IDEAS home Printed from https://ideas.repec.org/e/pji134.html
   My authors  Follow this author

Changha Jin

Personal Details

First Name:Changha
Middle Name:
Last Name:Jin
Suffix:
RePEc Short-ID:pji134
[This author has chosen not to make the email address public]

Affiliation

College of Economics and Business Administration
Hanyang University

Ansan, South Korea
http://ibus.hanyang.ac.kr/
RePEc:edi:cbhaykr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Liang, Q. & Zhou, J. & Jin, C. & Zhou, W. & Wang, Y., 2018. "Trends, transferring, and sources of aquatic products Risks in China: Evidence from the sampling inspections by national and provincial CFDA," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277056, International Association of Agricultural Economists.
  2. Deborah S. Levy & Catherine Frethey-Bentham & Changha Jin, 2013. "Can Perceptions of Property Market Volatility and Optimism Be Affected by Message Framing and Market Familiarity?," ERES eres2013_291, European Real Estate Society (ERES).

Articles

  1. Sangjun Lee & Alan Tidwell & Changha Jin, 2021. "Residential Housing Market and Bank Stability: Focusing on OECD and Emerging Asian Countries," Journal of Real Estate Research, Taylor & Francis Journals, vol. 43(2), pages 248-270, July.
  2. Changha Jin & Alan Tidwell & Philip Seagraves, 2018. "Structural Breaks: A Shift of Roles in the Relationship between Real Estate and Regional Industry," Journal of Housing Research, Taylor & Francis Journals, vol. 27(2), pages 129-158, April.
  3. Clements, Sherwood & Tidwell, Alan & Jin, Changha, 2017. "Futures markets and real estate public equity: Connectivity of lumber futures and Timber REITs," Journal of Forest Economics, Elsevier, vol. 28(C), pages 70-79.
  4. Changha Jin & Gokce Soydemir & Alan Tidwell, 2014. "The U.S. Housing Market and the Pricing of Risk: Fundamental Analysis and Market Sentiment," Journal of Real Estate Research, American Real Estate Society, vol. 36(2), pages 187-220.
  5. Daniel Huerta-Sanchez & Changha Jin & Ying Zhang, 2012. "The Impact of Debt Offerings on REIT Long-Run Performance," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 18(2), pages 155-167, January.
  6. Changha Jin & Alan J. Ziobrowski, 2011. "Using Value-at-Risk to Estimate Downside Residential Market Risk," Journal of Real Estate Research, American Real Estate Society, vol. 33(3), pages 389-414.
  7. Changha Jin & Paul Gallimore, 2010. "The effects of information presentation on real estate market perceptions," Journal of Property Research, Taylor & Francis Journals, vol. 27(3), pages 239-246, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Clements, Sherwood & Tidwell, Alan & Jin, Changha, 2017. "Futures markets and real estate public equity: Connectivity of lumber futures and Timber REITs," Journal of Forest Economics, Elsevier, vol. 28(C), pages 70-79.

    Cited by:

    1. Mei, Bin, 2019. "Timberland investments in the United States: A review and prospects," Forest Policy and Economics, Elsevier, vol. 109(C).
    2. Lee, Chyi Lin & Stevenson, Simon & Cho, Hyunbum, 2022. "Listed real estate futures trading, market efficiency, and direct real estate linkages: International evidence," Journal of International Money and Finance, Elsevier, vol. 127(C).
    3. Mei, Bin & Clutter, Michael L., 2020. "Return and information transmission of public and private timberland markets in the United States," Forest Policy and Economics, Elsevier, vol. 113(C).
    4. Ronald A. Babula & Daowei Zhang, 2019. "Assessing the role of futures position substitutability in a monthly model of factor demand for softwood lumber," Empirical Economics, Springer, vol. 56(3), pages 1097-1116, March.

  2. Changha Jin & Gokce Soydemir & Alan Tidwell, 2014. "The U.S. Housing Market and the Pricing of Risk: Fundamental Analysis and Market Sentiment," Journal of Real Estate Research, American Real Estate Society, vol. 36(2), pages 187-220.

    Cited by:

    1. Enwei Zhu & Jing Wu & Hongyu Liu & Keyang Li, 2023. "A Sentiment Index of the Housing Market in China: Text Mining of Narratives on Social Media," The Journal of Real Estate Finance and Economics, Springer, vol. 66(1), pages 77-118, January.
    2. Zhou, Zhengyi, 2018. "Housing market sentiment and intervention effectiveness: Evidence from China," Emerging Markets Review, Elsevier, vol. 35(C), pages 91-110.
    3. Zheng, Yao & Osmer, Eric, 2021. "Housing price dynamics: The impact of stock market sentiment and the spillover effect," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 854-867.
    4. Helen X. H. Bao & Steven Haotong Li, 2016. "Overconfidence And Real Estate Research: A Survey Of The Literature," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 61(04), pages 1-24, September.
    5. Sergiy Saydometov & Sanjiv Sabherwal & Ramya Rajajagadeesan Aroul, 2020. "Sentiment and its asymmetric effect on housing returns," Review of Financial Economics, John Wiley & Sons, vol. 38(4), pages 580-600, October.
    6. Shulin Shen & Yiyi Zhao & Jindong Pang, 2024. "Local Housing Market Sentiments and Returns: Evidence from China," The Journal of Real Estate Finance and Economics, Springer, vol. 68(3), pages 488-522, April.

  3. Daniel Huerta-Sanchez & Changha Jin & Ying Zhang, 2012. "The Impact of Debt Offerings on REIT Long-Run Performance," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 18(2), pages 155-167, January.

    Cited by:

    1. Daniel Huerta & Thanh Ngo & Mark K. Pyles, 2024. "Market and Institutional Ownership Reactions to REIT Security Issuances," The Journal of Real Estate Finance and Economics, Springer, vol. 69(1), pages 164-199, July.

  4. Changha Jin & Alan J. Ziobrowski, 2011. "Using Value-at-Risk to Estimate Downside Residential Market Risk," Journal of Real Estate Research, American Real Estate Society, vol. 33(3), pages 389-414.

    Cited by:

    1. Zouheir Mighri & Raouf Jaziri, 2023. "Long-Memory, Asymmetry and Fat-Tailed GARCH Models in Value-at-Risk Estimation: Empirical Evidence from the Global Real Estate Markets," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(1), pages 41-97, March.
    2. Dag Einar Sommervoll & Jan de Haan, 2014. "Homes and Castles: Should We Care about Idiosyncratic Risk?," Land Economics, University of Wisconsin Press, vol. 90(4), pages 700-716.
    3. Chyi Lin Lee, 2017. "An examination of the risk-return relation in the Australian housing market," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 10(3), pages 431-449, June.
    4. Stavros Degiannakis & Apostolos Kiohos, 2014. "Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 41(2), pages 216-232, March.
    5. Chang, Kuang-Liang, 2020. "An investigation on mixed housing-cycle structures and asymmetric tail dependences," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).

  5. Changha Jin & Paul Gallimore, 2010. "The effects of information presentation on real estate market perceptions," Journal of Property Research, Taylor & Francis Journals, vol. 27(3), pages 239-246, April.

    Cited by:

    1. Akshita Singh & Shailendra Kumar & Utkarsh Goel & Amar Johri, 2023. "Behavioural biases in real estate investment: a literature review and future research agenda," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-17, December.
    2. Luc Meunier & Sima Ohadi, 2023. "When are two portfolios better than one? A prospect theory approach," Theory and Decision, Springer, vol. 94(3), pages 503-538, April.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Korean Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-AGR: Agricultural Economics (1) 2018-11-12
  2. NEP-CNA: China (1) 2018-11-12

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Changha Jin should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.