Kim Hiang Liow : Citation Profile

National University of Singapore (NUS)

11

H index

15

i10 index

598

Citations

RESEARCH PRODUCTION:

76

Articles

11

Papers

RESEARCH ACTIVITY:

   28 years (1995 - 2023). See details.
   Cites by year: 21
   Journals where Kim Hiang Liow has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 39 (6.12 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli814
   Updated: 2026-01-10    RAS profile: 2023-05-05    
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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 (32)

Stevenson, Simon (15)

Balcilar, Mehmet (15)

Chang, Tsangyao (14)

Miller, Stephen (12)

Hoesli, Martin (12)

Papathanasiou, Spyros (11)

Leung, Charles (9)

Vieira, Isabel (9)

Zhou, Jian (8)

Balli, Faruk (8)

Cites to:

Wilson, Patrick (54)

Yilmaz, Kamil (50)

Diebold, Francis (45)

Engle, Robert (44)

Hoesli, Martin (32)

Michayluk, David (32)

Ling, David (32)

Campbell, John (20)

Oikarinen, Elias (19)

Karolyi, G. (19)

Antonakakis, Nikolaos (18)

Main data

Where Kim Hiang Liow has published?

Journals with more than one article published# docs
Journal of Property Research15
Journal of Property Investment & Finance14
The Journal of Real Estate Finance and Economics8
Real Estate Economics4
Journal of Real Estate Research4
Journal of Real Estate Portfolio Management3
International Real Estate Review3
Journal of Real Estate Research3
The North American Journal of Economics and Finance2
JRFM2
Economic Modelling2
IJFS2
Journal of Housing Economics2

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

Recent works citing Kim Hiang Liow (2025 and 2024)

YearTitle of citing document
2024Collateral, output growth, mortgage spread volatility and subsidies in Colombia. (2024). López, Martha ; Gmez, Eduardo Sarmiento ; Lpez, Martha. In: Borradores de Economia. RePEc:bdr:borrec:1287.

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2024Low‐ frequency versus high‐frequency housing price spillovers in China. (2024). Yang, Jian ; Li, Zheng ; Yu, Ziliang. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3713-3749.

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2025Policy intervention and stock market stability risks: Evidence from carbon emission trading policy on energy firms in China. (2025). Yao, Shujie ; Wang, Haonan ; Ye, Cheng ; Chen, Chuanglian. In: Journal of Asian Economics. RePEc:eee:asieco:v:98:y:2025:i:c:s1049007825000582.

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2024Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615.

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2025Adaptive local VAR for dynamic economic policy uncertainty spillover. (2025). Gillmann, Niels ; Okhrin, Ostap. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000744.

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2024Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China. (2024). Lai, Yongzeng ; Yang, Xite ; Tao, Qiufan ; Zhang, Qin ; Huang, Linya ; Liu, Haiyue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001559.

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2024Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Balash, Vladimir ; Faizliev, Alexey. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004.

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2024Untangling the entanglement of US monetary policy uncertainty and European natural gas and carbon prices. (2024). Zhang, Xuewen ; Dai, Peng-Fei ; Wang, Jiqiang. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001944.

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2025Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489.

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2024Why does price deviate from net asset value? The case of Singaporean infrastructure REITs. (2024). Ye, Zhen ; Zhu, Yite ; Ke, Qiulin ; Kumala, Calvin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001042.

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2024Financial fusion: Bridging Islamic and Green investments in the European stock market. (2024). Sensoy, Ahmet ; Karim, Sitara ; Husain, Afzol. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734.

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2024Connectedness at extremes between real estate tokens and real estate stocks. (2024). Ali, Shoaib ; Brahim, Mariem ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003570.

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2024Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004459.

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2024Revisiting the nexus of REITs returns and macroeconomic variables. (2024). Wu, Ming-Che ; Wang, Chien-Ming. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012096.

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2025Geopolitical risk and real estate stock crash. (2025). Abdullah, Mohammad ; Abakah, Emmanuel ; Tiwari, Aviral Kumar ; Akinsomi, Omokolade. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325005963.

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2024Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Bannigidadmath, Deepa ; Pham, Thach N. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

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2025Sailing through uncertainty: Shippings role in financial shock transmission and hedging strategies. (2025). Syriopoulos, Theodore ; Kenourgios, Dimitris ; Koutsokostas, Drosos ; Papathanasiou, Spyros. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000869.

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2025Effects of domestic and foreign financial stress on stock returns in Asia-Pacific countries. (2025). Yoon, Seong-Min ; Ozcelebi, Oguzhan ; Gopinathan, R ; el Khoury, Rim. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s104402832500105x.

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2024Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Wang, Gang-Jin ; Foglia, Matteo ; Pacelli, Vincenzo ; di Tommaso, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088.

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2024Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers. (2024). Hanif, Waqas ; Hadhri, Sinda ; el Khoury, Rim. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000230.

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2025The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets. (2025). Yfanti, Stavroula ; Wu, Jiaying ; Karanasos, Menelaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000066.

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2025Exploring shock transmission and risk diversification in REIT, commodity, and green bond markets under extreme market conditions. (2025). Alghazali, Abdullah ; Belghouthi, Houssem Eddine ; Nabli, Mohamed Amine ; Mensi, Walid ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000996.

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2024Navigating the complexities of GCC real state markets: An analysis of interlinkages amidst shocks and oil effects. (2024). Nagayev, Ruslan ; Fetais, Alanoud Hamad ; Aysan, Ahmet Faruk. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:74:y:2024:i:c:s1042444x24000240.

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2025Is connectedness between commodity volatility indices and G-7 stock market returns the same across return quantiles?. (2025). Hadhri, Sinda ; Hanif, Waqas ; el Khoury, Rim. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:79:y:2025:i:c:s1042444x25000258.

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2024The influence of uncertainty on commodity futures returns and trading behaviour. (2024). Smales, Lee ; Laubsch, Joshua ; Vo, Duc. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001212.

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2025Environmental transitions effect of renewable energy and fintech markets on Europes real estate stock market. (2025). Liu, Xiyu ; Missaoui, Ibtissem ; Younis, Ijaz ; Shah, Waheed Ullah. In: Renewable Energy. RePEc:eee:renene:v:243:y:2025:i:c:s0960148125002654.

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2025Impact of financial stress on the REIT market stability. (2025). Ozcelebi, Oguzhan ; Yoon, Seong-Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002771.

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2025Dynamic spillovers between global financial stress and uncertainties: Evidence from quantile connectedness. (2025). Long, Shaobo ; Li, Zixuan ; Xu, Xiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005933.

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2024Are REITS hedge or safe haven against oil price fall?. (2024). Andraz, Jorge ; Hanif, Waqas ; Teplova, Tamara ; Gubareva, Mariya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1-16.

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2024Spatial analysis of sovereign risk from the perspective of EPU spillovers. (2024). Huang, Wei-Qiang ; Liu, Peipei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:427-443.

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2024Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis. (2024). Billah, Syed ; Balli, Faruk ; Hadhri, Sinda ; Sahabuddin, Mohammad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:350-371.

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2024Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach. (2024). Yousaf, Imran ; Demir, Ender ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000308.

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2025Unraveling financial interconnectedness: A quantile VAR model analysis of AI-based assets, sukuk, and islamic equity indices. (2025). Billah, Mabruk. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005117.

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2025How do housing markets comove with the financial system? Evidence from dynamic risk spillovers. (2025). Shan, Shuwen ; Duan, Kun ; Huang, Yingying ; Urquhart, Andrew. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002430.

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2025Aggregation effect of economic freedom and total factor productivity growth with biased technological change. (2025). Li, Xiaoping ; Xu, Zhipeng. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:74:y:2025:i:c:p:855-877.

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2024Have Dynamic Spillovers and the Connectedness of Trade Policy Uncertainty Changed During the COVID-19 Pandemic and Sino-US Trade Frictions?. (2024). Lee, Chien-Chiang ; Yahya, Farzan. In: Working Papers. RePEc:era:wpaper:dp-2023-35.

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2024Quantile Spillovers and Connectedness Between Real Estate Investment Trust, the Housing Market, and Investor Sentiment. (2024). Luong, Anh Tram ; Le, Thai Hong ; Hadad, Elroi. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:4:p:117-:d:1531854.

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2024The Impact of Sentiment on Realized Higher-Order Moments in the S&P 500: Evidence from the Fear and Greed Index. (2024). Owusu Junior, Peterson ; Woode, John Kingsley ; Ahadzie, Richard Mawulawoe. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2024:i:1:p:2-:d:1551910.

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2024Let the Laser Beam Connect the Dots: Forecasting and Narrating Stock Market Volatility. (2024). Gupta, Amulya ; Yuan, Jie ; Zhang, Zhu. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:36:y:2024:i:6:p:1400-1416.

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2024Does COVID-19 Outbreak Push Saudi Crude Oil to Connect with Selected GCC Equity Market? Insight of Time Varying Linkage. (2024). Aloulou, Myriam ; Yadav, Miklesh ; Santos, Marcos ; Al-Okaily, Manaf ; Alqudah, Anas Ali ; Tabassum, Sabia ; Stakic, Nikola. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10523-y.

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2025Heat Waves and Housing Markets: Assessing the Effects on Real Estate Prices in China. (2025). Chen, Fanglin ; Zhang, Jie. In: Environmental & Resource Economics. RePEc:kap:enreec:v:88:y:2025:i:6:d:10.1007_s10640-025-00975-1.

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2024Corporate Real Estate Holding and Stock Returns: Testing Alternative Theories with International Listed Firms. (2024). Leung, Charles ; Chen, Suikang ; Yiu, Joe Cho ; Ka, Charles. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:68:y:2024:i:1:d:10.1007_s11146-022-09931-y.

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2024High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests. (2024). GUPTA, RANGAN ; Aye, Goodness C ; Hassapis, Christis ; Christou, Christina. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:2:d:10.1007_s11146-022-09919-8.

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2024Volatility in U.S. Housing Sector and the REIT Equity Return. (2024). Alam, Masud. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09897-x.

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2024Uncertainty Measures and Sector-Specific REITs in a Regime-Switching Environment. (2024). Kilincarslan, Erhan ; Demiralay, Sercan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09898-w.

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2025Corporate Real Estate Usage and Firm Valuation. (2025). Ling, David C ; Yin, Qie Ellie. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:4:d:10.1007_s11146-023-09948-x.

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2024Uncertainty and financial asset return spillovers: Are they related? Empirical evidence from three continents. (2024). Fountas, Stilianos ; Tzika, Paraskevi ; Kontana, Dimitra. In: Discussion Paper Series. RePEc:mcd:mcddps:2024_03.

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2025Volatility spillovers in the Russian stock market: Responses to exogenous shocks. (2025). Balash, V ; Faizliev, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2025:i:67:p:65-84.

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2024Resilience amidst turmoil: a multi-resolution analysis of portfolio diversification in emerging markets during global financial and health crises. (2024). Smolo, Edib ; Nagayev, Ruslan ; Jahangir, Rashed. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00332-1.

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2024Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets. (2024). GUPTA, RANGAN ; Ouyang, Zisheng ; Zhou, Xuewei ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202422.

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2024Determining Performance of REIT (REIT): The Case of G-7 Economies. (2024). Rasheed, Sumaira ; Nosheen, Safia ; Imran, Muhammad Kashif ; Saeed, Arifa. In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:13:y:2024:i:1:p:307-318.

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2025Equity Markets Volatility, Regime Dependence and Economic Uncertainty: The Case of Pacific Basin. (2025). Chatrath, Arjun ; Hatamerad, Saman ; Raffiee, Kambiz ; Adrangi, Bahram. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:1:p:75-105.

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2025Latin American Equities, Volatility Regimes, and the US Economic Policy Uncertainty. (2025). Raffiee, Kambiz ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:15-44.

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2025Uncertainty and Volatility: Sectoral Equity Responses to Economic and Policy Shocks in the U.S.. (2025). Kresta, Ales ; Hatamerad, Saman ; Adrangi, Bahram ; Tichy, Tomas. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:77-110.

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2024Measuring cryptocurrency moment convergence using distance analysis. (2024). Dao, Thong ; Su, Haozhe ; Cheah, Jeremy Eng-Tuck. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05573-2.

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2024The dynamic connectedness between collateralized loan obligations and major asset classes: a TVP-VAR approach and portfolio hedging strategies for investors. (2024). Papathanasiou, Spyros ; Kenourgios, Dimitris ; Pergeris, Georgios ; Koutsokostas, Drosos. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:3:d:10.1007_s00181-024-02583-2.

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2024Uncertainty and financial asset return spillovers: are they related? Empirical evidence from three continents. (2024). Fountas, Stilianos ; Tzika, Paraskevi ; Kontana, Dimitra. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:5:d:10.1007_s00181-024-02614-y.

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2025Unraveling the Interplay of Knowledge and Innovation in the Global Financial System: A Vine Copula Analysis of Sino-US Financial Risk Contagion. (2025). Cai, Shuhui ; He, Hua ; Zhou, Yan. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-01869-1.

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2025Navigating Uncertainty: The Micro-Level Dynamics of Economic Policy Uncertainty and Systemic Financial Risk in China’s Financial Institutions. (2025). Shao, Hualu ; Zhou, Baicheng ; Wang, DI. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-023-01730-x.

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2024Diversification strategies for indirect real estate. Intersection of business, economics, and society in shanghai mixed-use developments. (2024). Valero, Alfonso. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:10:d:10.1007_s43546-024-00660-3.

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2025The implications of non‐synchronous trading in G‐7 financial markets. (2025). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Tsioutsios, Alexandros ; Simos, Theodore. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:689-709.

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2025The impact of dividend payout policies on real estate market diversification. (2025). Gronwald, Marc ; Ilbasmis, Metin ; Zhao, Yuan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1049-1073.

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2025Climate risks and the REITs market. (2025). Salisu, Afees ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1632-1648.

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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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2019Who Influences the Asian–Pacific Real Estate Markets: The US, Japan or China? In: China & World Economy.
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2012Co‐movements and Correlations Across Asian Securitized Real Estate and Stock Markets In: Real Estate Economics.
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2013Value versus Growth International Real Estate Investment In: Real Estate Economics.
[Full Text][Citation analysis]		article1
2015Correlation Dynamics and Determinants in International Securitized Real Estate Markets In: Real Estate Economics.
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2023Industrial tail exposure risk and asset price: Evidence from US REITs In: Real Estate Economics.
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2016Real estate global beta and spillovers: An international study In: Economic Modelling.
[Full Text][Citation analysis]		article10
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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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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2020Dynamic interdependence of ASEAN5 with G5 stock markets In: Emerging Markets Review.
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2022Frequency volatility connectedness and market integration in international real estate investment trusts In: Finance Research Letters.
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2018The dynamics of volatility connectedness in international real estate investment trusts In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article22
2010Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts In: Journal of Housing Economics.
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2020Is Housing the Business Cycle? A Multiresolution Analysis for OECD Countries 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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2009Common factors in international securitized real estate markets.(2009) In: Review of Financial Economics.
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2007Cycles and common cycles in real estate markets In: International Journal of Managerial Finance.
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2001The long‐term investment performance of Singapore real estate and property stocks In: Journal of Property Investment & Finance.
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2002Mean reversion of Singapore property stock prices towards their fundamental values In: Journal of Property Investment & Finance.
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2004Does corporate real estate create wealth for shareholders? In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article1
2005Cross‐market dynamics in property stock markets In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article0
2006Interest rate risk and time‐varying excess returns for Asian property stocks In: Journal of Property Investment & Finance.
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2006Macroeconomic risk influences on the property stock market In: Journal of Property Investment & Finance.
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2017Return and co-movement of major public real estate markets during global financial crisis 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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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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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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2018Dynamic Relationships between Price and Net Asset Value for Asian Real Estate Stocks In: IJFS.
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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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2022Exploring a Three-Factor Dependence Structure of Conditional Volatilities: Some Quantile Regression Evidence from Real Estate Investment Trusts In: JRFM.
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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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2019Market Integration Among the US and Asian Real Estate Investment Trusts in Crisis Times In: International Real Estate Review.
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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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2004Risk-Adjusted Performance of Real Estate Stocks: Evidence from Developing Markets.(2004) In: Journal of Real Estate Research.
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2012Investment Dynamics of the Greater China Securitized Real Estate Markets In: Journal of Real Estate Research.
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2012Investment Dynamics of the Greater China Securitized Real Estate Markets.(2012) 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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2017Switching Regime Beta Analysis of Global Financial Crisis: Evidence from International Public Real Estate Markets.(2017) In: Journal of Real Estate Research.
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2018Regime dependent volatilities and correlation in international securitized real estate markets In: Empirica.
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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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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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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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2004Time-Varying Macroeconomic Risk and Commercial Real Estate: An Asset Pricing Perspective In: Journal of Real Estate Portfolio Management.
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2005Regime Changes in International Securitized Property Markets In: Journal of Real Estate Portfolio Management.
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2010Integration between Securitized Real Estate and Stock Markets: A Global Perspective In: Journal of Real Estate Portfolio Management.
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2010International Direct Real Estate Market Linkages: Evidence from Time-Varying Correlation and Cointegration Tests In: Journal of Real Estate Literature.
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2019Comovement of Greater China Real Estate Markets: Some Time Scale Evidence In: Journal of Real Estate Research.
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2009Sustainability of Sustainable Real Property Development In: Journal of Sustainable Real Estate.
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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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