Xiaoxia Zhou

Shanghai University of Finance and Economics-School of Finance

777 Guoding Road

Shanghai, AK Shanghai 200433

China

SCHOLARLY PAPERS

5

DOWNLOADS

156

CITATIONS

3

Scholarly Papers (5)

1.

Inside Job: Evidence From the Chinese Housing Market

Number of pages: 40 Posted: 09 Dec 2018 Last Revised: 18 Jun 2019
Belk College of Business, UNC Charlotte, Renmin University of China - School of Business, Renmin University of China - School of Business and Shanghai University of Finance and Economics-School of Finance
Downloads 75 (312,664)

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Government Officials, Insider Trading, Housing Market, Housing Purchase Restriction Policy, China

2.

Co-Movements and Systematic Risk of Asian Securitized Real Estate Markets: A Wavelet Analysis

Number of pages: 32 Posted: 22 May 2017
Kim Hiang Liow, Xiaoxia Zhou, Li Qiang and Yuting Huang
National University of Singapore (NUS) - Department of Real Estate, Shanghai University of Finance and Economics-School of Finance, National University of Singapore (NUS) and National University of Singapore (NUS) - Department of Real Estate
Downloads 47 (393,237)

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Co-movement, systematic risk, wavelets, local stock market, global stock markets, securitized real estate markets

3.

The Dynamics of Volatility Connectedness and Implication for Market Integration in China's Financial Markets

Number of pages: 23 Posted: 13 Jun 2018
Kim Hiang Liow and Xiaoxia Zhou
National University of Singapore (NUS) - Department of Real Estate and Shanghai University of Finance and Economics-School of Finance
Downloads 26 (480,978)

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Financial Markets, Public Real Estate, Volatility Connectedness, Granger Causality Test, Market Integration Generalized Impulse Response Functions

4.

A Wavelet-Based Study of Systematic Risk: The Public Real Estate Markets Case

Number of pages: 27 Posted: 14 Jun 2018
Kim Hiang Liow and Xiaoxia Zhou
National University of Singapore (NUS) - Department of Real Estate and Shanghai University of Finance and Economics-School of Finance
Downloads 8 (585,988)

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real estate local betas, real estate global betas, wavelets, continuous wavelet transform, local stock market, global stock market

Correlation Dynamics and Determinants in International Securitized Real Estate Markets

Real Estate Economics, Vol. 43, Issue 3, pp. 537-585, 2015
Number of pages: 49 Posted: 04 Aug 2015
Kim Hiang Liow, Xiaoxia Zhou and Qing Ye
National University of Singapore (NUS) - Department of Real Estate, Shanghai University of Finance and Economics-School of Finance and National University of Singapore (NUS) - Department of Real Estate
Downloads 0
Citation 3
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Correlation Dynamics and Determinants in International Securitized Real Estate Markets

Real Estate Economics, Forthcoming
Posted: 08 Jun 2014
Kim Hiang Liow, Xiaoxia Zhou and Ye Qing
National University of Singapore (NUS) - Department of Real Estate, Shanghai University of Finance and Economics-School of Finance and National University of Singapore (NUS) - Department of Real Estate

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real estate securities markets, correlation dependence, correlation regime, real estate factors