Kim Hiang Liow : Citation Profile

Are you Kim Hiang Liow?

National University of Singapore (NUS)

10

H index

12

i10 index

486

Citations

RESEARCH PRODUCTION:

73

Articles

11

Papers

RESEARCH ACTIVITY:

   27 years (1995 - 2022). See details.
   Cites by year: 18
   Journals where Kim Hiang Liow has often published
   Relations with other researchers
   Recent citing documents: 59.    Total self citations: 38 (7.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli814
   Updated: 2024-12-03    RAS profile: 2023-05-05    
   Missing citations? Add them    Incorrect content? Let us know

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 (27)

Stevenson, Simon (14)

Balcilar, Mehmet (11)

Papathanasiou, Spyros (11)

Hoesli, Martin (10)

Chang, Tsangyao (9)

Vieira, Isabel (9)

Miller, Stephen (8)

Balli, Faruk (8)

Shahzad, Syed Jawad Hussain (7)

Zhou, Jian (7)

Cites to:

Wilson, Patrick (51)

Yilmaz, Kamil (50)

Diebold, Francis (45)

Engle, Robert (39)

Hoesli, Martin (29)

Michayluk, David (29)

Ling, David (28)

Karolyi, G. (19)

Antonakakis, Nikolaos (18)

Campbell, John (18)

Oikarinen, Elias (16)

Main data

Where Kim Hiang Liow has published?

Journals with more than one article published# docs
Journal of Property Investment & Finance14
Journal of Property Research14
The Journal of Real Estate Finance and Economics8
Journal of Real Estate Research4
Journal of Real Estate Research3
International Real Estate Review3
Journal of Real Estate Portfolio Management3
Real Estate Economics2
JRFM2
Economic Modelling2
IJFS2
Journal of Housing Economics2
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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network. (2023). Li, Zixuan ; Long, Shaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004611.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications. (2023). Lee, Chi-Chuan ; Adeabah, David ; Abakah, Emmanuel ; Abdullah, Mohammad. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004348.

Full description at Econpapers || Download paper

2024Revisiting 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023The effects of uncertainty on the dynamics of stock market interdependence: Evidence from the time-varying cointegration of the G7 stock markets. (2023). Muller, Aline ; Hubner, Georges ; Babaei, Hamid. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001626.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Information spillovers in Hong Kong REITs and related asset markets. (2023). Liao, Shufei ; Chen, Yan ; Liu, Jian ; Fu, Yongge ; Cheng, Cheng. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:215-229.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Peer-to-Peer Lending as a Determinant of Federal Housing Administration-Insured Mortgages to Meet Sustainable Development Goals. (2023). PSILLAKI, Maria ; Zervoudi, Evanthia ; Avgeri, Evangelia. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13618-:d:1238137.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Works by Kim Hiang Liow:

YearTitleTypeCited
1995Capital Market Theory and Real Estate Asset Valuation - Some Issues and Research Implications In: ERES.
[Full Text][Citation analysis]		paper0
2000IS CORPORATE REAL ESTATE PRICED IN THE STOCK MARKET? In: ERES.
[Full Text][Citation analysis]		paper0
2003Return and Volatility Spill overs in Securitised Real Estate Markets In: ERES.
[Full Text][Citation analysis]		paper0
2003Financial Structure of Real Estate Corporations: Some International Evidence In: ERES.
[Full Text][Citation analysis]		paper0
2003Corporate real estate performance: A data-driven analysis In: ERES.
[Full Text][Citation analysis]		paper0
2010IS THERE A COMMON TREND IN SECURITIZED REAL ESTATE MARKET CORRELATIONS WITH THE REGIONAL STOCK MARKET AND THE WORLD STOCK MARKET? In: ERES.
[Full Text][Citation analysis]		paper0
2010PERFORMANCE DYNAMICS AND DIVERSIFICATION BENEFITS OF EUROPEAN PROPERTY SECURITIES In: ERES.
[Full Text][Citation analysis]		paper0
2012Volatility interdependence in European securitised real estate markets: who is the most influential? In: ERES.
[Full Text][Citation analysis]		paper0
2012Convergence dynamics in international real estate securities markets In: ERES.
[Full Text][Citation analysis]		paper0
2019Who Influences the Asian–Pacific Real Estate Markets: The US, Japan or China? In: China & World Economy.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		article10
2016Real estate global beta and spillovers: An international study In: Economic Modelling.
[Full Text][Citation analysis]		article8
2018Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty In: Economic Modelling.
[Full Text][Citation analysis]		article67
2015Volatility spillover dynamics and relationship across G7 financial markets In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article40
2019Relationship between the United States housing and stock markets: Some evidence from wavelet analysis In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article5
2020Dynamic interdependence of ASEAN5 with G5 stock markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article7
2022Frequency volatility connectedness and market integration in international real estate investment trusts In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2018The dynamics of volatility connectedness in international real estate investment trusts In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article19
2010Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts In: Journal of Housing Economics.
[Full Text][Citation analysis]		article5
2020Is Housing the Business Cycle? A Multiresolution Analysis for OECD Countries In: Journal of Housing Economics.
[Full Text][Citation analysis]		article5
2009Common factors in international securitized real estate markets In: Review of Financial Economics.
[Full Text][Citation analysis]		article9
2009Common factors in international securitized real estate markets.(2009) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2007Cycles and common cycles in real estate markets In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article6
2001The long?term investment performance of Singapore real estate and property stocks In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article0
2002Mean reversion of Singapore property stock prices towards their fundamental values In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		article0
2006Macroeconomic risk influences on the property stock market In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article3
2017Return and co-movement of major public real estate markets during global financial crisis In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article3
2017Linkages between office markets in Europe: a volatility spillover perspective In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article2
2019Dynamic interdependence between the US and the securitized real estate markets of the Asian-Pacific economies In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article5
2007Regime switching and asset allocation In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article2
2008Extreme returns and value at risk in international securitized real estate markets In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article10
2009Do Asian real estate companies add value to investment portfolio? In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article8
2016Global financial crisis and cyclical co-movements of Asian financial markets In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article2
2018Dynamic Relationships between Price and Net Asset Value for Asian Real Estate Stocks In: IJFS.
[Full Text][Citation analysis]		article1
2019Relationship between Foreign Macroeconomic Conditions and Asian-Pacific Public Real Estate Markets: The Relative Influence of the US and China In: IJFS.
[Full Text][Citation analysis]		article0
2019Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence In: JRFM.
[Full Text][Citation analysis]		article2
2022Exploring a Three-Factor Dependence Structure of Conditional Volatilities: Some Quantile Regression Evidence from Real Estate Investment Trusts In: JRFM.
[Full Text][Citation analysis]		article2
2008A combined perspective of corporate real estate In: Post-Print.
[Citation analysis]		paper3
2013Extreme Dependence between Public Real Estate and Stock Markets: Some Asia-Pacific Evidence In: International Real Estate Review.
[Full Text][Citation analysis]		article2
2014An Assessment of the Relationship between Public Real Estate and Stock Markets at the Local, Regional, and Global Levels In: International Real Estate Review.
[Full Text][Citation analysis]		article8
2019Market Integration Among the US and Asian Real Estate Investment Trusts in Crisis Times In: International Real Estate Review.
[Full Text][Citation analysis]		article1
2004Risk-Adjusted Performance of Real Estate Stocks: Evidence From Developing Markets In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article15
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2012Investment Dynamics of the Greater China Securitized Real Estate Markets In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article6
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2017Switching Regime Beta Analysis of Global Financial Crisis: Evidence from International Public Real Estate Markets In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article2
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2018Regime dependent volatilities and correlation in international securitized real estate markets In: Empirica.
[Full Text][Citation analysis]		article2
2003Property Company Stock Price and Net Asset Value: A Mean Reversion Perspective. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article6
2004Corporate Real Estate and Stock Market Performance In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article8
2005Long-Term Co-Memories and Short-Run Adjustment: Securitized Real Estate and Stock Markets In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article49
2009Correlation and Volatility Dynamics in International Real Estate Securities Markets In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article38
2009Long-term Memory in Volatility: Some Evidence from International Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article12
2010Volatility Decomposition and Correlation in International Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article7
2011Multiple Regimes and Volatility Transmission in Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article11
2013Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets? In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article0
2006Dynamic relationship between stock and property markets In: Applied Financial Economics.
[Full Text][Citation analysis]		article29
2000The dynamics of the Singapore commercial property market In: Journal of Property Research.
[Full Text][Citation analysis]		article6
2001Cyclical relationship between commercial real estate and property stock prices In: Journal of Property Research.
[Full Text][Citation analysis]		article0
2003Interest rate sensitivity and risk premium of property stocks In: Journal of Property Research.
[Full Text][Citation analysis]		article6
2006The Dynamics of Return Volatilty and Systematic Risk in International Real Estate Security Markets In: Journal of Property Research.
[Full Text][Citation analysis]		article4
2008Financial Crisis and Asian Real Estate Securities Market Interdependence: Some Additional Evidence In: Journal of Property Research.
[Full Text][Citation analysis]		article17
2008Nonlinear Return Dependence in Major Real Estate Markets In: Journal of Property Research.
[Full Text][Citation analysis]		article1
2009Do retail firms benefit from real estate ownership? In: Journal of Property Research.
[Full Text][Citation analysis]		article3
2009The significance and performance of property securities markets in the Asian IFCs In: Journal of Property Research.
[Full Text][Citation analysis]		article3
2009Editorial In: Journal of Property Research.
[Full Text][Citation analysis]		article0
2009Firm value, growth, profitability and capital structure of listed real estate companies: an international perspective In: Journal of Property Research.
[Full Text][Citation analysis]		article0
2010Integration among USA, UK, Japanese and Australian securitised real estate markets: an empirical exploration In: Journal of Property Research.
[Full Text][Citation analysis]		article3
2014Switching volatility and cross-market linkages in public property markets In: Journal of Property Research.
[Full Text][Citation analysis]		article0
2015Risk-return convergence in international public property markets In: Journal of Property Research.
[Full Text][Citation analysis]		article0
2019Co-movement between the US and the securitised real estate markets of the Asian-Pacific economies In: Journal of Property Research.
[Full Text][Citation analysis]		article3
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article1
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
2001Real estate and corporate valuation: an asset pricing perspective In: Managerial and Decision Economics.
[Full Text][Citation analysis]		article0
2011An assessment of the relationship between public real estate markets and stock markets at the local, regional, and global levels In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper8

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team