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11
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
Saved in:
12
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
Saved in:
13
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
Saved in:
14
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
Saved in:
15
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
Saved in:
16
Extreme risk measures for REITs : a comparison among alternative methods
Zhou, Jian
- In:
Applied financial economics
22
(
2012
)
1/3
,
pp. 113-126
Persistent link: https://www.econbiz.de/10009419566
Saved in:
17
Testing for cointegration between house prices and economic fundamentals
Zhou, Jian
- In:
Real estate economics : journal of the American Real …
38
(
2010
)
4
,
pp. 599-632
Persistent link: https://www.econbiz.de/10008810585
Saved in:
18
Extreme risk spillover among international REIT markets
Zhou, Jian
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 91-103
Persistent link: https://www.econbiz.de/10009719028
Saved in:
19
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
Saved in:
20
Pricing of seasoned equity offers and earnings management
Kim, Yongtae
;
Park, Myung Seok
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
2
,
pp. 435-463
Persistent link: https://www.econbiz.de/10002976079
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