Similar Search Results - EconBiz

A Comparison of Alternative Forecast Models of REIT Volatility

Zhou, Jian; Kang, Zhixin - In: The Journal of Real Estate Finance and Economics 42 (2011) 3, pp. 275-294

Persistent link: https://www.econbiz.de/10008926171

Long-term dependence of popular and neglected stocks

Zhao, Aiwu; Cheng, Spencer; Kang, Zhixin - In: Applied Financial Economics 23 (2013) 12, pp. 1005-1015

In this study, we establish a connection between the levels of market attentions of a stock with its long memory features. We construct two portfolios of US equities based on previous studies' criteria for neglected and popular stocks and measure the degrees of persistence for their daily...

Persistent link: https://www.econbiz.de/10010760638

Index arbitrage and dynamics between REIT index futures and spot prices

Zhou, Jian - In: Applied economics 49 (2017) 19, pp. 1875-1885

Persistent link: https://www.econbiz.de/10011816956

Forecasting REIT volatility with high-frequency data : a comparison of alternative methods

Zhou, Jian - In: Applied economics 49 (2017) 26, pp. 2590-2605

Persistent link: https://www.econbiz.de/10011819614

Hedging performance of REIT index futures : a comparison of alternative hedge ratio estimation methods

Zhou, Jian - In: Economic modelling 52 (2016), pp. 690-698

Persistent link: https://www.econbiz.de/10011643001

A high-frequency analysis of the interactions between REIT return and volatility

Zhou, Jian - In: Economic modelling 56 (2016), pp. 102-108

Persistent link: https://www.econbiz.de/10011646019

No-fly zone in the loan office : how chief executive officers' risky hobbies affect credit stakeholders' evaluation of firms

Ouyang, Bo; Tang, Yi; Wang, Chong; Zhou, Jian - In: Organization science 33 (2022) 1, pp. 414-430

Persistent link: https://www.econbiz.de/10012820480

Time encoding in languages and investment efficiency

Kim, Jaehyeon; Kim, Yongtae; Zhou, Jian - In: Management science : journal of the Institute for … 67 (2021) 4, pp. 2609-2629

Persistent link: https://www.econbiz.de/10012522834

Ownership structure and real earnings management : evidence from China

Dong, Nanyan; Wang, Fangjun; Zhang, Junrui; Zhou, Jian - In: Journal of accounting and public policy 39 (2020) 3, pp. 1-18

Persistent link: https://www.econbiz.de/10012253032

REITs in a mixed-asset portfolio : an investigation of extreme risks

Stelk, Steven J.; Zhou, Jian; Anderson, Randy I. - In: The journal of alternative investments 20 (2017) 1, pp. 81-91

Persistent link: https://www.econbiz.de/10011745103

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