Anthony Yanxiang Gu

SUNY at Geneseo - John Wiley Jones School of Business

Geneseo, NY 14454

United States

SCHOLARLY PAPERS

6

DOWNLOADS

134

SSRN CITATIONS

1

CROSSREF CITATIONS

6

Scholarly Papers (6)

1.

The Predictability of House Prices

Journal of Real Estate Research, Vol. 24, No. 3, 2002
Number of pages: 22 Posted: 17 May 2007
Anthony Yanxiang Gu
SUNY at Geneseo - John Wiley Jones School of Business
Downloads 95 (276,256)
Citation 1

Abstract:

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house price, autocorrelation, rate of return

2.

Dynamic Correlation: A Tool for Hedging House Price Risk?

Journal of Real Estate Portfolio Management, Vol. 13, No. 1, pp. 17-28, 2007
Number of pages: 12 Posted: 15 Oct 2010
Nathan Berg, Anthony Yanxiang Gu and Donald D. Lien
University of Otago, Department of Economics, SUNY at Geneseo - John Wiley Jones School of Business and University of Texas at San Antonio - College of Business - Department of Economics
Downloads 39 (431,703)

Abstract:

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Real Estate, Time-Varying Risk, Time-Dependent Variance, Risk Premium, Risk Aversion, Housing Risk, Portfolio Choice, Ecological Rationality, Behavioral Economics, Bounded Rationality

3.

Real Exchange Rate Behavior Under Peg: Evidence from the Chinese RMB and Malaysian MYR

Review of Pacific Basin Financial Markets and Policies, Vol. 12, No. 1, pp. 141-158, 2009
Posted: 22 Apr 2010
Anthony Yanxiang Gu
SUNY at Geneseo - John Wiley Jones School of Business

Abstract:

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Pegged exchange rate regime, real exchange rate, anchor currency, non-anchor currency, China, manipulate

4.

Valuing the Option to Purchase an Asset at a Proportional Discount

The Journal of Financial Research, Forthcoming
Posted: 17 Mar 2001
Anthony Yanxiang Gu
SUNY at Geneseo - John Wiley Jones School of Business

Abstract:

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5.

The Evolution of Market Efficiency: 103 Years Daily Data of the Dow

Working Paper No. 00-0101
Posted: 17 Jul 2000
Joseph E. Finnerty and Anthony Yanxiang Gu
University of Illinois at Urbana-Champaign - Department of Finance and SUNY at Geneseo - John Wiley Jones School of Business

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6.

Housing Rent and Occupational Rank in Beijing and Shenyang, People's Republic of China

J. OF PROPERTY RESEARCH, Vol. 14 No. 2
Posted: 07 Nov 1997
Anthony Yanxiang Gu and Peter F. Colwell
SUNY at Geneseo - John Wiley Jones School of Business and University of Illinois

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