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Combining realized measures to forecast REIT volatility

Zhou, Jian - In: Journal of European Real Estate Research 14 (2020) 1, pp. 19-39

Purpose: This study aims to show that the best-performing realized measures vary across markets when it comes to forecast real estate investment trust (REIT) volatility. This finding provides little guidance for practitioners on which one to use when facing a new market. The authors attempt to...

Persistent link: https://www.econbiz.de/10012277630

Independent director attention and the cost of equity capital

Huang, Henry He; Wang, Chong; Xie, Hong; Zhou, Jian - In: Journal of Business Finance & Accounting 48 (2021) 7-8, pp. 1468-1493

Persistent link: https://www.econbiz.de/10012537847

The Monitoring Effectiveness of Co‐opted Audit Committees

Cassell, Cory A.; Myers, Linda A.; Schmardebeck, Roy; … - In: Contemporary Accounting Research 35 (2018) 4, pp. 1732-1765

Persistent link: https://www.econbiz.de/10012087040

Does Audit Committee Accounting Expertise Help to Promote Audit Quality? Evidence from Auditor Reporting of Internal Control Weaknesses

Lisic, Ling Lei; Myers, Linda A.; Seidel, Timothy A.; … - In: Contemporary Accounting Research 36 (2019) 4, pp. 2521-2553

Persistent link: https://www.econbiz.de/10012087124

Financial risk management and enterprise value creation : evidence from non-ferrous metal listed companies in China

Wang, Peng-fei; Li, Shi; Zhou, Jian - In: Nankai business review international 1 (2010) 1, pp. 5-19

Persistent link: https://www.econbiz.de/10003971944

IPO underpricing and audit quality differentiation within non-Big 5 firms

Albring, Susan M.; Elder, Randal J.; Zhou, Jian - In: International journal of auditing : IJA 11 (2007) 2, pp. 115-131

Persistent link: https://www.econbiz.de/10003572030

The effect of board characteristics on a firm's strategic change

Jian, Zhou; Yu, Yaodong; Zhai, Mengting; Zhoou, Feigu - In: Frontiers of business research in China : selected … 8 (2014) 3, pp. 299-326

Persistent link: https://www.econbiz.de/10010518932

On the convergence of some possibilistic clustering algorithms

Zhou, Jian; Cao, Longbing; Yang, Nan - In: Fuzzy optimization and decision making : a journal of … 12 (2013) 4, pp. 415-432

Persistent link: https://www.econbiz.de/10010232668

Evaluating the green corporate social responsibility of manufacturing corporations from a green industry law perspective

Guo, Wei-feng; Jian, Zhou; Yu, Chih-lang; Tsai, Sang-bing; … - In: International journal of production research 53 (2015) 2, pp. 665-674

Persistent link: https://www.econbiz.de/10010495035

A Comparison of Alternative Forecast Models of REIT Volatility

Zhou, Jian - 2010

This study compares the relative performance of several well-known models in the forecasting of REIT volatility. Overall our results suggest that long-memory models (ARFIMA & FIGARCH) provide the best forecasts. Using either a large sample or some statistically justified small subsamples, we...

Persistent link: https://www.econbiz.de/10013136789