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Do securitized real estate markets jump? : international evidence
Li, Jie; Li, Guangzhong; Zhou, Yinggang - In: Pacific-Basin finance journal 31 (2015), pp. 13-35
Persistent link: https://www.econbiz.de/10011471503
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Managerial diversion, product market competition, and firm performance
Li, Guangzhong; Li, Jie - In: China economic review : an international journal 50 (2018), pp. 240-264
Persistent link: https://www.econbiz.de/10012008240
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Merge to be too big to fail : a real option approach
Zhu, Jiaqing; Li, Guangzhong; Li, Jie - In: International review of economics & finance : IREF 51 (2017), pp. 342-353
Persistent link: https://www.econbiz.de/10011754463
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Understanding bilateral exchange rate risks
Li, Guangzhong; Zhu, Jiaqing; Li, Jie - In: Journal of international money and finance 68 (2016), pp. 103-129
Persistent link: https://www.econbiz.de/10011711796
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Does property rights protection affect export quality? : evidence from a property law enactment
Li, Guangzhong; Li, Jie; Zheng, Ying; Egger, Peter - In: Journal of economic behavior & organization : JEBO 183 (2021), pp. 811-832
Persistent link: https://www.econbiz.de/10012599981
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Exchange rate uncertainty and firm-level investment : finding the Hartman-Abel effect
Li, Guangzhong; Li, Jie; Wu, Yangru - In: Journal of comparative economics : the journal of the … 47 (2019) 2, pp. 441-457
Persistent link: https://www.econbiz.de/10012309536
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Exporting firms' factor and product-quality adjustments in response to employment protection legislation : evidence from China
Li, Guangzhong; Egger, Peter; Li, Jie; Han, Wu - In: China economic review : an international journal 73 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013484628
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Introduction to the special issue on China
Egger, Peter H.; Li, Guangzhong; Li, Jie - In: Review of International Economics (2019)
Persistent link: https://www.econbiz.de/10012096892
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Do securitized real estate markets jump? International evidence
Li, Jie; Li, Guangzhong; Zhou, Yinggang - In: Pacific-Basin Finance Journal 31 (2015) C, pp. 13-35
We apply a jump GARCH model to daily returns of the ten largest international securitized real estate markets and investigate the sources of large price changes. We document, for the first time, evidence for jump dynamics across major international securitized real estate markets. Large price...
Persistent link: https://www.econbiz.de/10011263628
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Do Securitized Real Estate Markets Jump? International Evidence
Li, Jie - 2014
We apply a jump GARCH model to daily returns of the ten largest international securitized real estate markets and investigate the sources of large price changes. We document, for the first time, evidence for jump dynamics across major international securitized real estate markets. Large price...
Persistent link: https://www.econbiz.de/10013044490