11
H index
13
i10 index
481
Citations
Kim Hiang Liow : Citation Profile
National University of Singapore (NUS) | RESEARCH PRODUCTION: 54 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (1995 - 2020). 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:
| Cites to:
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Main data
Where Kim Hiang Liow has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| ERES / European Real Estate Society (ERES) | 9 |
Recent works citing Kim Hiang Liow (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | The Treynor Ratio as a Risk-adjusted Return of Croatian Listed Firms. (2023). Miletic, Marko ; Kramaric, Tomislava Pavic ; Pepur, Petar. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:12:y:2023:i:2:p:92-106. Full description at Econpapers || Download paper |
| 2023 | Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808. Full description at Econpapers || Download paper |
| 2023 | S&P 500 volatility, volatility regimes, and economic uncertainty. (2023). Chatrath, Arjun ; Adrangi, Bahram ; Raffiee, Kambiz. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1362-1387. Full description at Econpapers || Download paper |
| 2023 | Global uncertainty shocks and exchange-rate expectations in Latin America. (2023). Romero, José ; Ojeda-Joya, Jair. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004229. Full description at Econpapers || Download paper |
| 2023 | Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669. Full description at Econpapers || Download paper |
| 2023 | Inter-regional dependence of J-REIT stock prices: A heteroscedasticity-robust time series approach. (2023). Iitsuka, Yoshitaka ; Motegi, Kaiji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001759. Full description at Econpapers || Download paper |
| 2023 | The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches. (2023). Mo, Bin ; Ao, Zhiming ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000281. Full description at Econpapers || Download paper |
| 2023 | Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors. (2023). Kang, Sang Hoon ; Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000426. Full description at Econpapers || Download paper |
| 2023 | Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403. Full description at Econpapers || Download paper |
| 2023 | Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?. (2023). Vo, Xuan Vinh ; Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000189. Full description at Econpapers || Download paper |
| 2023 | Efficiency dynamics across segmented Bitcoin Markets: Evidence from a decomposition strategy. (2023). Mishra, Tapas ; Satchell, Stephen ; Gao, Yang ; Duan, Kun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000100. Full description at Econpapers || Download paper |
| 2023 | Realized higher-order moments spillovers between commodity and stock markets: Evidence from China. (2023). Xu, Yahua ; Gao, Wang ; Bouri, Elie ; Jin, Chen ; Zhang, Hongwei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000320. Full description at Econpapers || Download paper |
| 2023 | On the connection between international REITs and oil markets: The role of economic policy uncertainty. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000430. Full description at Econpapers || Download paper |
| 2023 | The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors. (2023). Ben Amar, Amine ; Balli, Faruk ; Billah, Mabruk. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x23000021. Full description at Econpapers || Download paper |
| 2023 | Analyses for the effects of investor sentiment on the price adjustment behaviors for stock market and REIT market. (2023). Tsai, Ming Shann ; Chiang, Shu Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:425-439. Full description at Econpapers || Download paper |
| 2023 | Road traffic mortality and economic uncertainty: Evidence from the United States. (2023). Vandoros, Sotiris ; Kanavos, Panos. In: Social Science & Medicine. RePEc:eee:socmed:v:326:y:2023:i:c:s0277953623002484. Full description at Econpapers || Download paper |
| 2023 | Asymmetric Wealth Effect between US Stock Markets and US Housing Market and European Stock Markets: Evidences from TAR and MTAR. (2023). Ramos, Patricia ; Gomes, Luis ; Coelho, Pedro. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:7:p:124-:d:1190209. Full description at Econpapers || Download paper |
| 2023 | Fractional Integration and Volatility Transmission Between Real Estate and Stock Markets: Novel Evidence from a FIGARCH-BEKK Approach. (2023). Babalos, Vassilios ; Kiohos, Apostolos ; Koulakiotis, Athanasios ; Kyriakou, Maria I. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:4:d:10.1007_s11146-021-09879-5. Full description at Econpapers || Download paper |
| 2023 | The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis. (2023). Guidolin, Massimo ; Petrova, Milena T ; Pedio, Manuela. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:1:d:10.1007_s11146-020-09769-2. Full description at Econpapers || Download paper |
| 2023 | Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19. (2023). Pergeris, Georgios ; Koutsokostas, Drosos ; Kenourgios, Dimitris ; Papathanasiou, Spyros. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-022-00292-y. Full description at Econpapers || Download paper |
| 2023 | Return and Volatility Connectedness in Foreign Exchange Markets of Sierra Leone. (2023). Osabuohien, Evans ; Johnson, Leroy. In: MPRA Paper. RePEc:pra:mprapa:118135. Full description at Econpapers || Download paper |
| 2023 | Long-Memory, Asymmetry and Fat-Tailed GARCH Models in Value-at-Risk Estimation: Empirical Evidence from the Global Real Estate Markets. (2023). Mighri, Zouheir ; Jaziri, Raouf. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:1:d:10.1007_s40953-022-00331-w. Full description at Econpapers || Download paper |
| 2023 | Forecasting housing investment. (2023). de Bondt, Gabe ; Gieseck, Arne ; Martinez, Carlos Caizares. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:543-565. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Kim Hiang Liow:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1995 | Capital Market Theory and Real Estate Asset Valuation - Some Issues and Research Implications In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2000 | IS CORPORATE REAL ESTATE PRICED IN THE STOCK MARKET? In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Return and Volatility Spill overs in Securitised Real Estate Markets In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Financial Structure of Real Estate Corporations: Some International Evidence In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Corporate real estate performance: A data-driven analysis In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2010 | IS THERE A COMMON TREND IN SECURITIZED REAL ESTATE MARKET CORRELATIONS WITH THE REGIONAL STOCK MARKET AND THE WORLD STOCK MARKET? In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2010 | PERFORMANCE DYNAMICS AND DIVERSIFICATION BENEFITS OF EUROPEAN PROPERTY SECURITIES In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Volatility interdependence in European securitised real estate markets: who is the most influential? In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Convergence dynamics in international real estate securities markets In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Who Influences the Asian–Pacific Real Estate Markets: The US, Japan or China? In: China & World Economy. [Full Text][Citation analysis] | article | 0 |
| 2012 | Co?movements and Correlations Across Asian Securitized Real Estate and Stock Markets In: Real Estate Economics. [Full Text][Citation analysis] | article | 44 |
| 2013 | Value versus Growth International Real Estate Investment In: Real Estate Economics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Correlation Dynamics and Determinants in International Securitized Real Estate Markets In: Real Estate Economics. [Full Text][Citation analysis] | article | 9 |
| 2016 | Real estate global beta and spillovers: An international study In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
| 2018 | Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty In: Economic Modelling. [Full Text][Citation analysis] | article | 58 |
| 2015 | Volatility spillover dynamics and relationship across G7 financial markets In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 36 |
| 2019 | Relationship between the United States housing and stock markets: Some evidence from wavelet analysis In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 2020 | Dynamic interdependence of ASEAN5 with G5 stock markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 5 |
| 2018 | The dynamics of volatility connectedness in international real estate investment trusts In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 15 |
| 2010 | Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 5 |
| 2020 | Is Housing the Business Cycle? A Multiresolution Analysis for OECD Countries In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 5 |
| 2009 | Common factors in international securitized real estate markets In: Review of Financial Economics. [Full Text][Citation analysis] | article | 10 |
| 2009 | Common factors in international securitized real estate markets.(2009) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2007 | Cycles and common cycles in real estate markets In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 6 |
| 2017 | Return and co-movement of major public real estate markets during global financial crisis In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 3 |
| 2017 | Linkages between office markets in Europe: a volatility spillover perspective In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 2 |
| 2019 | Dynamic interdependence between the US and the securitized real estate markets of the Asian-Pacific economies In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 4 |
| 2007 | Regime switching and asset allocation In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 2 |
| 2008 | Extreme returns and value at risk in international securitized real estate markets In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 10 |
| 2009 | Do Asian real estate companies add value to investment portfolio? In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 6 |
| 2014 | The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 8 |
| 2016 | Global financial crisis and cyclical co-movements of Asian financial markets In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 2 |
| 2018 | Dynamic Relationships between Price and Net Asset Value for Asian Real Estate Stocks In: IJFS. [Full Text][Citation analysis] | article | 0 |
| 2019 | Relationship between Foreign Macroeconomic Conditions and Asian-Pacific Public Real Estate Markets: The Relative Influence of the US and China In: IJFS. [Full Text][Citation analysis] | article | 0 |
| 2019 | Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence In: JRFM. [Full Text][Citation analysis] | article | 2 |
| 2008 | A combined perspective of corporate real estate In: Post-Print. [Citation analysis] | paper | 3 |
| 2004 | Risk-Adjusted Performance of Real Estate Stocks: Evidence From Developing Markets In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 15 |
| 2012 | Investment Dynamics of the Greater China Securitized Real Estate Markets In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 6 |
| 2017 | Switching Regime Beta Analysis of Global Financial Crisis: Evidence from International Public Real Estate Markets In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 1 |
| 2018 | Regime dependent volatilities and correlation in international securitized real estate markets In: Empirica. [Full Text][Citation analysis] | article | 1 |
| 2003 | Property Company Stock Price and Net Asset Value: A Mean Reversion Perspective. In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 5 |
| 2004 | Corporate Real Estate and Stock Market Performance In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 8 |
| 2005 | Long-Term Co-Memories and Short-Run Adjustment: Securitized Real Estate and Stock Markets In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 48 |
| 2009 | Correlation and Volatility Dynamics in International Real Estate Securities Markets In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 38 |
| 2009 | Long-term Memory in Volatility: Some Evidence from International Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 12 |
| 2010 | Volatility Decomposition and Correlation in International Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 7 |
| 2011 | Multiple Regimes and Volatility Transmission in Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 11 |
| 2013 | Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets? In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 0 |
| 2006 | Dynamic relationship between stock and property markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 28 |
| 2000 | The dynamics of the Singapore commercial property market In: Journal of Property Research. [Full Text][Citation analysis] | article | 6 |
| 2001 | Cyclical relationship between commercial real estate and property stock prices In: Journal of Property Research. [Full Text][Citation analysis] | article | 0 |
| 2003 | Interest rate sensitivity and risk premium of property stocks In: Journal of Property Research. [Full Text][Citation analysis] | article | 6 |
| 2006 | The Dynamics of Return Volatilty and Systematic Risk in International Real Estate Security Markets In: Journal of Property Research. [Full Text][Citation analysis] | article | 4 |
| 2008 | Financial Crisis and Asian Real Estate Securities Market Interdependence: Some Additional Evidence In: Journal of Property Research. [Full Text][Citation analysis] | article | 16 |
| 2008 | Nonlinear Return Dependence in Major Real Estate Markets In: Journal of Property Research. [Full Text][Citation analysis] | article | 1 |
| 2009 | Do retail firms benefit from real estate ownership? In: Journal of Property Research. [Full Text][Citation analysis] | article | 3 |
| 2009 | The significance and performance of property securities markets in the Asian IFCs In: Journal of Property Research. [Full Text][Citation analysis] | article | 3 |
| 2009 | Editorial In: Journal of Property Research. [Full Text][Citation analysis] | article | 0 |
| 2009 | Firm value, growth, profitability and capital structure of listed real estate companies: an international perspective In: Journal of Property Research. [Full Text][Citation analysis] | article | 0 |
| 2010 | Integration among USA, UK, Japanese and Australian securitised real estate markets: an empirical exploration In: Journal of Property Research. [Full Text][Citation analysis] | article | 3 |
| 2014 | Switching volatility and cross-market linkages in public property markets In: Journal of Property Research. [Full Text][Citation analysis] | article | 0 |
| 2015 | Risk-return convergence in international public property markets In: Journal of Property Research. [Full Text][Citation analysis] | article | 0 |
| 2019 | Co-movement between the US and the securitised real estate markets of the Asian-Pacific economies In: Journal of Property Research. [Full Text][Citation analysis] | article | 3 |
| 2001 | Real estate and corporate valuation: an asset pricing perspective In: Managerial and Decision Economics. [Full Text][Citation analysis] | article | 0 |
| 2011 | An assessment of the relationship between public real estate markets and stock markets at the local, regional, and global levels In: ZEW Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
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