Details about Jian Zhou

Access statistics for papers by Jian Zhou.

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

Short-id: pzh646

Journal Articles

2016

1. A high-frequency analysis of the interactions between REIT return and volatility
   Economic Modelling, 2016, 56, (C), 102-108 View citations (5)
2. Hedging performance of REIT index futures: A comparison of alternative hedge ratio estimation methods
   Economic Modelling, 2016, 52, (PB), 690-698 View citations (13)

2015

3. Economic value of modeling covariance asymmetry for mixed-asset portfolio diversifications
   Economic Modelling, 2015, 45, (C), 14-21 View citations (10)

2014

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

2013

5. Adaptive market hypothesis: evidence from the REIT market
   Applied Financial Economics, 2013, 23, (21), 1649-1662 View citations (17)
6. 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 View citations (37)
7. Conditional market beta for REITs: A comparison of modeling techniques
   Economic Modelling, 2013, 30, (C), 196-204 View citations (13)
8. Extreme risk spillover among international REIT markets
   Applied Financial Economics, 2013, 23, (2), 91-103 View citations (5)

2012

9. Extreme Risk Measures for International REIT Markets
   The Journal of Real Estate Finance and Economics, 2012, 45, (1), 152-170 View citations (28)
10. Extreme risk measures for REITs: a comparison among alternative methods
    Applied Financial Economics, 2012, 22, (2), 113-126 View citations (6)
11. Multiscale Analysis of International Linkages of REIT Returns and Volatilities
    The Journal of Real Estate Finance and Economics, 2012, 45, (4), 1062-1087 View citations (23)
12. Tail Dependence in International Real Estate Securities Markets
    The Journal of Real Estate Finance and Economics, 2012, 45, (1), 128-151 View citations (24)

2011

13. A Comparison of Alternative Forecast Models of REIT Volatility
    The Journal of Real Estate Finance and Economics, 2011, 42, (3), 275-294 View citations (23)
14. Long memory in REIT volatility revisited: genuine or spurious, and self-similar?
    Journal of Property Research, 2011, 28, (3), 213-232 View citations (10)

2010

15. Comovement of international real estate securities returns: a wavelet analysis
    Journal of Property Research, 2010, 27, (4), 357-373 View citations (24)
16. Testing for Cointegration between House Prices and Economic Fundamentals
    Real Estate Economics, 2010, 38, (4), 599-632 View citations (27)

2008

17. Land Values and the 1957 Comprehensive Amendment to the Chicago Zoning Ordinance
    Urban Studies, 2008, 45, (8), 1647-1661 View citations (20)