Cointegration between housing prices: evidence from one hundred Chinese cities

X Xu, Y Zhang - Journal of Property Research, 2023 - Taylor & Francis
This study investigates cointegration between monthly housing prices from one hundred
Chinese cities for years 2010–2019, utilising both time-invariant and time-varying …

Network analysis of comovements among newly-built residential house price indices of seventy Chinese cities

X Xu, Y Zhang - International Journal of Housing Markets and …, 2024 - emerald.com
Purpose Understandings of house prices and their interrelationships have undoubtedly
drawn a great amount of attention from various market participants. This study aims to …

Contemporaneous causality among office property prices of major Chinese cities with vector error correction modeling and directed acyclic graphs

X Xu, Y Zhang - Journal of Modelling in Management, 2023 - emerald.com
Contemporaneous causality among office property prices of major Chinese cities with vector
error correction modeling and directed acyclic graphs | Emerald Insight Books and journals Case …

Geographically overlapping real estate assets, liquidity spillovers, and liquidity multiplier effects

C Wang, JP Cohen, JL Glascock - The Journal of Real Estate Finance and …, 2022 - Springer
When liquidity providers for one asset obtain information from other asset prices, this may
magnify the (upward or downward) comovement of asset liquidity. It also may yield an …

Three Essays on the Geography of Finance

C Wang - 2017 - digitalcommons.lib.uconn.edu
This dissertation consists of three essays on the geography of finance. In the first essay, we
study the relation between geographic dispersion and firm value. In the context of asset …

[PDF][PDF] Awards/Honors/Visiting Positions

JP Cohen - Policy, 2011 - cities.hartford.uconn.edu
Jeffrey P Cohen Page 1 1 Jeffrey P. Cohen revised 3/6/19 Education · Ph.D., Economics,
University of Maryland, College Park, December 1998 · MA, Economics, University of Maryland …

[PDF][PDF] Education and Professional Experience

H Chen - Policy, 2011 - business.uconn.edu
Currently tied for 26th in the world, for most publications in the top 3 real estate field journals
during 2018-2022, among 1,012 researchers who have published in those journals in that …