price and co-Residence with Older Parents: Evidence from China
   The Journal of Real Estate Finance and Economics, 2018, 57, (3), 502-533 View citations (2)
10. Optimal portfolio choices and the determination of housing rents under housing market uncertainty
    Journal of Housing Economics, 2018, 41, (C), 200-217 View citations (1)

2016

11. Social Capital and Housing Affordability: Evidence from China
    Emerging Markets Finance and Trade, 2016, 52, (8), 1728-1743 View citations (5)
12. The Helping Hand of the State in Chinese Real Estate Firms: Anti-corruption and Liberalization
    International Real Estate Review, 2016, 19, (1), 51-97
13. The Pricing of Mortgage Insurance Premiums Under Systematic and Idiosyncratic Shocks
    Journal of Risk & Insurance, 2016, 83, (2), 447-474 View citations (3)

2014

14. Breakeven Determination of Loan Limits for Reverse Mortgages under Information Asymmetry
    The Journal of Real Estate Finance and Economics, 2014, 48, (3), 492-521 View citations (8)

2013

15. The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence
    The Journal of Real Estate Finance and Economics, 2013, 46, (4), 568-595 View citations (9)

2012

16. Default Clustering Risks in Commercial Mortgage-Backed Securities
    The Journal of Real Estate Finance and Economics, 2012, 45, (1), 110-127 View citations (3)
17. Heterogeneous Agents and the Indifference Pricing of Property Index Linked Swaps
    The Journal of Real Estate Finance and Economics, 2012, 44, (4), 543-569 View citations (2)
18. Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions
    The Journal of Real Estate Finance and Economics, 2012, 45, (1), 3-29 View citations (5)

2009

19. Extreme Events and the Copula Pricing of Commercial Mortgage-Backed Securities
    The Journal of Real Estate Finance and Economics, 2009, 38, (3), 327-349 View citations (2)

2006

20. Determinants of House Price: A Decision Tree Approach
    Urban Studies, 2006, 43, (12), 2301-2315 View citations (32)
21. Moral Hazard, Effort Sensitivity and Compensation in Asset-Backed Securitization
    The Journal of Real Estate Finance and Economics, 2006, 32, (3), 229-251 View citations (2)

2005

22. PRICING CREDIT RISK OF ASSET-BACKED SECURITIZATION BONDS IN SINGAPORE
    International Journal of Theoretical and Applied Finance (IJTAF), 2005, 08, (03), 321-338 View citations (1)

2004

23. Analysis of Credit Risks in Asset-Backed Securitization Transactions in Singapore
    The Journal of Real Estate Finance and Economics, 2004, 28, (2_3), 235-253

Chapters

2026

1. Financial Literacy, Housing Investment, and Household Entrepreneurship: Evidence from China
   Springer