Bing Zhu

University of Reading - Henley Business School

Greenlands

Henley, RG9 3AU

United Kingdom

  • University of Reading - Henley Business School

SCHOLARLY PAPERS

8

DOWNLOADS

506

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (8)

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1.

Correlated Risk and Volatility Spillovers across U.S. Regional Housing Markets

Number of pages: 32 Posted: 13 Sep 2009 Last Revised: 29 May 2013
Bing Zhu, Roland Füss and Nico B. Rottke
University of Reading - Henley Business School, Swiss Finance Institute and European Business School (EBS) Wiesbaden - Department Finance, Accounting & Real Estate
Downloads 219 (222,697)

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Spatial autocorrelation, volatility spillover effects, contagion, dynamic panel estimation, GARCH process

2.

Spatial Dependence in Asset Pricing

Number of pages: 31 Posted: 30 Sep 2016 Last Revised: 13 May 2020
Stanimira Milcheva and Bing Zhu
University College London and University of Reading - Henley Business School
Downloads 149 (312,168)

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Asset pricing, spatial dependence, spatial spillover risk.

3.

Asset Pricing, Spatial Linkages and Contagion in Real Estate Stocks

Number of pages: 42 Posted: 30 Sep 2016 Last Revised: 31 Aug 2017
Stanimira Milcheva and Bing Zhu
University College London and University of Reading - Henley Business School
Downloads 101 (416,637)

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Spatial CAPM, Systemic Risk, Idiosyncratic Risk, Contagion, Spillovers, Listed Property Returns, Economic Integration

4.

Distance to Headquarter and Real Estate Equity Performance

Forthcoming, Journal of Real Estate Finance and Economics
Number of pages: 37 Posted: 08 Jun 2020
Stanimira Milcheva, Yildiray Yildirim and Bing Zhu
University College London, Zicklin School of Business, Baruch College - The City University of New York and University of Reading - Henley Business School
Downloads 37 (686,875)

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Distance to headquarter, real estate returns

5.

Housing Market Stability, Mortgage Market Structure, and Monetary Policy: Evidence From the Euro Area

Journal of Housing Economics, Vol. 37, 2017
Posted: 15 Sep 2020
Bing Zhu, Michael Betzinger and Steffen P. Sebastian
University of Reading - Henley Business School, University of Regensburg and University of Regensburg - International Real Estate Business School (IREBS)

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6.

New Evidence on Housing Wealth and Consumption Channels

The Journal of Real Estate Finance and Economics, January 2019, Volume 58, Issue 1, pp 51–79
Posted: 15 May 2019 Last Revised: 31 Aug 2020
Bing Zhu, Lingxiao Li, David H. Downs and Steffen P. Sebastian
University of Reading - Henley Business School, California State University, Fullerton, Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and University of Regensburg - International Real Estate Business School (IREBS)

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Consumption; Housing wealth; Home-equity credit; Liquidity constraint

7.

Spatial Linkages in Returns and Volatilities Among U.S. Regional Housing Markets

Real Estate Economics, Vol. 41, No. 1, 29-64.
Posted: 02 Sep 2011 Last Revised: 12 Oct 2013
Bing Zhu, Roland Füss and Nico B. Rottke
University of Reading - Henley Business School, Swiss Finance Institute and European Business School (EBS) Wiesbaden - Department Finance, Accounting & Real Estate

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Spatial autocorrelation, volatility spillover effects, contagion, dynamic panel estimation, GARCH process

8.

The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices

Journal of Real Estate Finance and Economics, Vol. 42, No. 4, 2011
Posted: 09 Feb 2011
Bing Zhu, Roland Füss and Nico B. Rottke
University of Reading - Henley Business School, Swiss Finance Institute and European Business School (EBS) Wiesbaden - Department Finance, Accounting & Real Estate

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Spatial regression, Hedonic price model, Anisotropic spatial correlation, Simultaneous autoregressive model, Housing market