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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/10009303157

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

Modeling and forecasting volatility in the presence of microstructure noise

Kang, Zhixin - 2008

Persistent link: https://www.econbiz.de/10011405240

Modeling conditional covariance for mixed-asset portfolios

Zhou, Jian - In: Economic modelling 40 (2014), pp. 242-249

Persistent link: https://www.econbiz.de/10010425651

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

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

Adaptive market hypothesis : evidence from the REIT market

Zhou, Jian; Lee, Jin Man - In: Applied financial economics 23 (2013) 19/21, pp. 1649-1662

Persistent link: https://www.econbiz.de/10010259752

Extreme risk measures for international REIT markets

Zhou, Jian; Anderson, Randy I. - In: The journal of real estate finance and economics 45 (2012) 1, pp. 152-170

Persistent link: https://www.econbiz.de/10009581758

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

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