Jian Zhou : Citation Profile


Are you Jian Zhou?

University of Guelph

8

H index

7

i10 index

161

Citations

RESEARCH PRODUCTION:

17

Articles

RESEARCH ACTIVITY:

   6 years (2010 - 2016). See details.
   Cites by year: 26
   Journals where Jian Zhou has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 4 (2.42 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pzh646
   Updated: 2020-05-23    RAS profile: 2016-09-09    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jian Zhou.

Is cited by:

GUPTA, RANGAN (11)

Liow, Kim (8)

Hoesli, Martin (6)

Balcilar, Mehmet (6)

BABALOS, VASSILIOS (5)

Chang, Tsangyao (5)

LI, Qiang (4)

Miller, Stephen (4)

Akinsomi, Omokolade (4)

Barthélémy, Fabrice (4)

Wang, Gang-Jin (3)

Cites to:

Bollerslev, Tim (19)

Engle, Robert (13)

Andersen, Torben (10)

Stevenson, Simon (8)

Diebold, Francis (8)

Liow, Kim (7)

Jagannathan, Ravi (7)

White, Halbert (6)

Yang, Jian (6)

Narayan, Paresh (6)

Granger, Clive (6)

Main data


Where Jian Zhou has published?


Journals with more than one article published# docs
Economic Modelling5
The Journal of Real Estate Finance and Economics5
Applied Financial Economics3
Journal of Property Research2

Recent works citing Jian Zhou (2018 and 2017)


YearTitle of citing document
2018Low‐frequency volatility of real estate securities and macroeconomic risk. (2018). Lee, Chyi Lin ; Stevenson, Simon. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:311-342.

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2018The Consequences of REIT Index Membership for Return Patterns. (2018). wachter, susan ; Steiner, Eva ; Pavlov, Andrey. In: Real Estate Economics. RePEc:bla:reesec:v:46:y:2018:i:1:p:210-250.

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2017Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach. (2017). Balaa, Dahiru A ; Takimotob, Taro . In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:1:p:25-48.

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2017Herd Behavior and Rational Expectations: A Test of China’s Market Using Quantile Regression. (2017). Chen, Yi-Chang ; Huang, Jen-Jsung ; Wu, Hung-Che . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-85.

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2018New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi. In: Applied Energy. RePEc:eee:appene:v:229:y:2018:i:c:p:1202-1217.

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2018Housing prices and real effective exchange rates in 18 OECD countries: A bootstrap multivariate panel Granger causality. (2018). Bahmani-Oskooee, Mohsen ; Wu, Tsung-Pao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:60:y:2018:i:c:p:119-126.

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2018A specialised volatility index for the new GICS sector - Real estate. (2018). faff, robert ; Benson, Karen ; Mi, Lin. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:438-446.

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2018Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses. (2018). Tsuji, Chikashi. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:167-185.

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2017Herding behavior, market sentiment and volatility: Will the bubble resume?. (2017). Uddin, Gazi ; naoui, kamel ; Bekiros, Stelios ; Lucey, Brian ; Jlassi, Mouna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:107-131.

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2018Cross herding between American industries and the oil market. (2018). Ben Mabrouk, Houda ; Litimi, Houda ; Benmabrouk, Houda. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:196-205.

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2019Relationship between the United States housing and stock markets: Some evidence from wavelet analysis. (2019). Liow, Kim ; Song, Jeonseop ; Huang, Yuting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s106294081930035x.

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2019Are alternative energies a real alternative for investors?. (2019). Miralles-Quiros, Maria Mar. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:535-545.

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2019Time-varying parameter energy demand functions: Benchmarking state-space methods against rolling-regressions. (2019). Alptekin, Aynur ; Wang, Dong ; Chen, Xiaoqi ; Broadstock, David C. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:26-41.

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2019Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia. (2019). Nicoleta-Claudia, MOLDOVAN ; Tao, Ran ; Khan, Khalid ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:187:y:2019:i:c:s0360544219316974.

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2019An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China. (2019). Shen, Dehua ; Li, Xiao ; Meng, Yongqiang ; Xiong, Xiong. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318307785.

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2017The Copula ADCC-GARCH model can help PIIGS to fly. (2017). del Mar, Maria ; Miralles-Quiros, Jose Luis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:1-12.

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2017Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices. (2017). Mirzaei, Ali ; Al-Khazali, Osamah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:190-208.

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2019Understanding real estate price dynamics: The case of housing prices in five major cities of China✰. (2019). Yavas, Abdullah ; Yang, Zan ; Fan, Ying. In: Journal of Housing Economics. RePEc:eee:jhouse:v:43:y:2019:i:c:p:37-55.

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2019Zoning ordinances and the housing market in developing countries: Evidence from Brazilian municipalities. (2019). Andrade Lima, Ricardo ; da Mota, Raul ; de Andrade, Ricardo Carvalho. In: Journal of Housing Economics. RePEc:eee:jhouse:v:46:y:2019:i:c:s1051137718302080.

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2018Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach. (2018). Shahzad, Syed Jawad Hussain ; Raza, Syed ; Hussain, Syed Jawad ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:57:y:2018:i:c:p:10-29.

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2017The evolution of spillover effects between oil and stock markets across multi-scales using a wavelet-based GARCH–BEKK model. (2017). Huang, Shupei ; Liu, Xueyong ; Wen, Shaobo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:374-383.

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2017A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices. (2017). Yoon, Seong-Min ; Tiwari, Aviral ; Albulescu, Claudiu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:182-192.

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2018Oil–gold time varying nexus: A time–frequency analysis. (2018). Khalfaoui, Rabeh . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:86-104.

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2019Analysis of the efficiency of Hong Kong REITs market based on Hurst exponent. (2019). Lai, Yongzeng ; Yan, Lizhao ; Yang, Xianglin ; Cheng, Cheng ; Liu, Jian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119311720.

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2020Volatility modeling and the asymmetric effect for China’s carbon trading pilot market. (2020). Fu, Yang ; Zheng, Zeyu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119319004.

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2017An early alarm system for housing bubbles. (2017). Huang, Meichi ; Chiang, Hsiu-Hsuan . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:34-49.

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2017Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets: Evidence from the continuous wavelet analyses. (2017). Chen, Mei-Ping ; Tseng, Tseng-Chan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:484-498.

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2018Do short-term international capital movements play a role in exchange rate and stock price transmission mechanism in China?. (2018). Li, Xin ; Ma, JI ; Chang, Hsu-Ling ; Su, Chi-Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:15-25.

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2017Modified Sharpe Ratios in Real Estate Performance Measurement: Beyond the Standard Cornish Fisher Expansion. (2017). Prigent, Jean-Luc ; Barthélémy, Fabrice ; Mokrane, Mahdi ; Keenan, Donald ; Amedee-Manesme, Charles-Olivier. In: THEMA Working Papers. RePEc:ema:worpap:2017-20.

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2018Asymmetric and nonlinear inter-relations of US stock indices. (2018). Gkillas (Gillas), Konstantinos ; Svingou, Argyro ; Syriopoulos, Costas ; Vortelinos, Dimitrios. In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:ijmf-02-2017-0018.

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2019Adaptive Market Hypothesis. (2019). Ergun, Zeliha Can ; Taskin, Dilvin F ; Mandaci, Pinar Evrim . In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:vii:y:2019:i:4:p:84-101.

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2019Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence. (2019). Liow, Kim Hiang ; Huang, Yuting ; Zhou, Xiaoxia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:16-:d:199346.

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2018Increased Tail Dependence in Global Public Real Estate Markets. (2018). Deng, Yang ; Gong, PU. In: International Real Estate Review. RePEc:ire:issued:v:21:n:02:2018:p:145-168.

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2017REITs and Market Microstructure: A Comprehensive Analysis of Market Quality. (2017). Jain, Pawan ; Westby-Gibson, Janean K ; Sunderman, Mark . In: Journal of Real Estate Research. RePEc:jre:issued:v:39:n:1:2017:p:65_98.

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2017Time-Varying and Spatial Herding Behavior in the US Housing Market: Evidence from Direct Housing Prices. (2017). Hassan, M. Kabir ; Sohn, Daniel P ; Ngene, Geoffrey M. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:4:d:10.1007_s11146-016-9552-5.

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2017Institutional Property-Type Herding in Real Estate Investment Trusts. (2017). Lantushenko, Viktoriya ; Nelling, Edward . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:4:d:10.1007_s11146-016-9553-4.

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2018Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis. (2018). Alcock, Jamie ; Andrlikova, Petra. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:2:d:10.1007_s11146-016-9593-9.

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2018Fundamental Drivers of Dependence in REIT Returns. (2018). Alcock, Jamie ; Steiner, Eva. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:57:y:2018:i:1:d:10.1007_s11146-016-9562-3.

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2019Herding Behavior among Residential Developers. (2019). Fan, Gang-Zhi ; Clements, Sherwood ; Gallimore, Paul ; Ro, SeungHan . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:59:y:2019:i:2:d:10.1007_s11146-018-9675-y.

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2018Numerical comparison of multivariate models to forecasting risk measures. (2018). Righi, Marcelo Brutti ; Muller, Fernanda Maria . In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0026-8.

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2019Mean and Volatility Spillovers between REIT and Stocks Returns A STVAR-BTGARCH-M Model. (2019). Sarkar, Nityananda ; Kundu, Srikanta ; Das, Mahamitra. In: MPRA Paper. RePEc:pra:mprapa:94707.

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2018Co-movement and Causality between Nominal Exchange Rates and Interest Rate Differentials in BRICS Countries: A Wavelet Analysis. (2018). Chang, Tsangyao ; Bai, LU ; Li, Xiao-Lin ; Si, Deng-Kui. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:1:p:5-19.

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2018Ex-ante real estate Value at Risk calculation method. (2018). Barthélémy, Fabrice ; Amedee-Manesme, Charles-Olivier. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-2046-7.

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2018Backtesting expected shortfall: evidence from European securitized real estate. (2018). Almudhaf, Fahad. In: Applied Economics Letters. RePEc:taf:apeclt:v:25:y:2018:i:3:p:176-182.

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2017Forecasting REIT volatility with high-frequency data: a comparison of alternative methods. (2017). Zhou, Jian. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:26:p:2590-2605.

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2018Transport infrastructure equities in mixed-asset portfolios: estimating risk with a Garch-Copula CVaR model. (2018). Chakkalakal, Louis ; Li, Wenwei ; Hommel, Ulrich. In: Journal of Property Research. RePEc:taf:jpropr:v:35:y:2018:i:2:p:117-138.

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2019Co-movement between the US and the securitised real estate markets of the Asian-Pacific economies. (2019). Huang, Yuting ; Li, Qiang ; Zhou, Xiaoxia ; Liow, Kim Hiang. In: Journal of Property Research. RePEc:taf:jpropr:v:36:y:2019:i:1:p:27-58.

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2019On the global integration of REITs market returns: A multiresolution analysis. (2019). Owusu Junior, Peterson ; Omane-Adjepong, Maurice ; Tweneboah, George ; Ijasan, Kola. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:7:y:2019:i:1:p:1690211.

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2019Backtesting Extreme Value Theory models of expected shortfall. (2019). Garcia-Jorcano, Laura ; Novales, Alfonso. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1924.

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2020A tale of two shocks: The dynamics of international real estate markets. (2020). Bekiros, Stelios ; Jayasekera, Ranadeva ; Ege, Oskar ; Uddin, Gazi Salah ; Dahlstrom, Amanda. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:1:p:3-27.

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Works by Jian Zhou:


YearTitleTypeCited
2010Testing for Cointegration between House Prices and Economic Fundamentals In: Real Estate Economics.
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article17
2013Conditional market beta for REITs: A comparison of modeling techniques In: Economic Modelling.
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article4
2014Modeling conditional covariance for mixed-asset portfolios In: Economic Modelling.
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article0
2015Economic value of modeling covariance asymmetry for mixed-asset portfolio diversifications In: Economic Modelling.
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article7
2016Hedging performance of REIT index futures: A comparison of alternative hedge ratio estimation methods In: Economic Modelling.
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article3
2016A high-frequency analysis of the interactions between REIT return and volatility In: Economic Modelling.
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article1
2011A Comparison of Alternative Forecast Models of REIT Volatility In: The Journal of Real Estate Finance and Economics.
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article11
2012Tail Dependence in International Real Estate Securities Markets In: The Journal of Real Estate Finance and Economics.
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article18
2012Extreme Risk Measures for International REIT Markets In: The Journal of Real Estate Finance and Economics.
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article18
2012Multiscale Analysis of International Linkages of REIT Returns and Volatilities In: The Journal of Real Estate Finance and Economics.
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article14
2013An Empirical Investigation of Herding Behavior in the U.S. REIT Market In: The Journal of Real Estate Finance and Economics.
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article23
In: .
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article7
2012Extreme risk measures for REITs: a comparison among alternative methods In: Applied Financial Economics.
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article4
2013Adaptive market hypothesis: evidence from the REIT market In: Applied Financial Economics.
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article9
2013Extreme risk spillover among international REIT markets In: Applied Financial Economics.
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article1
2010Comovement of international real estate securities returns: a wavelet analysis In: Journal of Property Research.
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article22
2011Long memory in REIT volatility revisited: genuine or spurious, and self-similar? In: Journal of Property Research.
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article2

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