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Performance and market maturity in mutual funds : is real estate different?

MacGregor, Bryan D.; Schulz, Rainer; Zhao, Yuan - In: The journal of real estate finance and economics 63 (2021) 3, pp. 437-492

Persistent link: https://www.econbiz.de/10012617507

Diversification power of real estate market securities : the role of financial crisis and dividend policy

Ilbasmis, Metin; Gronwald, Marc; Zhao, Yuan - 2018

This paper investigates dynamic conditional correlations between stock and REIT markets in both Turkey and the U.S. We use an Asymmetric DCC - GJR - GARCH model to estimate the dynamic conditional correlation at daily, weekly, and monthly frequencies. Our contribution is threefold. First, we...

Persistent link: https://www.econbiz.de/10011845163

Understanding citizens' perceptions and attitudes toward energy restructuring under China's NDC for quality of life : a case of Linfen city

Phimsupha Kokchang; Zhao, Yuan; Suthirat Kittipongvises - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 5, pp. 566-576

Persistent link: https://www.econbiz.de/10014384498

Robust strategy optimization of networked evolutionary games with disturbance inputs

Zhao, Yuan; Fu, Shihua; Zhao, Jianli; Li, Xinling - In: Dynamic games and applications : DGA 14 (2024) 2, pp. 508-523

Persistent link: https://www.econbiz.de/10014556619

Methodological improvements in social vulnerability index construction reinforce role of wealth across international contexts

Paul, Ronak; Reid, Sean; Vieira, Carolina Coimbra; … - 2023

Persistent link: https://www.econbiz.de/10014249489

Industry herding in crypto assets

Zhao, Yuan; Liu, Nan; Li, Wanpeng - In: International review of financial analysis 84 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013472700

Do the managers of global real estate mutual funds have skills?

MacGregor, Bryan D.; Schulz, Rainer; Zhao, Yuan - In: Journal of real estate research : JRER ; a publication … 44 (2022) 4, pp. 491-522

Persistent link: https://www.econbiz.de/10013490725

Fund flows and performance : new evidence from retail and institutional SRI mutual funds

Klinkowska, Olga; Zhao, Yuan - In: International review of financial analysis 87 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014457540

Forecasting stock volatility with a large set of predictors : a new forecast combination method

Gong, Xue; Zhang, Weiguo; Zhao, Yuan; Ye, Xin - In: Journal of forecasting 42 (2023) 7, pp. 1622-1647

Persistent link: https://www.econbiz.de/10014432742

Household Carbon Footprints Inequality in China：Drivers, Components and Dynamics

Wang, Keying; Cui, Yongyan; Zhang, Hongwu; Shi, Xunpeng … - 2022

The significant achievements in economic growth and urbanization in China have led to substantial increases of and great inequality in household carbon footprints (HCFs) recently. To achieve efficiency and justice in emissions reduction, policymakers need to fully understand the sources of HCFs...

Persistent link: https://www.econbiz.de/10014083390