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Details about Jian Zhou

E-mail:
Homepage:https://www.uoguelph.ca/mcs/users/jian-zhou
Workplace:Department of Marketing and Consumer Studies, Gordon Lang School of Business and Economics, University of Guelph, (more information at EDIRC)

Access statistics for papers by Jian Zhou.

Last updated 2016-09-09. Update your information in the RePEc Author Service.

Short-id: pzh646


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Journal Articles

2016

  1. A high-frequency analysis of the interactions between REIT return and volatility
    Economic Modelling, 2016, 56, (C), 102-108 Downloads View citations (1)
  2. Hedging performance of REIT index futures: A comparison of alternative hedge ratio estimation methods
    Economic Modelling, 2016, 52, (PB), 690-698 Downloads View citations (3)

2015

  1. Economic value of modeling covariance asymmetry for mixed-asset portfolio diversifications
    Economic Modelling, 2015, 45, (C), 14-21 Downloads View citations (8)

2014

  1. Modeling conditional covariance for mixed-asset portfolios
    Economic Modelling, 2014, 40, (C), 242-249 Downloads

2013

  1. Adaptive market hypothesis: evidence from the REIT market
    Applied Financial Economics, 2013, 23, (21), 1649-1662 Downloads View citations (9)
  2. An Empirical Investigation of Herding Behavior in the U.S. REIT Market
    The Journal of Real Estate Finance and Economics, 2013, 47, (1), 83-108 Downloads View citations (19)
  3. Conditional market beta for REITs: A comparison of modeling techniques
    Economic Modelling, 2013, 30, (C), 196-204 Downloads View citations (4)
  4. Extreme risk spillover among international REIT markets
    Applied Financial Economics, 2013, 23, (2), 91-103 Downloads View citations (1)

2012

  1. Extreme Risk Measures for International REIT Markets
    The Journal of Real Estate Finance and Economics, 2012, 45, (1), 152-170 Downloads View citations (20)
  2. Extreme risk measures for REITs: a comparison among alternative methods
    Applied Financial Economics, 2012, 22, (2), 113-126 Downloads View citations (4)
  3. Multiscale Analysis of International Linkages of REIT Returns and Volatilities
    The Journal of Real Estate Finance and Economics, 2012, 45, (4), 1062-1087 Downloads View citations (15)
  4. Tail Dependence in International Real Estate Securities Markets
    The Journal of Real Estate Finance and Economics, 2012, 45, (1), 128-151 Downloads View citations (18)

2011

  1. A Comparison of Alternative Forecast Models of REIT Volatility
    The Journal of Real Estate Finance and Economics, 2011, 42, (3), 275-294 Downloads View citations (12)
  2. Long memory in REIT volatility revisited: genuine or spurious, and self-similar?
    Journal of Property Research, 2011, 28, (3), 213-232 Downloads View citations (2)

2010

  1. Comovement of international real estate securities returns: a wavelet analysis
    Journal of Property Research, 2010, 27, (4), 357-373 Downloads View citations (22)
  2. Testing for Cointegration between House Prices and Economic Fundamentals
    Real Estate Economics, 2010, 38, (4), 599-632 Downloads View citations (17)

2008

  1. Land Values and the 1957 Comprehensive Amendment to the Chicago Zoning Ordinance
    Urban Studies, 2008, 45, (8), 1647-1661 Downloads View citations (3)
 
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