8
H index
8
i10 index
181
Citations
Jian Zhou : Citation Profile
University of Guelph | RESEARCH PRODUCTION: 17 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2008 - 2016). 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:
| Cites to:
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Main data
Where Jian Zhou has published?
| Journals with more than one article published | # docs |
|---|---|
| The Journal of Real Estate Finance and Economics | 5 |
| Economic Modelling | 5 |
| Applied Financial Economics | 3 |
| Journal of Property Research | 2 |
Recent works citing Jian Zhou (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | An investigation on mixed housing-cycle structures and asymmetric tail dependences. (2020). Chang, Kuang-Liang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303164. Full description at Econpapers || Download paper |
| 2020 | A review of resource curse burden on inflation in Venezuela. (2020). khan, khalid ; Umar, Muhammad ; Tao, Ran ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:204:y:2020:i:c:s036054422031032x. Full description at Econpapers || Download paper |
| 2020 | Does the jump risk in the US market matter for Japan and Hong Kong? An investigation on the REIT market. (2020). Wang, Yung-Jang ; Chang, Kuang-Liang ; HE, CHI-WEI . In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s154461231830761x. Full description at Econpapers || Download paper |
| 2020 | Momentum and Reversion to Fundamentals: Are They Captured by Subjective Expectations of House Prices?. (2020). Ma, Chao. In: Journal of Housing Economics. RePEc:eee:jhouse:v:49:y:2020:i:c:s1051137720300243. Full description at Econpapers || Download paper |
| 2020 | Increasing the risk management effectiveness from higher accuracy: A novel non-parametric method. (2020). Lu, Dong ; Li, Yong ; Ding, Ashley ; Huang, Jinbo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20300263. Full description at Econpapers || Download paper |
| 2020 | Volatility modeling and the asymmetric effect for China’s carbon trading pilot market. (2020). Zheng, Zeyu ; Fu, Yang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119319004. Full description at Econpapers || Download paper |
| 2021 | Centrality-based measures of financial institutions’ systemic importance: A tail dependence network view. (2021). Huang, Wei-Qiang ; Wang, Dan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120307081. Full description at Econpapers || Download paper |
| 2020 | Dynamic Linkages and Economic Role of Leading Cryptocurrencies in an Emerging Market. (2020). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09306-4. Full description at Econpapers || Download paper |
| 2020 | Market Adaptability and Evolving Predictability of Stock Returns: An Evidence from India. (2020). Bhuian, Ranjan Kumar ; Patra, Subhamitra ; Bhuyan, Biswabhusan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09308-2. Full description at Econpapers || Download paper |
| 2020 | Active Management in Real Estate Mutual Funds. (2020). Lantushenko, Viktoriya ; Nelling, Edward. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:2:d:10.1007_s11146-019-09722-y. Full description at Econpapers || Download paper |
| 2020 | Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?. (2020). GUPTA, RANGAN ; Bonato, Matteo ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:2020100. Full description at Econpapers || Download paper |
| 2020 | Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note. (2020). GUPTA, RANGAN ; Bonato, Matteo ; Pierdzioch, Christian ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202099. Full description at Econpapers || Download paper |
| 2020 | A 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. Full description at Econpapers || Download paper |
| 2020 | Optimal futures hedging for energy commodities: An application of the GAS model. (2020). Xu, Yingying ; Lien, Donald. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:7:p:1090-1108. Full description at Econpapers || Download paper |
Works by Jian Zhou:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Testing for Cointegration between House Prices and Economic Fundamentals In: Real Estate Economics. [Full Text][Citation analysis] | article | 22 |
| 2013 | Conditional market beta for REITs: A comparison of modeling techniques In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 2014 | Modeling conditional covariance for mixed-asset portfolios In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2015 | Economic value of modeling covariance asymmetry for mixed-asset portfolio diversifications In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
| 2016 | Hedging performance of REIT index futures: A comparison of alternative hedge ratio estimation methods In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 2016 | A high-frequency analysis of the interactions between REIT return and volatility In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2011 | A Comparison of Alternative Forecast Models of REIT Volatility In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 13 |
| 2012 | Tail Dependence in International Real Estate Securities Markets In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 20 |
| 2012 | Extreme Risk Measures for International REIT Markets In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 21 |
| 2012 | Multiscale Analysis of International Linkages of REIT Returns and Volatilities In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 15 |
| 2013 | An Empirical Investigation of Herding Behavior in the U.S. REIT Market In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 23 |
| 2008 | Land Values and the 1957 Comprehensive Amendment to the Chicago Zoning Ordinance In: Urban Studies. [Full Text][Citation analysis] | article | 7 |
| 2012 | Extreme risk measures for REITs: a comparison among alternative methods In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2013 | Adaptive market hypothesis: evidence from the REIT market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 10 |
| 2013 | Extreme risk spillover among international REIT markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2010 | Comovement of international real estate securities returns: a wavelet analysis In: Journal of Property Research. [Full Text][Citation analysis] | article | 23 |
| 2011 | Long memory in REIT volatility revisited: genuine or spurious, and self-similar? In: Journal of Property Research. [Full Text][Citation analysis] | article | 5 |
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