11
H index
15
i10 index
485
Citations
Simon Stevenson : Citation Profile
University of Washington | RESEARCH PRODUCTION: 44 Articles 54 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (1998 - 2016). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Simon Stevenson. | Is cited by:
| Cites to:
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Main data
Where Simon Stevenson has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| ERES / European Real Estate Society (ERES) | 39 |
| Real Estate & Planning Working Papers / Henley Business School, University of Reading | 8 |
| Papers / arXiv.org | 3 |
| MPRA Paper / University Library of Munich, Germany | 3 |
Recent works citing Simon Stevenson (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Government Guarantees and Banks Income Smoothing. (2023). , Felipe ; Merkley, Kenneth J ; Dantas, Manuela M. In: Papers. RePEc:arx:papers:2303.03661. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2023 | Stamp Duty Reform and Home Ownership. (2023). Warlters, Michael. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:327:p:492-511. 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 | Good growth, bad growth: Market reaction to capital raising for REIT expansion. (2023). Zhang, Wenjing ; Weng, Xiaoyu ; Wang, Zilong ; Mansley, Nick. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000157. Full description at Econpapers || Download paper |
| 2024 | Revisiting the nexus of REITs returns and macroeconomic variables. (2024). Wang, Chien-Ming ; Wu, Ming-Che. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012096. Full description at Econpapers || Download paper |
| 2023 | Promoting financial stability of oil producers: Operational vs. financial hedging. (2023). Lu, You ; Kang, Sang Baum ; Fang, Yiwei. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000529. Full description at Econpapers || Download paper |
| 2023 | Foreign exchange exposure and analysts’ earnings forecasts. (2023). Naiker, Vic ; Lai, Karen ; Chen, Chen ; Yusoff, Iliyas ; Wang, Jun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002953. Full description at Econpapers || Download paper |
| 2024 | Price diffusion across international private commercial real estate markets. (2024). Lizieri, Colin ; van Dijk, Dorinth ; Zhu, Bing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001778. Full description at Econpapers || Download paper |
| 2023 | Corporate commodity exposure: A multi-country longitudinal study. (2023). lucey, brian ; Vigne, Samuel ; Laing, Elaine ; Han, XU. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000193. 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 | Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:303-314. Full description at Econpapers || Download paper |
| 2023 | Can a house resale restriction policy curb speculation? Evidence from a quasi-natural experiment in China. (2023). Zhao, Sheng ; Moreira, Fernando ; Lan, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:841-859. Full description at Econpapers || Download paper |
| 2023 | Exploring the Effects of Municipal Land and Building Policies on Apartment Size in New Residential Construction in Sweden. (2023). Wilhelmsson, Mats ; Warsame, Abukar ; Engerstam, Sviatlana. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:220-:d:1113656. Full description at Econpapers || Download paper |
| 2023 | Univariate Forecasting for REITs with Deep Learning: A Comparative Analysis with an ARIMA Model. (2023). Song, Han-Suck ; Axelsson, Birger. In: Working Paper Series. RePEc:hhs:kthrec:2023_010. Full description at Econpapers || Download paper |
| 2023 | Unfolding Beijing in a Hedonic Way. (2023). Yan, Ting Hin ; Wang, Yishu ; Shi, Zhentao ; Lin, Wei. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10209-3. Full description at Econpapers || Download paper |
| 2023 | A Novel Hybrid House Price Prediction Model. (2023). Erdogan, Birsen Eygi ; Akyuz, Sureyya Ozour ; Ata, Pinar Karadayi ; Yildiz, Ozlem. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10298-8. Full description at Econpapers || Download paper |
| 2023 | Government Guarantees and Banks’ Income Smoothing. (2023). , Felipe ; Merkley, Kenneth J ; Dantas, Manuela M. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:63:y:2023:i:2:d:10.1007_s10693-023-00398-3. 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 | Volatility linkages and value gains from diversifying with Islamic assets. (2023). Jahromi, Maria ; Akhtar, Shumi ; John, Kose. In: Journal of International Business Studies. RePEc:pal:jintbs:v:54:y:2023:i:8:d:10.1057_s41267-023-00641-y. Full description at Econpapers || Download paper |
| 2023 | How does real estate market react to the iron ore boom in Australian capital cities?. (2023). Su, Chi-Wei ; Li, Zheng Zheng. In: The Annals of Regional Science. RePEc:spr:anresc:v:71:y:2023:i:2:d:10.1007_s00168-022-01179-x. Full description at Econpapers || Download paper |
| 2023 | Non-linear structures, chaos, and bubbles in U.S. regional housing markets. (2023). Bui, Thuy ; Emekter, Riza ; Jirasakuldech, Benjamas. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09598-4. Full description at Econpapers || Download paper |
Works by Simon Stevenson:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Modeling Long Memory in REITs In: Papers. [Full Text][Citation analysis] | paper | 30 |
| 2008 | Modeling Long Memory in REITs.(2008) In: Real Estate Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
| 2007 | Modeling Long Memory in REITs.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2011 | Uncovering Volatility Dynamics in Daily REIT Returns In: Papers. [Full Text][Citation analysis] | paper | 9 |
| 2005 | Uncovering Volatility Dynamics in Daily REIT Returns.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2011 | Multivariate Modeling of Daily REIT Volatility In: Papers. [Full Text][Citation analysis] | paper | 77 |
| 2006 | Multivariate Modeling of Daily REIT Volatility.(2006) In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | article | |
| 2005 | Multivariate Modeling of Daily REIT Volatility.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | paper | |
| 2011 | Multivariate Modelling of Daily REIT Volatility.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | paper | |
| 1998 | Commercial Real Estate and International Diversification In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 1999 | A Long Term Analysis of Regional Housing markets and Inflation In: ERES. [Full Text][Citation analysis] | paper | 13 |
| 2000 | A Long-Term Analysis of Regional Housing Markets and Inflation.(2000) In: Journal of Housing Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 1999 | Hedging International Real Estate Investments: Decomposing Returns into Capital and Income Components In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Government Intervention and Its Impact on the Housing Market in Greater Dublin In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2000 | REAL ESTATE PORTFOLIO CONSTRUCTION AND ESTIMATION RISK In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2000 | A Comparison of Alternative Rental Forecasting Models: Empirical Tests on the London Office Market In: ERES. [Full Text][Citation analysis] | paper | 3 |
| 2003 | A comparison of alternative rental forecasting models: empirical tests on the London office market.(2003) In: Journal of Property Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2001 | Time Weighted Portfolio Optimisation In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Volatility in the Ripple Effect of Regional House Market Dynamics In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Hedonic Estimation of Apartment Submarkets In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Economic, Demographic and Fiscal Influences on Housing Market Dynamics In: ERES. [Full Text][Citation analysis] | paper | 5 |
| 2004 | New Empirical Evidence on the Speculative Behaviour Present in Residential Property Markets In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Real estate in the mixed-asset portfolio: the question of consistency In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Real Estate in the Mixed-asset Portfolio: The Question of Consistency.(2004) In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2005 | The Distributional Characteristics of REIT Returns In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2005 | NY-LON: Does a Single Cross-Continental Office Market Exist? In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Modelling Housing Market Fundamentals: Empirical Evidence of Extreme Market Conditions In: ERES. [Full Text][Citation analysis] | paper | 29 |
| 2008 | Modeling Housing Market Fundamentals: Empirical Evidence of Extreme Market Conditions.(2008) In: Real Estate Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
| 2005 | Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities In: ERES. [Full Text][Citation analysis] | paper | 9 |
| 2007 | Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities.(2007) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2005 | An Analysis of Residential Auction Sale Prices and Quoted Guide Prices In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2006 | PERMANENT AND TRANSITORY DRIVERS OF SECURITISED REAL ESTATE In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2006 | AN ASSET PRICING MODEL OF THE LONDON RESIDENTIAL MARKET In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Monetary Policy and Real Estate Investment Trusts In: ERES. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Panel Modelling of Regional Commercial Property Markets: Empirical Evidence from Finland In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Mean-Variance Spanning Tests of Real EstateÃs Portfolio Contribution In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Asymmetric BetaÃs in Bull and Bear Markets: Evidence from US Equity REITs In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Conditional Correlations and Real Estate Investment Trusts In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Tests of Dynamic Asymmetric Correlations across REIT Sub-Sectors In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Dynamics of Residential Market in Ghana: A Comparison In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2011 | INREV Panel on the Education Requirements of the Indirect Investment Market In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Herding in real estate security analysis In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2013 | The Case for Risk Parity as an Alternative Strategy for Asset Allocation in Real Estate Portfolios In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Performance and Cash Flow Drivers of Private Real Estate Funds In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Securitised Real Estate Regime-Switching Behaviour and the Relationship with Market Interest Rates In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Sponsor, Corporate Governance and Asian REITs Performance In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The Sensitivity of European Publically Listed Real Estate to Interest Rates In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Toward a Liability Driven Investment Paradigm for DC Pensions: Implication for Real Estate Allocations In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Real estate market risk modelling In: ERES. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Rationality and Momentum in Real Estate Investment Forecasts In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Rationality and Momentum in Real Estate Investment Forecasts.(2014) In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | How do Optimal Reserves Compare to Actual Undisclosed Reserve Prices? Empirical Evidence from English Open Outcry Auctions of Residential Property In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Volatility Transmission: A Global Tri-Variate Analysis of Public Real Estate and Foreign Exchange Markets In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Investor Protection, Corporate Governance and Firm Performance: Evidence from Asian Real Estate Investment Trusts In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The Role of Undisclosed Reserves in English Open Outcry Auctions In: Real Estate Economics. [Full Text][Citation analysis] | article | 3 |
| 2001 | Emerging markets, downside risk and the asset allocation decision In: Emerging Markets Review. [Full Text][Citation analysis] | article | 14 |
| 2013 | The performance effects of composition changes on sector specific stock indices: The case of European listed real estate In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
| 2015 | Assessing the accuracy and dispersion of real estate investment forecasts In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
| 2004 | New empirical evidence on heteroscedasticity in hedonic housing models In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 25 |
| 2006 | Special issue based on the European Real Estate Society (ERES) Conference, Dublin, Ireland, June 2005 In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 0 |
| 2010 | A comparison of the appraisal process for auction and private treaty residential sales In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 7 |
| 2009 | Equity and fixed income markets as drivers of securitised real estate In: Review of Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2010 | The Ghanaian transaction-based residential indices In: International Journal of Housing Markets and Analysis. [Full Text][Citation analysis] | article | 1 |
| 2010 | Residential market development in sub-Saharan Africa In: International Journal of Housing Markets and Analysis. [Full Text][Citation analysis] | article | 1 |
| 2007 | A comparison of the forecasting ability of ARIMA models In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 3 |
| 2001 | A Re-Examination of the Inflation-Hedging Ability of Real Estate Securities: Empirical Tests Using International Orthogonalized & Hedged Data In: International Real Estate Review. [Full Text][Citation analysis] | article | 2 |
| 2001 | Tax Policies and Residential Mobility In: International Real Estate Review. [Full Text][Citation analysis] | article | 6 |
| 2000 | International Real Estate Diversification: Empirical Tests using Hedged Indices In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 24 |
| 2001 | Bayes-Stein Estimators and International Real Estate Asset Allocation In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 3 |
| 2002 | Momentum Effects and Mean Reversion in Real Estate Securities In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 23 |
| 2003 | Estimation of Apartment Submarkets In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 5 |
| 2016 | Macro-Economic and Financial Determinants of Comovement across Global Real Estate Security Markets In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 2 |
| 2007 | Foreign Property Shocks and the Impact on Domestic Securitized Real Estate Markets: An Unobserved Components Approach In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 10 |
| 2007 | Monetary Shocks and REIT Returns In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 36 |
| 2014 | Futures Trading, Spot Price Volatility and Market Efficiency: Evidence from European Real Estate Securities Futures In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 10 |
| 2015 | Public Real Estate and the Term Structure of Interest Rates: A Cross-Country Study In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 5 |
| 2002 | The Sensitivity of European Bank Stocks to German Interest Rates Changes In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 6 |
| 2010 | Openness, hedging incentives and foreign exchange exposure: A firm-level multi-country study In: Journal of International Business Studies. [Full Text][Citation analysis] | article | 45 |
| 2004 | The Case for REITs in the Mixed-Asset Portfolio in the Short and Long Run In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Separating Skill from Luck in REIT Mutual Funds In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] | paper | 1 |
| Dynamic Correlations across REIT Sub-Sectors In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] | paper | 0 | |
| Capital Market Expectations and the London Office Market In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] | paper | 0 | |
| 2014 | Residential Property Loans and Bank Performance during Property Price Booms: Evidence from Europe In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | A Comparative Analysis of the Accuracy and Uncertainty in Real Estate and Macroeconomic Forecasts In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The probability of sale and price premiums in withdrawn auctioned properties In: Urban Studies. [Full Text][Citation analysis] | article | 1 |
| 2015 | Synchronisation and commonalities in metropolitan housing market cycles In: Urban Studies. [Full Text][Citation analysis] | article | 9 |
| 2007 | The substitutability of REITs and value stocks In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2012 | Dynamic correlations between REIT sub-sectors and the implications for diversification In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2014 | A Multiple Error-Correction Model of Housing Supply In: Housing Studies. [Full Text][Citation analysis] | article | 7 |
| 2004 | A performance evaluation of portfolio managers: tests of micro and macro forecasting In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2007 | Forecasting Housing Supply: Empirical Evidence from the Irish Market In: European Journal of Housing Policy. [Full Text][Citation analysis] | article | 2 |
| 1999 | Real estates role in an international multi-asset portfolio: empirical evidence using Irish data In: Journal of Property Research. [Full Text][Citation analysis] | article | 3 |
| 2000 | Contagion effects and intra industry information flows: the example of Olympia & York In: Journal of Property Research. [Full Text][Citation analysis] | article | 0 |
| 2003 | Empirical evidence on the micro and macro forecasting ability of real estate funds In: Journal of Property Research. [Full Text][Citation analysis] | article | 0 |
| 2007 | Measuring Spillover Effects Across Asian Property Stocks In: Journal of Property Research. [Full Text][Citation analysis] | article | 10 |
| 2016 | Performance drivers of private real estate funds In: Journal of Property Research. [Full Text][Citation analysis] | article | 4 |
| 2014 | Concordance in Global Office Market Cycles In: Regional Studies. [Full Text][Citation analysis] | article | 11 |
| 2011 | Monetary policy transmission and real estate investment trusts In: International Journal of Finance & Economics. [Citation analysis] | article | 15 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team