Patrick Wilson : Citation Profile


Are you Patrick Wilson?

University of Adelaide

10

H index

10

i10 index

435

Citations

RESEARCH PRODUCTION:

18

Articles

34

Papers

RESEARCH ACTIVITY:

   17 years (1992 - 2009). See details.
   Cites by year: 25
   Journals where Patrick Wilson has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 11 (2.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwi66
   Updated: 2021-11-28    RAS profile: 2021-05-10    
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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 Patrick Wilson.

Is cited by:

Liow, Kim (44)

GUPTA, RANGAN (22)

Chang, Tsangyao (18)

Balcilar, Mehmet (16)

Stevenson, Simon (14)

Miller, Stephen (14)

Lee, Chin (11)

Azali, M. (11)

Habibullah, Muzafar Shah (11)

Hoesli, Martin (9)

Razmi, Fatemeh (7)

Cites to:

Perron, Pierre (15)

Granger, Clive (14)

Engle, Robert (13)

Andrews, Donald (9)

Mei, Jianping (9)

Zivot, Eric (9)

Gyourko, Joseph (8)

Jorion, Philippe (8)

Shiller, Robert (8)

Keim, Donald (7)

Vogelsang, Timothy (6)

Main data


Where Patrick Wilson has published?


Journals with more than one article published# docs
Journal of Property Research3
Australian Journal of Labour Economics (AJLE)3
The Journal of Real Estate Finance and Economics3

Working Papers Series with more than one paper published# docs
Working Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney13
ERES / European Real Estate Society (ERES)13
Centre for International Economic Studies Working Papers / University of Adelaide, Centre for International Economic Studies2

Recent works citing Patrick Wilson (2021 and 2020)


YearTitle of citing document
2020THE INTER-RELATIONS BETWEEN CHINESE HOUSING MARKET, STOCK MARKET AND CONSUMPTION MARKET. (2020). Liu, Yang. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202051.

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2021Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach. (2021). Ravazzolo, Francesco ; GUPTA, RANGAN ; Caporin, Massimiliano. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302291.

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2020Dynamic interdependence of ASEAN5 with G5 stock markets. (2020). Liow, Kim ; Song, Jeongseop. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300042.

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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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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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2020Quantile causality between banking stock and real estate securities returns in the US. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Roubaud, D ; Bouri, E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:251-260.

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2021Housing price dynamics: The impact of stock market sentiment and the spillover effect. (2021). Osmer, Eric ; Zheng, Yao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:854-867.

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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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2021Beyond Agriculture: Alternative Geographies of Rural Land Investment and Place Effects across the United Kingdom. (2021). Hamiduddin, Iqbal ; Gallent, Nick ; Livingstone, Nicola ; Stirling, Phoebe ; Juntti, Meri. In: Land. RePEc:gam:jlands:v:10:y:2021:i:11:p:1153-:d:667624.

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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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2020Cointegration and adjustment dynamics of REIT and stock markets during the global financial and European debt crises. (2020). Ozturk, Hakki ; Yuksel, Asli ; Erol, Umit. In: Global Business and Economics Review. RePEc:ids:gbusec:v:23:y:2020:i:1:p:23-49.

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2021Market The (De)merits of using Integral Transforms in Predicting Structural Break Points. (2021). Sebehela, Tumellano ; Kola, Katlego . In: International Real Estate Review. RePEc:ire:issued:v:24:n:03:2021:p:405-467.

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2021The Relationship Between China’s Real Estate Market and Industrial Metals Futures Market: Evidence from Non-price Measures of the Real Estate Market. (2021). Tongurai, Jittima ; Chen, Xiangyu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09334-8.

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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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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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2021A Bayesian piecewise linear model for the detection of breakpoints in housing prices. (2021). Rahman, Hafizur ; Tomal, Jabed H. In: METRON. RePEc:spr:metron:v:79:y:2021:i:3:d:10.1007_s40300-021-00223-8.

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2020The impact of UK household overconfidence in public information on house prices. (2020). Shin, Jinho ; Cho, Youngha ; Hwang, Soosung. In: Journal of Property Research. RePEc:taf:jpropr:v:37:y:2020:i:4:p:360-389.

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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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Works by Patrick Wilson:


YearTitleTypeCited
2003Does it Pay to Diversify Real Estate Assets? - A Literary Perspective In: Centre for International Economic Studies Working Papers.
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paper2
2003Trends and Spectral Response: An Examination of the US Realty Market In: Centre for International Economic Studies Working Papers.
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1995Measuring the Degree of Integration Amongst International Real Estate and Financial Asset Markets In: ERES.
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1996Rolling and Recursive Tests of Stability on Market Integration - Consideration of Real Estate and Equity Markets In: ERES.
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1998Cyclical Patterns in Risk Premia Estimates for Securitised Property Markets: Some International Comparisons In: ERES.
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1999Forecasts in the Property Sector using Spectral Regression - a Moving Spectral Window Approach In: ERES.
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1999Using Non Linear Tests to Determine Whether Real Estate and Equity Markets are Cointegrated In: ERES.
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1999Modelling the Relationship between Real Estate Returns and the Business Cycle In: ERES.
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paper0
2000ENHANCING INFORMATION USE TO IMPROVE PREDICTIVE PERFORMANCE IN PROPERTY MARKETS In: ERES.
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paper0
2002Structural Breaks and Diversification: The Impact of the 1997 Asian Financial Crisis on the Integration of Asia Pacific Real Estate Markets In: ERES.
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paper60
2006Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets.(2006) In: Journal of International Money and Finance.
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article
2002Structural Breaks and Diversification: The Impact of the 1997 Asian Financial Crisis on the Integration of Asia-Pacific Real Estate Markets.(2002) In: Working Paper Series.
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paper
2004Volatility, Correlation and Returns Dynamics between the US and UK Securitised Real Estate Markets In: ERES.
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2004Real Estate Markets In: ERES.
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paper50
2005Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities In: ERES.
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paper11
2007Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities.(2007) In: The European Journal of Finance.
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This paper has another version. Agregated cites: 11
article
2006PERMANENT AND TRANSITORY DRIVERS OF SECURITISED REAL ESTATE In: ERES.
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paper0
2007The Performance and Long-Run Driving Forces of Securitised Property in the Australian and United Kingdom Markets In: ERES.
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2003Potential Diversification Benefits In The Presence Of Unknown Structural Breaks: An Australian Case Study In: Australian Economic Papers.
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article3
1997Using Nonlinear Tests to Examine Integration Between Real Estate and Stock Markets In: Real Estate Economics.
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article96
1995Using Non-Linear Tests to Examine Integration Between Real Estate and Equity Markets.(1995) In: Working Paper Series.
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This paper has another version. Agregated cites: 96
paper
2004Another look at the forecast performance of ARFIMA models In: International Review of Financial Analysis.
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article6
2009Equity and fixed income markets as drivers of securitised real estate In: Review of Financial Economics.
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article5
1992Variations in Market Duration and Likelihood of Sale. In: Western Sydney - School of Business And Technology.
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paper0
1992Do the Smart Get Richer? Housing Market Patterns in Benefits to Sellers. In: Western Sydney - School of Business And Technology.
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paper0
1993Monocentricity and Its Application to the Sydney Housing Market. In: Western Sydney - School of Business And Technology.
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2004Trends in work stoppages : a global perspective In: ILO Working Papers.
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paper3
2008Predictability of Equity REIT Returns: Implications for Property Tactical Asset Allocation In: International Real Estate Review.
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article1
2002Relationships between Australian Real Estate and Stock Market Prices--A Case of Market Inefficiency. In: Journal of Forecasting.
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article28
1999Long-Term Dependencies and Long Run non-Periodic Co-Cycles: Real Estate and Stock Markets In: Journal of Real Estate Research.
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article26
1998Step Interventions and Market Integration: Tests in the U.S., U.K., and Australian Property Markets. In: The Journal of Real Estate Finance and Economics.
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article6
2000The Causal Relationship between Real Estate and Stock Markets. In: The Journal of Real Estate Finance and Economics.
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article77
2007Foreign Property Shocks and the Impact on Domestic Securitized Real Estate Markets: An Unobserved Components Approach In: The Journal of Real Estate Finance and Economics.
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article10
2000The Accord and strikes: an International perspective In: Australian Journal of Labour Economics (AJLE).
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article2
2001The Accord and Strikes: An International Perspective.(2001) In: Economics Working Papers.
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2004Forecasting Australian Unemployment Rates using Spectral Analysis In: Australian Journal of Labour Economics (AJLE).
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2005The Decline of Seasonality in Australian Quarterly Aggregate Strike Statistics: 1983-2003 In: Australian Journal of Labour Economics (AJLE).
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2003Common trends and spectral response: a case study on the US In: Journal of Property Research.
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article4
2007Real Estate ‘Value’ Stocks and International Diversification In: Journal of Property Research.
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article2
2008Big City Difference? Another Look at Factors Driving House Prices In: Journal of Property Research.
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article3
1999A Stochastic Approach to Modelling and Forecasting Dependent Time-Series In: Research Paper Series.
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2003International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature In: Working Paper Series.
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paper26
1992Performance Differences Within the Market for Housing In: Working Paper Series.
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1993Shared Information - Comparing Multilist and Franchise Operations In: Working Paper Series.
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1993In Shared Information Services is Size Important? In: Working Paper Series.
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1993Circumstantial Evidence of the Influence of Estate Agents on Exchange Price and Market Reserve Price In: Working Paper Series.
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1994Are Real Estate and Securities Markets Integrated? Some Australian Evidence In: Working Paper Series.
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1995Comparing and Contrasting Native Property Title Claims in South Africa and Australia In: Working Paper Series.
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1995Measuring the Degree of Integration Amongst Domestic and International Real Estate and Financial Assets Markets In: Working Paper Series.
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1996Unit Root Testing with Known and Unknown Structural Breaks in Property and Equity Markets In: Working Paper Series.
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1996Fractional Co-Integration in Domestic and International Real Estate and Stock Markets In: Working Paper Series.
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1998Regime Switches in Property Market Risk Premiums: Some International Comparisons In: Working Paper Series.
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paper1

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