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Modeling conditional covariance for mixed-asset portfolios
Zhou, Jian - In: Economic modelling 40 (2014), pp. 242-249
Persistent link: https://www.econbiz.de/10010425651
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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
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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
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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
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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
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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
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Using Malmquist Indexes to measure changes in the productivity and efficiency of US accounting firms before and after the Sarbanes-Oxley Act
Chang, Hsihui; Choy, Hiu Lam; Cooper, William W.; … - In: Omega : the international journal of management science 37 (2009) 5, pp. 951-960
Persistent link: https://www.econbiz.de/10003861892
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Sarbanes-Oxley Act, perceived earnings quality and cost of capital
Chang, Hsihui; Fernando, Guy D.; Liao, Woody - In: Review of accounting & finance 8 (2009) 3, pp. 216-231
Persistent link: https://www.econbiz.de/10003883606
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Measuring producitivity growth, technical progress, and efficiency changes of CPA firms proir to, and following the Sarbanes-Oxley Act
Chang, Hsihui; Choy, Hiu Lam; Cooper, William W.; … - In: Socio-economic planning sciences : the international … 43 (2009) 4, pp. 221-228
Persistent link: https://www.econbiz.de/10003893723
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Broadband adoption and firm productivity : evaluating the benefits of general purpose technology
Majumdar, Sumit Kumar; Cãrare, Octavian; Chang, Hsihui - In: Industrial and corporate change 19 (2010) 3, pp. 641-674
Persistent link: https://www.econbiz.de/10008647620