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An investigation on impacts of structural changes in stocks' past returns on financial analysts' earnings forecasting rationality

Kang, Zhixin - In: Journal of capital markets studies 3 (2019) 2, pp. 188-202

Purpose - The purpose of this paper is to test whether financial analysts' rationality in making stocks' earnings forecasts is homogenous or not across different information regimes in stocks' past returns. Design/methodology/approach - By treating stocks' past returns as the information...

Persistent link: https://www.econbiz.de/10012131731

Long-term dependence of popular and neglected stocks

Zhao, Aiwu; Cheng, Spencer; Kang, Zhixin - In: Applied financial economics 23 (2013) 10/12, pp. 1005-1015

Persistent link: https://www.econbiz.de/10009772201

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

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

Multiscale analysis of international linkages of REIT returns and volatilities

Zhou, Jian - In: The journal of real estate finance and economics 45 (2012) 4, pp. 1062-1087

Persistent link: https://www.econbiz.de/10009689421

Conditional market beta for REITs : a comparison of modeling techniques

Zhou, Jian - In: Economic modelling 30 (2013), pp. 196-204

Persistent link: https://www.econbiz.de/10009703687

Economic value of modeling covariance asymmetry for mixed-asset portfolio diversifications

Zhou, Jian; Nicholson, Joseph R. - In: Economic modelling 45 (2015), pp. 14-21

Persistent link: https://www.econbiz.de/10011334187

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

Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns

Zhou, Jian; Gu, Gao-Feng; Jiang, Zhi-Qiang; Xiong, Xiong; … - In: Computational economics 50 (2017) 4, pp. 579-594

Persistent link: https://www.econbiz.de/10011783456

Tail dependence in international real estate securities markets

Zhou, Jian; Gao, Yanmin - In: The journal of real estate finance and economics 45 (2012) 1, pp. 128-151

Persistent link: https://www.econbiz.de/10009581759

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