Kim Hiang Liow : Citation Profile


Are you Kim Hiang Liow?

National University of Singapore (NUS)

11

H index

13

i10 index

498

Citations

RESEARCH PRODUCTION:

56

Articles

11

Papers

RESEARCH ACTIVITY:

   25 years (1995 - 2020). See details.
   Cites by year: 19
   Journals where Kim Hiang Liow has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 34 (6.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli814
   Updated: 2024-01-16    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 (30)

Stevenson, Simon (15)

Balcilar, Mehmet (15)

Chang, Tsangyao (14)

Miller, Stephen (12)

Hoesli, Martin (12)

Vieira, Isabel (9)

Zhou, Jian (8)

Leung, Charles (8)

Balli, Faruk (7)

Papathanasiou, Spyros (7)

Cites to:

Wilson, Patrick (45)

Yilmaz, Kamil (44)

Engle, Robert (39)

Diebold, Francis (39)

Michayluk, David (29)

Hoesli, Martin (27)

Ling, David (25)

Antonakakis, Nikolaos (18)

Karolyi, G. (17)

Stevenson, Simon (16)

Oikarinen, Elias (15)

Main data


Where Kim Hiang Liow has published?


Journals with more than one article published# docs
Journal of Property Research15
Journal of Property Investment & Finance8
The Journal of Real Estate Finance and Economics8
Journal of Real Estate Research3
Real Estate Economics3
IJFS2
Journal of Housing Economics2
Economic Modelling2
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 (2024 and 2023)


YearTitle of citing document
2023The 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.

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2023Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808.

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2023S&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.

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2023Global 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.

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2023Frequency 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.

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2023Inter-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.

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2023The 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.

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2023Spillover 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.

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2023Volatility 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.

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2023Portfolio 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.

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2023Efficiency 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.

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2023Realized 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.

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2023On 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.

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2023The 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.

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2023Analyses 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.

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2023Road 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.

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2023Asymmetric 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.

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2023Fractional 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.

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2023The 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.

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2023Can 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.

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2023Return and Volatility Connectedness in Foreign Exchange Markets of Sierra Leone. (2023). Osabuohien, Evans ; Johnson, Leroy. In: MPRA Paper. RePEc:pra:mprapa:118135.

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2023Long-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.

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2023Forecasting 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.

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2023.

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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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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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article46
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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article9
2016Real estate global beta and spillovers: An international study In: Economic Modelling.
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article6
2018Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty In: Economic Modelling.
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article58
2015Volatility spillover dynamics and relationship across G7 financial markets In: The North American Journal of Economics and Finance.
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article36
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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article5
2020Dynamic interdependence of ASEAN5 with G5 stock markets In: Emerging Markets Review.
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article5
2018The dynamics of volatility connectedness in international real estate investment trusts In: Journal of International Financial Markets, Institutions and Money.
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article15
2010Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts In: Journal of Housing Economics.
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article5
2020Is Housing the Business Cycle? A Multiresolution Analysis for OECD Countries In: Journal of Housing Economics.
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article5
2009Common factors in international securitized real estate markets In: Review of Financial Economics.
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article10
2009Common factors in international securitized real estate markets.(2009) In: Review of Financial Economics.
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article
2007Cycles and common cycles in real estate markets In: International Journal of Managerial Finance.
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article6
2017Return and co-movement of major public real estate markets during global financial crisis 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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article2
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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2007Regime switching and asset allocation 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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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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article8
2016Global financial crisis and cyclical co-movements of Asian financial markets In: Journal of Property Investment & Finance.
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article2
2018Dynamic Relationships between Price and Net Asset Value for Asian Real Estate Stocks In: IJFS.
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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: IJFS.
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2019Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence In: JRFM.
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2008A combined perspective of corporate real estate In: Post-Print.
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2004Risk-Adjusted Performance of Real Estate Stocks: Evidence From Developing Markets In: Journal of Real Estate Research.
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article16
2012Investment Dynamics of the Greater China Securitized Real Estate Markets In: Journal of Real Estate Research.
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article6
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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article1
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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article48
2009Correlation and Volatility Dynamics in International Real Estate Securities Markets In: The Journal of Real Estate Finance and Economics.
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article38
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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article13
2010Volatility Decomposition and Correlation in International Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics.
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article7
2011Multiple Regimes and Volatility Transmission in Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics.
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article12
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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article32
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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article18
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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