10
H index
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i10 index
509
Citations
Patrick Wilson : Citation Profile
University of Adelaide | RESEARCH PRODUCTION: 18 Articles 34 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (1992 - 2009). 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:
| Cites to:
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Main data
Where Patrick Wilson has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Property Research | 3 |
| Australian Journal of Labour Economics (AJLE) | 3 |
| The Journal of Real Estate Finance and Economics | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| ERES / European Real Estate Society (ERES) | 13 |
| Working Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney | 13 |
| Centre for International Economic Studies Working Papers / University of Adelaide, Centre for International Economic Studies | 2 |
Recent works citing Patrick Wilson (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, H K ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514. Full description at Econpapers || Download paper |
| 2025 | How do housing markets comove with the financial system? Evidence from dynamic risk spillovers. (2025). Urquhart, Andrew ; Shan, Shuwen ; Duan, Kun ; Huang, Yingying. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002430. Full description at Econpapers || Download paper |
| 2024 | Financial forecasting improvement with LSTM-ARFIMA hybrid models and non-Gaussian distributions. (2024). Rabbouch, Hana ; Saadaoui, Foued. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:206:y:2024:i:c:s0040162524003354. Full description at Econpapers || Download paper |
| 2024 | Market context matters: the impact of corporate diversification on REIT performance in Malaysia and Singapore. (2024). Chan, Ling-Foon. In: Journal of Property Investment & Finance. RePEc:eme:jpifpp:jpif-03-2023-0028. Full description at Econpapers || Download paper |
| 2024 | Leverage Strategies of Real Estate Investment Trusts and Real Estate Operating Companies. (2024). Zhang, Zhimin ; Lim, Kian Guan ; Chang, Carolyn W. In: International Real Estate Review. RePEc:ire:issued:v:27:n:01:2024:p:81-115. Full description at Econpapers || Download paper |
| 2024 | High-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. Full description at Econpapers || Download paper |
| 2024 | The effect of rare events on information-leading role: evidence from real estate investment trusts and overall stock markets. (2024). Ahn, Kwangwon ; Jang, Hanwool ; Choi, Gahyun ; Kim, Jihae. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04146-3. Full description at Econpapers || Download paper |
| 2024 | Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics. (2024). Fur, Eric ; Faye, Benot ; Prat, Stphanie. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04510-5. Full description at Econpapers || Download paper |
| 2025 | Real Estate Market Prediction Using Deep Learning Models. (2025). Pokhrel, Nawa Raj ; Bhandari, Hum Nath ; Rimal, Binod ; Dahal, Keshab R. In: Annals of Data Science. RePEc:spr:aodasc:v:12:y:2025:i:4:d:10.1007_s40745-024-00543-2. Full description at Econpapers || Download paper |
| 2024 | Real Estate Portfolio Diversification by Sectors Using a RAL Approach. (2024). Zhang, Ying ; Prombutr, Wikrom ; Hansz, Andrew J. In: Journal of Real Estate Portfolio Management. RePEc:taf:repmxx:v:30:y:2024:i:2:p:121-136. Full description at Econpapers || Download paper |
| 2025 | Understanding Price-To-Rent Ratios Through Simulation-Based Distributions And Explainable Machine Learning. (2025). Jonas, Vogt. In: Real Estate Management and Valuation. RePEc:vrs:remava:v:33:y:2025:i:3:p:36-48:n:1004. Full description at Econpapers || Download paper |
| 2024 | Bubbles Identification in an Emerging Economy and Within Stock Markets of its Trading Partners: Evidence from a GSADF Approach. (2024). Al-Haddad, Lara ; Abdul, Muthanna G ; Salman, Asma ; Maqbool, Naureen ; Ahmed, Mumtaz ; Matac, Liviu Marian ; Pavel, Codruta Daniela. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:19:y:2024:i:04:n:s2010495224500179. Full description at Econpapers || Download paper |
Works by Patrick Wilson:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2003 | Does it Pay to Diversify Real Estate Assets? - A Literary Perspective In: Centre for International Economic Studies Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2003 | Trends and Spectral Response: An Examination of the US Realty Market In: Centre for International Economic Studies Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1995 | Measuring the Degree of Integration Amongst International Real Estate and Financial Asset Markets In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Rolling and Recursive Tests of Stability on Market Integration - Consideration of Real Estate and Equity Markets In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Cyclical Patterns in Risk Premia Estimates for Securitised Property Markets: Some International Comparisons In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Forecasts in the Property Sector using Spectral Regression - a Moving Spectral Window Approach In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Using Non Linear Tests to Determine Whether Real Estate and Equity Markets are Cointegrated In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Modelling the Relationship between Real Estate Returns and the Business Cycle In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2000 | ENHANCING INFORMATION USE TO IMPROVE PREDICTIVE PERFORMANCE IN PROPERTY MARKETS In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Structural Breaks and Diversification: The Impact of the 1997 Asian Financial Crisis on the Integration of Asia Pacific Real Estate Markets In: ERES. [Full Text][Citation analysis] | paper | 71 |
| 2006 | Structural 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | article | |
| 2002 | Structural 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
| 2004 | Volatility, Correlation and Returns Dynamics between the US and UK Securitised Real Estate Markets In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Real Estate Markets In: ERES. [Full Text][Citation analysis] | paper | 49 |
| 2005 | Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities In: ERES. [Full Text][Citation analysis] | paper | 15 |
| 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: 15 | article | |
| 2006 | PERMANENT AND TRANSITORY DRIVERS OF SECURITISED REAL ESTATE In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2007 | The Performance and Long-Run Driving Forces of Securitised Property in the Australian and United Kingdom Markets In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Potential Diversification Benefits In The Presence Of Unknown Structural Breaks: An Australian Case Study In: Australian Economic Papers. [Full Text][Citation analysis] | article | 3 |
| 1997 | Using Nonlinear Tests to Examine Integration Between Real Estate and Stock Markets In: Real Estate Economics. [Full Text][Citation analysis] | article | 114 |
| 1995 | Using Non-Linear Tests to Examine Integration Between Real Estate and Equity Markets.(1995) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 114 | paper | |
| 2004 | Another look at the forecast performance of ARFIMA models In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 8 |
| 2009 | Equity and fixed income markets as drivers of securitised real estate In: Review of Financial Economics. [Full Text][Citation analysis] | article | 6 |
| 1992 | Variations in Market Duration and Likelihood of Sale. In: Western Sydney - School of Business And Technology. [Citation analysis] | paper | 0 |
| 1992 | Do the Smart Get Richer? Housing Market Patterns in Benefits to Sellers. In: Western Sydney - School of Business And Technology. [Citation analysis] | paper | 0 |
| 1993 | Monocentricity and Its Application to the Sydney Housing Market. In: Western Sydney - School of Business And Technology. [Citation analysis] | paper | 0 |
| 2004 | Trends in work stoppages : a global perspective In: ILO Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2008 | Predictability of Equity REIT Returns: Implications for Property Tactical Asset Allocation In: International Real Estate Review. [Full Text][Citation analysis] | article | 1 |
| 2002 | Relationships between Australian Real Estate and Stock Market Prices--A Case of Market Inefficiency. In: Journal of Forecasting. [Citation analysis] | article | 31 |
| 1999 | Long-Term Dependencies and Long Run non-Periodic Co-Cycles: Real Estate and Stock Markets In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 35 |
| 1998 | Step Interventions and Market Integration: Tests in the U.S., U.K., and Australian Property Markets. In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 6 |
| 2000 | The Causal Relationship between Real Estate and Stock Markets. In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 91 |
| 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 |
| 2000 | The Accord and strikes: an International perspective In: Australian Journal of Labour Economics (AJLE). [Citation analysis] | article | 2 |
| 2001 | The Accord and Strikes: An International Perspective.(2001) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2004 | Forecasting Australian Unemployment Rates using Spectral Analysis In: Australian Journal of Labour Economics (AJLE). [Full Text][Citation analysis] | article | 0 |
| 2005 | The Decline of Seasonality in Australian Quarterly Aggregate Strike Statistics: 1983-2003 In: Australian Journal of Labour Economics (AJLE). [Full Text][Citation analysis] | article | 0 |
| 2003 | Common trends and spectral response: a case study on the US In: Journal of Property Research. [Full Text][Citation analysis] | article | 4 |
| 2007 | Real Estate ‘Value’ Stocks and International Diversification In: Journal of Property Research. [Full Text][Citation analysis] | article | 2 |
| 2008 | Big City Difference? Another Look at Factors Driving House Prices In: Journal of Property Research. [Full Text][Citation analysis] | article | 3 |
| 1999 | A Stochastic Approach to Modelling and Forecasting Dependent Time-Series In: Research Paper Series. [Citation analysis] | paper | 0 |
| 2003 | International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature In: Working Paper Series. [Full Text][Citation analysis] | paper | 31 |
| 1992 | Performance Differences Within the Market for Housing In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Shared Information - Comparing Multilist and Franchise Operations In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1993 | In Shared Information Services is Size Important? In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Circumstantial Evidence of the Influence of Estate Agents on Exchange Price and Market Reserve Price In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Are Real Estate and Securities Markets Integrated? Some Australian Evidence In: Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
| 1995 | Comparing and Contrasting Native Property Title Claims in South Africa and Australia In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1995 | Measuring the Degree of Integration Amongst Domestic and International Real Estate and Financial Assets Markets In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Unit Root Testing with Known and Unknown Structural Breaks in Property and Equity Markets In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Fractional Co-Integration in Domestic and International Real Estate and Stock Markets In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Regime Switches in Property Market Risk Premiums: Some International Comparisons In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
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