Jian Zhou : Citation Profile


Are you Jian Zhou?

University of Guelph

8

H index

8

i10 index

181

Citations

RESEARCH PRODUCTION:

17

Articles

RESEARCH ACTIVITY:

   8 years (2008 - 2016). See details.
   Cites by year: 22
   Journals where Jian Zhou has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 4 (2.16 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pzh646
   Updated: 2021-01-16    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 (15)

Liow, Kim (8)

Balcilar, Mehmet (6)

Hoesli, Martin (6)

Chang, Tsangyao (5)

BABALOS, VASSILIOS (5)

Akinsomi, Omokolade (4)

LI, Qiang (4)

Barthélémy, Fabrice (4)

Miller, Stephen (4)

Anundsen, Andre (3)

Cites to:

Bollerslev, Tim (19)

Engle, Robert (13)

Andersen, Torben (10)

Diebold, Francis (8)

Stevenson, Simon (8)

Jagannathan, Ravi (7)

Liow, Kim (7)

Granger, Clive (6)

Narayan, Paresh (6)

White, Halbert (6)

Yang, Jian (6)

Main data


Where Jian Zhou has published?


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

Recent works citing Jian Zhou (2021 and 2020)


YearTitle of citing document
2020An 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.

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2020A 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.

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2020Does 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.

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2020Momentum 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.

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2020Increasing 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.

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2020Volatility 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.

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2021Centrality-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.

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2020Dynamic 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.

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2020Market 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.

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2020Active 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.

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2020Do 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.

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2020Uncertainty 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.

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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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2020Optimal 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.

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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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article22
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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article5
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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article13
2012Tail Dependence in International Real Estate Securities Markets In: The Journal of Real Estate Finance and Economics.
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article20
2012Extreme Risk Measures for International REIT Markets In: The Journal of Real Estate Finance and Economics.
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article21
2012Multiscale Analysis of International Linkages of REIT Returns and Volatilities In: The Journal of Real Estate Finance and Economics.
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article15
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
2008Land Values and the 1957 Comprehensive Amendment to the Chicago Zoning Ordinance In: Urban Studies.
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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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article10
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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article23
2011Long memory in REIT volatility revisited: genuine or spurious, and self-similar? In: Journal of Property Research.
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article5

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