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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

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

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Exchange rate regimes and real exchange rate volatility : does inflation targeting help or hurt?

Ouyang, Alice Y.; Rajan, Ramkishen S.; Li, Jie - In: Japan and the world economy : international journal of … 39 (2016), pp. 62-72

Persistent link: https://www.econbiz.de/10011700692

Time-varying inter-urban housing price spillovers in China : causes and consequences

Lu, Yunzhi; Li, Jie; Yang, Haisheng - In: Journal of Asian economics 77 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10013276078

Time-varying impacts of monetary policy uncertainty on China's housing market

Lu, Yunzhi; Li, Jie; Yang, Haisheng - In: Economic modelling 118 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014229249

Foreign demand shocks, product switching, and export product quality : evidence from China

Han, Wu; Li, Jie; Zhao, Yu - In: The world economy : the leading journal on … 46 (2023) 1, pp. 276-301

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Which kind of investor causes comovement?

Li, Jie; Zhang, Yongjie; Feng, Xu; An, Yahui - In: Journal of international financial markets, … 61 (2019), pp. 1-15

Persistent link: https://www.econbiz.de/10012128268

Calculation and empirical analysis on the contributions of R & D spending and patents to China's economic growth

Li, Jie; Jiang, Yu - In: Theoretical economics letters 6 (2016) 6, pp. 1256-1266

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Culture vs. bias : can social trust mitigate the disposition effect?

Li, Jennifer; Massa, Massimo; Zhang, Hong - 2016 - Revised version of 2016/57/TOM

Persistent link: https://www.econbiz.de/10011685394

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