Kim Hiang Liow : Citation Profile


Are you Kim Hiang Liow?

National University of Singapore (NUS)

7

H index

5

i10 index

182

Citations

RESEARCH PRODUCTION:

44

Articles

11

Papers

RESEARCH ACTIVITY:

   23 years (1995 - 2018). See details.
   Cites by year: 7
   Journals where Kim Hiang Liow has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 21 (10.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli814
   Updated: 2018-08-11    RAS profile: 2018-03-03    
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Relations with other researchers


Works with:

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 (14)

Chang, Tsangyao (14)

Miller, Stephen (12)

Balcilar, Mehmet (12)

Hoesli, Martin (9)

Zhou, Jian (7)

Leung, Charles (5)

Hatemi-J, Abdulnasser (3)

Hamori, Shigeyuki (3)

Guidolin, Massimo (3)

Yang, Jian (2)

Cites to:

Wilson, Patrick (34)

Yilmaz, Kamil (25)

Engle, Robert (23)

Diebold, Francis (22)

Ling, David (15)

Antonakakis, Nikolaos (13)

Michayluk, David (12)

Pasquariello, Paolo (11)

Karolyi, G. (10)

cotter, john (9)

Bollerslev, Tim (8)

Main data


Where Kim Hiang Liow has published?


Journals with more than one article published# docs
Journal of Property Research12
The Journal of Real Estate Finance and Economics8
Journal of Property Investment & Finance7
Real Estate Economics3
Journal of Real Estate Research3
International Real Estate Review2
Economic Modelling2

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

Recent works citing Kim Hiang Liow (2018 and 2017)


YearTitle of citing document
2017Meta-Corporate Real Estate Management: Some preliminary thoughts. (2017). Heywood, Christopher ; Arkesteijn, Monique. In: ERES. RePEc:arz:wpaper:eres2017_180.

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2017The Hybrid Nature of Real Estate Trusts. (2017). Emmerling, Tom ; Yildirim, Yildiray ; Liu, Crocker . In: ERES. RePEc:arz:wpaper:eres2017_370.

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2017Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey. (2017). coskun, yener ; Yilmaz, Bilgi ; Selcuk-Kestel, Sevtap A. In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:4:p:199-215.

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2018Diversification Power of Real Estate Market Securities: The Role of Financial Crisis and Dividend Policy. (2018). Ilbasmis, Metin ; Zhao, Yuan ; Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7015.

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2017Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0023.

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2017An optimisation framework for thermal energy storage integration in a residential heat pump heating system. (2017). Renaldi, R ; Friedrich, D ; Kiprakis, A. In: Applied Energy. RePEc:eee:appene:v:186:y:2017:i:p3:p:520-529.

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2018Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia . In: Applied Energy. RePEc:eee:appene:v:215:y:2018:i:c:p:630-642.

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2018Interactions between stock, bond and housing markets. (2018). Dieci, Roberto ; Westerhoff, Frank ; Schmitt, Noemi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:43-70.

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2017Wealth effect revisited: Novel evidence on long term co-memories between real estate and stock markets. (2017). Babalos, Vassilios ; Kiohos, Apostolos ; Koulakiotis, Athanasios . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:217-222.

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2017Cyclical co-movements of private real estate, public real estate and equity markets: A cross-continental spectrum. (2017). Xiao, Qin ; Devaney, Steven. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:42-43:y:2017:i::p:132-151.

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2017Capital liberalization and various financial markets: Evidence from Taiwan. (2017). Huang, Paoyu ; Wu, Manhwa ; Ni, Yensen. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:265-274.

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2017Macroeconomic risks and REITs returns: A comparative analysis. (2017). Kodongo, Odongo ; Kola, Katlego . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1228-1243.

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2017Modified Sharpe Ratios in Real Estate Performance Measurement: Beyond the Standard Cornish Fisher Expansion. (2017). Prigent, Jean-Luc ; Barthélémy, Fabrice ; Mokrane, Mahdi ; Keenan, Donald ; Amedee-Manesme, Charles-Olivier. In: THEMA Working Papers. RePEc:ema:worpap:2017-20.

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2017The Financial Crisis and Co-Movement of Global Stock Markets—A Case of Six Major Economies. (2017). Jiang, Yonghong ; Hashmi, Shabir Mohsin ; Yu, Mengmeng . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:2:p:260-:d:90128.

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2017The Impact of the Global Financial Crisis on the Co-Integration Relationship between Reit and Stock Markets: A Dynamic Co-Integration Approach. (2017). Yuksel, Aydin S ; Ozturk, Hakki ; Erol, Umit . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:7:p:86-98.

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2018Increased Tail Dependence in Global Public Real Estate Markets. (2018). Deng, Yang ; Gong, PU. In: International Real Estate Review. RePEc:ire:issued:v:21:n:02:2018:p:145-168.

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2018Regime dependent volatilities and correlation in international securitized real estate markets. (2018). Liow, Kim Hiang ; Ye, Qing. In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:3:d:10.1007_s10663-017-9368-4.

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2018Is there really any Contagion among Major Equity and Securitized Real Estate Markets? Analysis from a New Perspective. (2018). , Eddie ; Kwan, KA. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:4:d:10.1007_s11146-016-9580-1.

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2018Fundamental Drivers of Dependence in REIT Returns. (2018). Alcock, Jamie ; Steiner, Eva. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:57:y:2018:i:1:d:10.1007_s11146-016-9562-3.

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2017A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach. (2017). Marfatia, Hardik ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201736.

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2018Co-movement and Causality between Nominal Exchange Rates and Interest Rate Differentials in BRICS Countries: A Wavelet Analysis. (2018). Chang, Tsangyao ; Bai, LU ; Li, Xiao-Lin ; Si, Deng-Kui. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:1:p:5-19.

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2018Ex-ante real estate Value at Risk calculation method. (2018). Barthélémy, Fabrice ; Amedee-Manesme, Charles-Olivier. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-2046-7.

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2017Corporate real estate, stock market valuation and the reputational effects of eco-certification. (2017). Freybote, Julia ; Qian, Lihong. In: Journal of Property Research. RePEc:taf:jpropr:v:34:y:2017:i:3:p:163-180.

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2018Interactions between stock, bond and housing markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto. In: BERG Working Paper Series. RePEc:zbw:bamber:133.

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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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2000IS CORPORATE REAL ESTATE PRICED IN THE STOCK MARKET? In: ERES.
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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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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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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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2012Co‐movements and Correlations Across Asian Securitized Real Estate and Stock Markets In: Real Estate Economics.
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article24
2013Value versus Growth International Real Estate Investment In: Real Estate Economics.
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2015Correlation Dynamics and Determinants in International Securitized Real Estate Markets In: Real Estate Economics.
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2016Real estate global beta and spillovers: An international study In: Economic Modelling.
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2018Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty In: Economic Modelling.
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2015Volatility spillover dynamics and relationship across G7 financial markets In: The North American Journal of Economics and Finance.
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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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2009Common factors in international securitized real estate markets In: Review of Financial Economics.
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article6
2007Cycles and common cycles in real estate markets In: International Journal of Managerial Finance.
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article4
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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2017Linkages between office markets in Europe: a volatility spillover perspective In: Journal of Property Investment & Finance.
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2007Regime switching and asset allocation: Evidence from international real estate security markets In: Journal of Property Investment & Finance.
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2008Extreme returns and value at risk in international securitized real estate markets In: Journal of Property Investment & Finance.
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2009Do Asian real estate companies add value to investment portfolio? In: Journal of Property Investment & Finance.
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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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2016Global financial crisis and cyclical co-movements of Asian financial markets In: Journal of Property Investment & Finance.
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2008A combined perspective of corporate real estate In: Post-Print.
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2013Extreme Dependence between Public Real Estate and Stock Markets: Some Asia-Pacific Evidence In: International Real Estate Review.
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2014An Assessment of the Relationship between Public Real Estate and Stock Markets at the Local, Regional, and Global Levels In: International Real Estate Review.
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article2
2004Risk-Adjusted Performance of Real Estate Stocks: Evidence From Developing Markets In: Journal of Real Estate Research.
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article9
2012Investment Dynamics of the Greater China Securitized Real Estate Markets In: Journal of Real Estate Research.
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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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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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2004Corporate Real Estate and Stock Market Performance In: The Journal of Real Estate Finance and Economics.
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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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article25
2009Correlation and Volatility Dynamics in International Real Estate Securities Markets In: The Journal of Real Estate Finance and Economics.
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article23
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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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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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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