Kim Hiang Liow : Citation Profile


Are you Kim Hiang Liow?

National University of Singapore (NUS)

9

H index

9

i10 index

344

Citations

RESEARCH PRODUCTION:

55

Articles

11

Papers

RESEARCH ACTIVITY:

   25 years (1995 - 2020). See details.
   Cites by year: 13
   Journals where Kim Hiang Liow has often published
   Relations with other researchers
   Recent citing documents: 66.    Total self citations: 31 (8.27 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli814
   Updated: 2021-10-16    RAS profile: 2021-01-01    
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Relations with other researchers


Works with:

LI, Qiang (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Kim Hiang Liow.

Is cited by:

GUPTA, RANGAN (25)

Balcilar, Mehmet (15)

Chang, Tsangyao (14)

Stevenson, Simon (13)

Miller, Stephen (12)

Hoesli, Martin (9)

Leung, Charles (8)

Zhou, Jian (7)

Owusu Junior, Peterson (5)

Tiwari, Aviral (4)

Hamori, Shigeyuki (4)

Cites to:

Wilson, Patrick (44)

Engle, Robert (36)

Yilmaz, Kamil (36)

Diebold, Francis (33)

Ling, David (24)

Hoesli, Martin (21)

Antonakakis, Nikolaos (18)

Karolyi, G. (16)

Michayluk, David (15)

Stevenson, Simon (15)

Pesaran, M (14)

Main data


Where Kim Hiang Liow has published?


Journals with more than one article published# docs
Journal of Property Research15
The Journal of Real Estate Finance and Economics8
Journal of Property Investment & Finance8
Journal of Real Estate Research3
Real Estate Economics3
International Journal of Financial Studies2
Economic Modelling2
Journal of Housing Economics2
The North American Journal of Economics and Finance2

Working Papers Series with more than one paper published# docs
ERES / European Real Estate Society (ERES)9

Recent works citing Kim Hiang Liow (2021 and 2020)


YearTitle of citing document
2021Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455.

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2021Interdependence among West African stock markets: A dimension of regional financial integration. (2021). Kalu O., Emenike. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:2:p:288-299.

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2021Has Chinas Housing Production Peaked?. (2021). Rogoff, Kenneth ; Yang, Yuanchen. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:1:p:1-31.

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2020Connectedness Among Economic Policy Uncertainties: Evidence from the Time and Frequency Domain Perspectives. (2020). Huiwen, Zou ; Jinxin, Cui. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:5:p:401-433:n:2.

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2021How did the asset markets change after the Global Financial Crisis?. (2021). Leung, Charles ; Chang, Kuang-Liang. In: ISER Discussion Paper. RePEc:dpr:wpaper:1124.

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2020Are Uncertainties across the World Convergent?. (2020). GUPTA, RANGAN ; Gözgör, Giray ; Marco, Chi Keung ; Christou, Christina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00608.

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2021Have cross-category spillovers of economic policy uncertainty changed during the US–China trade war?. (2021). Nong, Huifu. In: Journal of Asian Economics. RePEc:eee:asieco:v:74:y:2021:i:c:s1049007821000415.

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2020Macro-uncertainty and financial stress spillovers in the Eurozone. (2020). Mikaliunaite, Ieva ; Cipollini, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:546-558.

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2021Financial spillovers and spillbacks: New evidence from China and G7 countries. (2021). Zhao, Yang ; Shi, Yukun ; Jing, Zhongbo ; Fang, YI. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:184-200.

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2021The joint spillover index. (2021). Wiesen, Thomas ; Lastrapes, William ; Thomas, . In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:681-691.

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2020Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304085.

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2020Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301157.

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2021Analysis of the cross-region risk contagion effect in stock market based on volatility spillover networks: Evidence from China. (2021). Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302400.

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2020Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19. (2020). Corbet, Shaen ; Gunay, Samet ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303182.

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2021Information transmission between oil and housing markets. (2021). Balli, Hatice ; Syed, Iqbal ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000050.

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2020Spillover among financial, industrial and consumer uncertainties. The case of EU member states. (2020). Åšmiech, SÅ‚awomir ; Hussain, Syed Jawad ; Papie, Monika. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301411.

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2020Examining the relationship between policy uncertainty and market uncertainty across the G7. (2020). Smales, Lee. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301848.

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2020Credit risk assessment in real estate investment trusts: A perspective on blockholding and lending networks. (2020). Kanno, Masayasu. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302003.

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2021Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach. (2021). Ye, Jinqiang ; Urquhart, Andrew ; Li, Zeming ; Duan, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000685.

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2020Does the jump risk in the US market matter for Japan and Hong Kong? An investigation on the REIT market. (2020). Wang, Yung-Jang ; Chang, Kuang-Liang ; HE, CHI-WEI . In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s154461231830761x.

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2020Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods. (2020). Hussain, Syed Jawad ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:66-82.

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2021The dynamics of the relationship between real estate and stock markets in an energy-based economy: The case of Qatar. (2021). Zeitun, Rami ; Eissa, Mohamad Abdelaziz ; al Refai, Hisham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494921000050.

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2021The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis. (2021). Zhang, Hongwei ; Huang, Jianbai ; Ding, Qian. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000945.

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2020Gold, platinum, and expected Bitcoin returns. (2020). Wang, Mei ; Burggraf, Tobias ; Duc, Toan Luu. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x20300177.

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2020Risk classification of Asian real estate funds and their performance. (2020). Man, Tiffany Ching ; Mansley, Nick ; Wang, Zilong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:63:y:2020:i:c:s0927538x20301190.

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2021Economic uncertainty and its spillover networks: Evidence from the Asia-Pacific countries. (2021). Chen, Hao ; Ding, Saijie ; Tang, Wenjin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000469.

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2020Interindustry volatility spillover effects in China’s stock market. (2020). Jin, Xue ; Liu, Zhe ; Yin, Kedong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316632.

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2021New test of contagion with application on the Brexit referendum. (2021). Kevin, Ka Kwan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:564:y:2021:i:c:s0378437120307810.

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2021The impact of economic policy uncertainty on stock volatility: Evidence from GARCH–MIDAS approach. (2021). Huang, Yirong ; Yu, Xiaoling. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:570:y:2021:i:c:s0378437121000662.

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2020Feedback trading strategies and long-term volatility. (2020). Koulakiotis, Athanasios ; Kiohos, Apostolos ; Babalos, Vassilios ; Kyriakou, Maria I. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:181-189.

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2020Fed’s unconventional monetary policy and risk spillover in the US financial markets. (2020). Ozdemir, Zeynel ; Balcilar, Mehmet ; Wohar, Mark E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:42-52.

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2020Financial stress dynamics in China: An interconnectedness perspective. (2020). Li, Jianping ; Sun, Xiaolei ; Le, Wei ; Yao, Xiaoyang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:217-238.

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2020Co-movement across european stock and real estate markets. (2020). Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:189-208.

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2021Dynamic connectedness of major financial markets in China and America. (2021). Chen, Shoudong ; Lin, Sihan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:646-656.

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2020Uncovering the global network of economic policy uncertainty. (2020). Zhao, Wan-Li ; Marfatia, Hardik ; Ji, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919311845.

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2020Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach. (2020). GUPTA, RANGAN ; Gabauer, David. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:167-173.

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2020Integration between real estate and stock markets: new evidence from Pakistan. (2020). Ali, Shoaib ; Yousaf, Imran. In: International Journal of Housing Markets and Analysis. RePEc:eme:ijhmap:ijhma-01-2020-0001.

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2020The dynamics of listed property companies in Indonesia. (2020). Razali, Muhammad Najib ; Nguyen, Thi Kim . In: Journal of Property Investment & Finance. RePEc:eme:jpifpp:jpif-06-2019-0073.

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2020Comparison on Subannual Seasonality of Building Construction in European Countries. (2020). Zmarzly, Dariusz ; Mach, Lukasz ; Fracz, Pawel ; Dabrowski, Ireneusz . In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:4:p:241-257.

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2020Correlation of Economic Development of Countries with the Potential of their Housing Real Estate Markets: A Case Study in the European Union. (2020). Mach, Lukasz ; Dabrowski, Ireneusz ; Kuswik, Arkadiusz ; Mikolajczyk, Lukasz. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:special1:p:660-678.

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2020How Does the Spillover among Natural Gas, Crude Oil, and Electricity Utility Stocks Change over Time? Evidence from North America and Europe. (2020). Hamori, Shigeyuki ; Nakajima, Tadahiro ; He, Xie ; Zhang, Wenting. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:3:p:727-:d:317715.

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2020Overreaction in the REITs Market: New Evidence from Quantile Autoregression Approach. (2020). Julio, Ivan F ; Manohar, Catherine Anitha ; Ngene, Geoffrey M. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:282-:d:445319.

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2020Recent Advancements in Section “Economics and Finance”. (2020). Stengos, Thanasis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:289-:d:448153.

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2021Novel Exploratory Spatiotemporal Analysis to Identify Sociospatial Patterns at Small Areas Using Property Transaction Data in Dublin. (2021). McArdle, Gavin ; Rabiei-Dastjerdi, Hamidreza. In: Land. RePEc:gam:jlands:v:10:y:2021:i:6:p:566-:d:563961.

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2021Revisiting Investability of Heritage Properties through Indexation and Portfolio Frontier Analysis. (2021). Cheng, Chin Tiong ; Lai, Kong Seng ; Wong, Wai Fang ; Gan, Yee-Siang ; Teck, Gabriel Hoh. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:91-:d:551318.

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2020Importance of Proper Monetary Liquidity: Sustainable Development of the Housing and Stock Markets. (2020). Tsai, I-Chun ; I-Chun Tsai, ; Chiang, Ming-Chu . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:21:p:8989-:d:436897.

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2020Cross Border Real Estate Investments and Commercial Office Property Market Performance: Evidence from Australia. (2020). Wong, Peng Yew ; Mintah, Kwabena. In: International Real Estate Review. RePEc:ire:issued:v:23:n:02:2020:p:211-234.

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2020Momentum Strategies with Home Price Indices and Stocks. (2020). Yang, Jing ; Li, Yuming. In: International Real Estate Review. RePEc:ire:issued:v:23:n:02:2020:p:235-266.

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2020Cross Border Real Estate Investments and Commercial Office Property Market Performance: Evidence from Australia. (2020). Wong, Peng Yew ; Mintah, Kwabena. In: International Real Estate Review. RePEc:ire:issued:v:23:n:02:2020:p:837-860.

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2020Momentum Strategies with Home Price Indices and Stocks. (2020). Yang, Jing ; Li, Yuming. In: International Real Estate Review. RePEc:ire:issued:v:23:n:02:2020:p:861-892.

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2020Diversification and portfolio theory: a review. (2020). Koumou, Gilles Boevi. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00352-6.

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2021The Effect of Legal Environment and Regulatory Structure on Performance: Cross-Country Evidence from REITs. (2021). Petrova, Milena ; Ghosh, Chinmoy. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:1:d:10.1007_s11146-019-09742-8.

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2020Cross-Category, Trans-Pacific Spillovers of Policy Uncertainty and Financial Market Volatility. (2020). Thiem, Christopher. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:2:d:10.1007_s11079-019-09559-1.

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2021Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan. (2021). Imran, Zulfiqar Ali ; Ahad, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:107613.

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2020Assessing the extent of exchange rate risk pricing in equity markets: emerging versus developed economies. (2020). Bonga-Bonga, Lumengo ; Mpoha, Salifya. In: MPRA Paper. RePEc:pra:mprapa:99597.

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2020Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin ; Nel, Jacobus A ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:202005.

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2021High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests. (2021). GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:202159.

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2020.

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2020Monetary policy uncertainty spillovers in time and frequency domains. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin ; Nel, Jacobus A ; Marco, Chi Keung. In: Journal of Economic Structures. RePEc:spr:jecstr:v:9:y:2020:i:1:d:10.1186_s40008-020-00219-z.

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2020The volatility spillover effects among risk appetite indexes: insight from the VIX and the rise. (2020). Alola, Andrew Adewale ; Skenderoglu, Omer ; Akdag, Saffet. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:13:y:2020:i:1:d:10.1007_s12076-020-00244-3.

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2020Pitfalls in long memory research. (2020). , Chandrashekhar ; Madhavan, Vinodh ; Saha, Kunal ; McMillan, David ; Shekhar, Chandra. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:8:y:2020:i:1:p:1733280.

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2021Future research opportunities for Asian real estate. (2021). Newell, Graeme. In: International Journal of Urban Sciences. RePEc:taf:rjusxx:v:25:y:2021:i:2:p:272-290.

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2020Co-Integration Test of Selected Indexes on the Share Market and Index of Housing Real Estate Prices. (2020). Rafal, Wolski. In: Real Estate Management and Valuation. RePEc:vrs:remava:v:28:y:2020:i:1:p:100-111:n:9.

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2020A tale of two shocks: The dynamics of international real estate markets. (2020). Bekiros, Stelios ; Jayasekera, Ranadeva ; Ege, Oskar ; Uddin, Gazi Salah ; Dahlstrom, Amanda. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:1:p:3-27.

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2021Dynamic return and volatility spillovers among S&P 500, crude oil, and gold. (2021). Balcilar, Mehmet ; Ozdemir, Zeynel Abidin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:153-170.

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2021The spillover effects of economic policy uncertainty on the oil, gold, and stock markets: Evidence from China. (2021). Zhang, Bing ; Zhao, Yancai ; Gao, Ruzhao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2134-2141.

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Works by Kim Hiang Liow:


YearTitleTypeCited
1995Capital Market Theory and Real Estate Asset Valuation - Some Issues and Research Implications In: ERES.
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paper0
2000IS CORPORATE REAL ESTATE PRICED IN THE STOCK MARKET? In: ERES.
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paper0
2003Return and Volatility Spill overs in Securitised Real Estate Markets In: ERES.
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2003Financial Structure of Real Estate Corporations: Some International Evidence In: ERES.
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2003Corporate real estate performance: A data-driven analysis In: ERES.
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paper0
2010IS THERE A COMMON TREND IN SECURITIZED REAL ESTATE MARKET CORRELATIONS WITH THE REGIONAL STOCK MARKET AND THE WORLD STOCK MARKET? In: ERES.
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paper0
2010PERFORMANCE DYNAMICS AND DIVERSIFICATION BENEFITS OF EUROPEAN PROPERTY SECURITIES In: ERES.
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2012Volatility interdependence in European securitised real estate markets: who is the most influential? In: ERES.
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2012Convergence dynamics in international real estate securities markets In: ERES.
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paper0
2019Who Influences the Asian–Pacific Real Estate Markets: The US, Japan or China? In: China & World Economy.
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article0
2012Co?movements and Correlations Across Asian Securitized Real Estate and Stock Markets In: Real Estate Economics.
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article34
2013Value versus Growth International Real Estate Investment In: Real Estate Economics.
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article1
2015Correlation Dynamics and Determinants in International Securitized Real Estate Markets In: Real Estate Economics.
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article8
2016Real estate global beta and spillovers: An international study In: Economic Modelling.
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article3
2018Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty In: Economic Modelling.
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article28
2015Volatility spillover dynamics and relationship across G7 financial markets In: The North American Journal of Economics and Finance.
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article18
2019Relationship between the United States housing and stock markets: Some evidence from wavelet analysis In: The North American Journal of Economics and Finance.
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article1
2020Dynamic interdependence of ASEAN5 with G5 stock markets In: Emerging Markets Review.
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article1
2018The dynamics of volatility connectedness in international real estate investment trusts In: Journal of International Financial Markets, Institutions and Money.
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article4
2010Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts In: Journal of Housing Economics.
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article4
2020Is Housing the Business Cycle? A Multiresolution Analysis for OECD Countries In: Journal of Housing Economics.
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article2
2009Common factors in international securitized real estate markets In: Review of Financial Economics.
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article9
2007Cycles and common cycles in real estate markets In: International Journal of Managerial Finance.
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article5
2017Return and co-movement of major public real estate markets during global financial crisis: A frequency domain approach In: Journal of Property Investment & Finance.
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article3
2017Linkages between office markets in Europe: a volatility spillover perspective In: Journal of Property Investment & Finance.
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article1
2019Dynamic interdependence between the US and the securitized real estate markets of the Asian-Pacific economies In: Journal of Property Investment & Finance.
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article1
2007Regime switching and asset allocation: Evidence from international real estate security markets In: Journal of Property Investment & Finance.
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article2
2008Extreme returns and value at risk in international securitized real estate markets In: Journal of Property Investment & Finance.
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article3
2009Do Asian real estate companies add value to investment portfolio? In: Journal of Property Investment & Finance.
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article6
2014The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages In: Journal of Property Investment & Finance.
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article4
2016Global financial crisis and cyclical co-movements of Asian financial markets In: Journal of Property Investment & Finance.
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article1
2018Dynamic Relationships between Price and Net Asset Value for Asian Real Estate Stocks In: International Journal of Financial Studies.
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article0
2019Relationship between Foreign Macroeconomic Conditions and Asian-Pacific Public Real Estate Markets: The Relative Influence of the US and China In: International Journal of Financial Studies.
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article0
2019Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence In: Journal of Risk and Financial Management.
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article2
2008A combined perspective of corporate real estate In: Post-Print.
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paper1
2004Risk-Adjusted Performance of Real Estate Stocks: Evidence From Developing Markets In: Journal of Real Estate Research.
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article14
2012Investment Dynamics of the Greater China Securitized Real Estate Markets In: Journal of Real Estate Research.
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article5
2017Switching Regime Beta Analysis of Global Financial Crisis: Evidence from International Public Real Estate Markets In: Journal of Real Estate Research.
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article0
2018Regime dependent volatilities and correlation in international securitized real estate markets In: Empirica.
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article1
2003Property Company Stock Price and Net Asset Value: A Mean Reversion Perspective. In: The Journal of Real Estate Finance and Economics.
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article5
2004Corporate Real Estate and Stock Market Performance In: The Journal of Real Estate Finance and Economics.
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article8
2005Long-Term Co-Memories and Short-Run Adjustment: Securitized Real Estate and Stock Markets In: The Journal of Real Estate Finance and Economics.
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article38
2009Correlation and Volatility Dynamics in International Real Estate Securities Markets In: The Journal of Real Estate Finance and Economics.
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2009Long-term Memory in Volatility: Some Evidence from International Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics.
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2010Volatility Decomposition and Correlation in International Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics.
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2011Multiple Regimes and Volatility Transmission in Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics.
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2013Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets? In: The Journal of Real Estate Finance and Economics.
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2006Dynamic relationship between stock and property markets In: Applied Financial Economics.
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2006Corporate real estate management in Singapore: A business management perspective In: International Journal of Strategic Property Management.
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2000The dynamics of the Singapore commercial property market In: Journal of Property Research.
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2001Cyclical relationship between commercial real estate and property stock prices In: Journal of Property Research.
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2003Interest rate sensitivity and risk premium of property stocks In: Journal of Property Research.
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2005Co?skewness and Co?kurtosis in Global Real Estate Securities In: Journal of Property Research.
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2006The Dynamics of Return Volatilty and Systematic Risk in International Real Estate Security Markets In: Journal of Property Research.
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2008Financial Crisis and Asian Real Estate Securities Market Interdependence: Some Additional Evidence In: Journal of Property Research.
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2008Nonlinear Return Dependence in Major Real Estate Markets In: Journal of Property Research.
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2009Do retail firms benefit from real estate ownership? In: Journal of Property Research.
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2009The significance and performance of property securities markets in the Asian IFCs In: Journal of Property Research.
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2009Editorial In: Journal of Property Research.
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2009Firm value, growth, profitability and capital structure of listed real estate companies: an international perspective In: Journal of Property Research.
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2010Integration among USA, UK, Japanese and Australian securitised real estate markets: an empirical exploration In: Journal of Property Research.
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2014Switching volatility and cross-market linkages in public property markets In: Journal of Property Research.
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2015Risk-return convergence in international public property markets In: Journal of Property Research.
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2019Co-movement between the US and the securitised real estate markets of the Asian-Pacific economies In: Journal of Property Research.
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2001Real estate and corporate valuation: an asset pricing perspective In: Managerial and Decision Economics.
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2011An assessment of the relationship between public real estate markets and stock markets at the local, regional, and global levels In: ZEW Discussion Papers.
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