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Jian Zhou

Personal Details

First Name:Jian
Middle Name:
Last Name:Zhou
Suffix:
RePEc Short-ID:pzh646
https://www.uoguelph.ca/mcs/users/jian-zhou

Affiliation

Department of Marketing and Consumer Studies
Gordon Lang School of Business and Economics
University of Guelph

Guelph, Canada
https://www.uoguelph.ca/mcs/
RePEc:edi:dmgueca (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Zhou, Jian, 2016. "A high-frequency analysis of the interactions between REIT return and volatility," Economic Modelling, Elsevier, vol. 56(C), pages 102-108.
  2. Zhou, Jian, 2016. "Hedging performance of REIT index futures: A comparison of alternative hedge ratio estimation methods," Economic Modelling, Elsevier, vol. 52(PB), pages 690-698.
  3. Zhou, Jian & Nicholson, Joseph R., 2015. "Economic value of modeling covariance asymmetry for mixed-asset portfolio diversifications," Economic Modelling, Elsevier, vol. 45(C), pages 14-21.
  4. Zhou, Jian, 2014. "Modeling conditional covariance for mixed-asset portfolios," Economic Modelling, Elsevier, vol. 40(C), pages 242-249.
  5. Jian Zhou & Randy Anderson, 2013. "An Empirical Investigation of Herding Behavior in the U.S. REIT Market," The Journal of Real Estate Finance and Economics, Springer, vol. 47(1), pages 83-108, July.
  6. Zhou, Jian, 2013. "Conditional market beta for REITs: A comparison of modeling techniques," Economic Modelling, Elsevier, vol. 30(C), pages 196-204.
  7. Jian Zhou & Yanmin Gao, 2012. "Tail Dependence in International Real Estate Securities Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 128-151, June.
  8. Jian Zhou & Randy Anderson, 2012. "Extreme Risk Measures for International REIT Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 152-170, June.
  9. Jian Zhou, 2012. "Multiscale Analysis of International Linkages of REIT Returns and Volatilities," The Journal of Real Estate Finance and Economics, Springer, vol. 45(4), pages 1062-1087, November.
  10. Jian Zhou, 2011. "Long memory in REIT volatility revisited: genuine or spurious, and self-similar?," Journal of Property Research, Taylor & Francis Journals, vol. 28(3), pages 213-232, January.
  11. Jian Zhou & Zhixin Kang, 2011. "A Comparison of Alternative Forecast Models of REIT Volatility," The Journal of Real Estate Finance and Economics, Springer, vol. 42(3), pages 275-294, April.
  12. Jian Zhou, 2010. "Testing for Cointegration between House Prices and Economic Fundamentals," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 38(4), pages 599-632, Winter.
  13. Jian Zhou, 2010. "Comovement of international real estate securities returns: a wavelet analysis," Journal of Property Research, Taylor & Francis Journals, vol. 27(4), pages 357-373, August.
  14. Jian Zhou & Daniel P. McMillen & John F. McDonald, 2008. "Land Values and the 1957 Comprehensive Amendment to the Chicago Zoning Ordinance," Urban Studies, Urban Studies Journal Limited, vol. 45(8), pages 1647-1661, July.
    RePEc:taf:apfiec:v:22:y:2012:i:2:p:113-126 is not listed on IDEAS
    RePEc:taf:apfiec:v:23:y:2013:i:21:p:1649-1662 is not listed on IDEAS
    RePEc:taf:apfiec:v:23:y:2013:i:2:p:91-103 is not listed on IDEAS

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