Simon Stevenson : Citation Profile

University of Washington

12

H index

17

i10 index

527

Citations

RESEARCH PRODUCTION:

46

Articles

54

Papers

RESEARCH ACTIVITY:

   20 years (1998 - 2018). See details.
   Cites by year: 26
   Journals where Simon Stevenson has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 29 (5.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst884
   Updated: 2026-07-04    RAS profile: 2023-03-16    
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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 Simon Stevenson.

Is cited by:

GUPTA, RANGAN (41)

Liow, Kim (17)

Cepni, Oguzhan (13)

Pierdzioch, Christian (10)

Zhou, Jian (8)

Lyons, Ronan (7)

Hoesli, Martin (7)

Hutson, Elaine (7)

Leung, Charles (6)

cotter, john (5)

Guidolin, Massimo (5)

Cites to:

Wilson, Patrick (16)

Hoesli, Martin (16)

Liow, Kim (15)

hendershott, patric (13)

Ling, David (13)

Glascock, John (13)

cotter, john (12)

Engle, Robert (12)

Bernanke, Ben (12)

Lizieri, Colin (11)

O'Reilly, Gerard (10)

Main data

Where Simon Stevenson has published?

Journals with more than one article published# docs
Journal of Property Research7
Journal of Real Estate Research5
The Journal of Real Estate Finance and Economics5
Journal of Housing Economics4
Real Estate Economics3
International Review of Financial Analysis2
The European Journal of Finance2
Urban Studies2
Applied Financial Economics2
International Real Estate Review2
International Journal of Housing Markets and Analysis2

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 Reading8
MPRA Paper / University Library of Munich, Germany3
Papers / arXiv.org3

Recent works citing Simon Stevenson (2025 and 2024)

YearTitle of citing document
2024Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:539-573.

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2026Does policy uncertainty affect firms exchange rate exposure? Evidence from China11We are grateful for the insightful comments of Iftekhar Hasan, Iikka Korhonen, Zhitao Lin and Yaqi Wang for their valuable suggestions. We are also grateful for the excellent comments from participants at seminars at Bank of Finland, Jinan University, Capital University of Economics and Business, Wuhan University, and Central University of Finance and Economics, as well as the EFMA 2023 Annual Conference (Cardiff). This research is supported by the National Natural Science Foundation of China (72473146, 72101267), the Fundamental Research Funds for the Central Universities, the Research Funds of Renmin University of China (24XNN005). All remaining errors are ours.. (2026). He, Qing ; Zhang, CE ; Liang, Bailin. In: China Economic Review. RePEc:eee:chieco:v:95:y:2026:i:c:s1043951x25002573.

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2025Common risk factors in REIT Returns: New insights. (2025). Con, Alain ; Guardiola, Philippe. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000877.

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2025Hedging downside risk for REITs. (2025). Zhou, Jian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825001032.

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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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2025International relations and foreign divestment of multinational enterprises. (2025). Wu, Sihong ; Fan, DI ; Su, Yiyi. In: International Business Review. RePEc:eee:iburev:v:34:y:2025:i:5:s0969593125000976.

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2024How supply and demand affect national house prices: The case of Ireland. (2024). O'Toole, Conor ; McQuinn, Kieran ; Egan, Paul. In: Journal of Housing Economics. RePEc:eee:jhouse:v:65:y:2024:i:c:s1051137724000251.

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2024Price 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.

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2024Exchange rate and corporate investment: Heterogeneous effects via the global value chain networks. (2024). Huang, Wendi ; Zhang, Weikang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001463.

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2025Enterprise risk management and foreign currency derivatives usage. (2025). Laing, Elaine ; Han, XU. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006811.

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2025Forecasting Real Estate Performance during the COVID-19 Pandemic Crisis: A Comparison of Statistical and Machine Learning Models. (2025). , Peter ; Muzindutsi, Paul F ; Isah, Kazeem O ; Aboluwodi, Damilola. In: International Real Estate Review. RePEc:ire:issued:v:28:n:04:2025:p:475-504.

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2025Exploring Macroeconomic Determinants of Housing Bubbles: New Evidence from Dynamic Panel Probit Models. (2025). Chiang, Shu-Hen ; Chen, Chien-Fu. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:53:y:2025:i:1:d:10.1007_s11293-025-09820-8.

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2024Housing GANs: Deep Generation of Housing Market Data. (2024). Yilmaz, Bilgi. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10456-6.

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2024Sustainability and Private Equity Real Estate Returns. (2024). Wang, Chongyu ; Devine, Avis ; Sanderford, Andrew. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:68:y:2024:i:2:d:10.1007_s11146-022-09914-z.

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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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2025Analyzing the Impacts of Property Age on REITs and the Reasons Why REITs Own Older Properties. (2025). Wu, Zhonghua ; Ooi, Joseph ; Feng, Zifeng. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:2:d:10.1007_s11146-023-09961-0.

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2025The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Wang, Shixuan ; Bonato, Matteo. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:71:y:2025:i:4:d:10.1007_s11146-024-09978-z.

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2026The Impact of Monetary Policy on REITs: Evidence from FOMC Announcements. (2026). Rosa, Carlo. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:72:y:2026:i:1:d:10.1007_s11146-024-09992-1.

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2026Dynamics of REIT Returns and Volatility: Analyzing Time-Varying Drivers Through an Explainable Machine Learning Approach. (2026). Price, Mckay S ; Nagl, Maximilian ; Jenett, Hendrik ; Schaefers, Wolfgang. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:72:y:2026:i:1:d:10.1007_s11146-025-10016-9.

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2025The effect of sector specialisation on unlisted real estate fund performance amid economic downturns. (2025). Marx, Simon ; Hilders, Bas ; Tsolacos, Sotiris. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:1:d:10.1057_s41260-024-00373-0.

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2025The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Marfatia, Hardik A. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04494-8.

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2025Herding Spillover Effects in US REIT Sectors. (2025). GUPTA, RANGAN ; Ngene, Geoffrey M ; Babalos, Vassilios ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202531.

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2025The impact of futures trade on the informational efficiency of the U.S. REIT market. (2025). Sohn, Sungbin ; Jeong, Minhyuk ; Jang, Hanwool ; Ahn, Kwangwon. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00715-2.

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2024Predicting Social Inequality in Poland Using Price Dispersion on the Real Estate Market. (2024). Stachurski, Tomasz ; Wolny-Dominiak, Alicja ; Ado, Tomasz. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:172:y:2024:i:3:d:10.1007_s11205-024-03342-7.

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2024Real 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.

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2026The impact of mandatory governance changes on financial risk management. (2018). Hutson, Elaine ; Hege, Ulrich ; Laing, Elaine. In: TSE Working Papers. RePEc:tse:wpaper:32437.

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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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2025Revisiting the Volatility Dynamics of REITs Amid Uncertainty and Investor Sentiment: A Predictive Approach in GARCH‐MIDAS. (2025). Isah, Kazeem ; Yakub, Yusuf ; Xiangxin, XU ; Aboluwodi, Damilola. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:7:p:2193-2204.

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Works by Simon Stevenson:

YearTitleTypeCited
2011Modeling Long Memory in REITs In: Papers.
[Full Text][Citation analysis]		paper33
2008Modeling Long Memory in REITs.(2008) In: Real Estate Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		article
2007Modeling Long Memory in REITs.(2007) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2011Uncovering Volatility Dynamics in Daily REIT Returns In: Papers.
[Full Text][Citation analysis]		paper11
2005Uncovering Volatility Dynamics in Daily REIT Returns.(2005) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2011Multivariate Modeling of Daily REIT Volatility In: Papers.
[Full Text][Citation analysis]		paper85
2006Multivariate 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: 85		article
2005Multivariate Modeling of Daily REIT Volatility.(2005) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper
2011Multivariate Modelling of Daily REIT Volatility.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper
1998Commercial Real Estate and International Diversification In: ERES.
[Full Text][Citation analysis]		paper0
1999A Long Term Analysis of Regional Housing markets and Inflation In: ERES.
[Full Text][Citation analysis]		paper14
2000A 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: 14		article
1999Hedging International Real Estate Investments: Decomposing Returns into Capital and Income Components In: ERES.
[Full Text][Citation analysis]		paper0
1999Government Intervention and Its Impact on the Housing Market in Greater Dublin In: ERES.
[Full Text][Citation analysis]		paper0
2000REAL ESTATE PORTFOLIO CONSTRUCTION AND ESTIMATION RISK In: ERES.
[Full Text][Citation analysis]		paper0
2000A Comparison of Alternative Rental Forecasting Models: Empirical Tests on the London Office Market In: ERES.
[Full Text][Citation analysis]		paper3
2003A 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
2001Time Weighted Portfolio Optimisation In: ERES.
[Full Text][Citation analysis]		paper0
2002Volatility in the Ripple Effect of Regional House Market Dynamics In: ERES.
[Full Text][Citation analysis]		paper0
2002Hedonic Estimation of Apartment Submarkets In: ERES.
[Full Text][Citation analysis]		paper0
2003Economic, Demographic and Fiscal Influences on Housing Market Dynamics In: ERES.
[Full Text][Citation analysis]		paper5
2004New Empirical Evidence on the Speculative Behaviour Present in Residential Property Markets In: ERES.
[Full Text][Citation analysis]		paper0
2004Real estate in the mixed-asset portfolio: the question of consistency In: ERES.
[Full Text][Citation analysis]		paper0
2004Real 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
2005The Distributional Characteristics of REIT Returns In: ERES.
[Full Text][Citation analysis]		paper0
2005NY-LON: Does a Single Cross-Continental Office Market Exist? In: ERES.
[Full Text][Citation analysis]		paper0
2005Modelling Housing Market Fundamentals: Empirical Evidence of Extreme Market Conditions In: ERES.
[Full Text][Citation analysis]		paper31
2008Modeling 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: 31		article
2005Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities In: ERES.
[Full Text][Citation analysis]		paper9
2007Assessing 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
2005An Analysis of Residential Auction Sale Prices and Quoted Guide Prices In: ERES.
[Full Text][Citation analysis]		paper0
2006PERMANENT AND TRANSITORY DRIVERS OF SECURITISED REAL ESTATE In: ERES.
[Full Text][Citation analysis]		paper0
2006AN ASSET PRICING MODEL OF THE LONDON RESIDENTIAL MARKET In: ERES.
[Full Text][Citation analysis]		paper0
2007Monetary Policy and Real Estate Investment Trusts In: ERES.
[Full Text][Citation analysis]		paper1
2007Panel Modelling of Regional Commercial Property Markets: Empirical Evidence from Finland In: ERES.
[Full Text][Citation analysis]		paper0
2007Mean-Variance Spanning Tests of Real Estateís Portfolio Contribution In: ERES.
[Full Text][Citation analysis]		paper0
2007Asymmetric Betaís in Bull and Bear Markets: Evidence from US Equity REITs In: ERES.
[Full Text][Citation analysis]		paper0
2007Conditional Correlations and Real Estate Investment Trusts In: ERES.
[Full Text][Citation analysis]		paper0
2007Tests of Dynamic Asymmetric Correlations across REIT Sub-Sectors In: ERES.
[Full Text][Citation analysis]		paper0
2009Dynamics of Residential Market in Ghana: A Comparison In: ERES.
[Full Text][Citation analysis]		paper0
2011INREV Panel on the Education Requirements of the Indirect Investment Market In: ERES.
[Full Text][Citation analysis]		paper0
2012Herding in real estate security analysis In: ERES.
[Full Text][Citation analysis]		paper0
2013The Case for Risk Parity as an Alternative Strategy for Asset Allocation in Real Estate Portfolios In: ERES.
[Full Text][Citation analysis]		paper0
2013Performance and Cash Flow Drivers of Private Real Estate Funds In: ERES.
[Full Text][Citation analysis]		paper0
2013Securitised Real Estate Regime-Switching Behaviour and the Relationship with Market Interest Rates In: ERES.
[Full Text][Citation analysis]		paper0
2013Sponsor, Corporate Governance and Asian REITs Performance In: ERES.
[Full Text][Citation analysis]		paper0
2014The Sensitivity of European Publically Listed Real Estate to Interest Rates In: ERES.
[Full Text][Citation analysis]		paper0
2015Toward a Liability Driven Investment Paradigm for DC Pensions: Implication for Real Estate Allocations In: ERES.
[Full Text][Citation analysis]		paper0
2015Real estate market risk modelling In: ERES.
[Full Text][Citation analysis]		paper1
2015Rationality and Momentum in Real Estate Investment Forecasts In: ERES.
[Full Text][Citation analysis]		paper0
2014Rationality 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
2015How 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]		paper0
2015Volatility Transmission: A Global Tri-Variate Analysis of Public Real Estate and Foreign Exchange Markets In: ERES.
[Full Text][Citation analysis]		paper0
2015Investor Protection, Corporate Governance and Firm Performance: Evidence from Asian Real Estate Investment Trusts In: ERES.
[Full Text][Citation analysis]		paper0
2018Low‐frequency volatility of real estate securities and macroeconomic risk In: Accounting and Finance.
[Full Text][Citation analysis]		article5
2015The Role of Undisclosed Reserves in English Open Outcry Auctions In: Real Estate Economics.
[Full Text][Citation analysis]		article3
2001Emerging markets, downside risk and the asset allocation decision In: Emerging Markets Review.
[Full Text][Citation analysis]		article14
2013The 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]		article1
2015Assessing the accuracy and dispersion of real estate investment forecasts In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2004New empirical evidence on heteroscedasticity in hedonic housing models In: Journal of Housing Economics.
[Full Text][Citation analysis]		article25
2006Special issue based on the European Real Estate Society (ERES) Conference, Dublin, Ireland, June 2005 In: Journal of Housing Economics.
[Full Text][Citation analysis]		article0
2010A comparison of the appraisal process for auction and private treaty residential sales In: Journal of Housing Economics.
[Full Text][Citation analysis]		article7
2009Equity and fixed income markets as drivers of securitised real estate In: Review of Financial Economics.
[Full Text][Citation analysis]		article4
2010The Ghanaian transaction‐based residential indices In: International Journal of Housing Markets and Analysis.
[Full Text][Citation analysis]		article1
2010Residential market development in sub‐Saharan Africa In: International Journal of Housing Markets and Analysis.
[Full Text][Citation analysis]		article1
2007A comparison of the forecasting ability of ARIMA models In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article4
2001A 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]		article3
2001Tax Policies and Residential Mobility In: International Real Estate Review.
[Full Text][Citation analysis]		article6
2000International Real Estate Diversification: Empirical Tests using Hedged Indices In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article25
2001Bayes-Stein Estimators and International Real Estate Asset Allocation In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article3
2002Momentum Effects and Mean Reversion in Real Estate Securities In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article24
2003Estimation of Apartment Submarkets In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article5
2016Macro-Economic and Financial Determinants of Comovement across Global Real Estate Security Markets In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article3
2007Foreign 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]		article11
2007Monetary Shocks and REIT Returns In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article40
2014Futures 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]		article12
2015Public 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]		article5
2002The Sensitivity of European Bank Stocks to German Interest Rates Changes In: Multinational Finance Journal.
[Full Text][Citation analysis]		article6
2010Openness, hedging incentives and foreign exchange exposure: A firm-level multi-country study In: Journal of International Business Studies.
[Full Text][Citation analysis]		article49
2004The Case for REITs in the Mixed-Asset Portfolio in the Short and Long Run In: Real Estate & Planning Working Papers.
[Full Text][Citation analysis]		paper1
2011Separating Skill from Luck in REIT Mutual Funds In: Real Estate & Planning Working Papers.
[Full Text][Citation analysis]		paper1
Dynamic Correlations across REIT Sub-Sectors In: Real Estate & Planning Working Papers.
[Full Text][Citation analysis]		paper0
Capital Market Expectations and the London Office Market In: Real Estate & Planning Working Papers.
[Full Text][Citation analysis]		paper0
2014Residential Property Loans and Bank Performance during Property Price Booms: Evidence from Europe In: Real Estate & Planning Working Papers.
[Full Text][Citation analysis]		paper2
2014A Comparative Analysis of the Accuracy and Uncertainty in Real Estate and Macroeconomic Forecasts In: Real Estate & Planning Working Papers.
[Full Text][Citation analysis]		paper0
2015The probability of sale and price premiums in withdrawn auctioned properties In: Urban Studies.
[Full Text][Citation analysis]		article1
2015Synchronisation and commonalities in metropolitan housing market cycles In: Urban Studies.
[Full Text][Citation analysis]		article10
2007The substitutability of REITs and value stocks In: Applied Financial Economics.
[Full Text][Citation analysis]		article1
2012Dynamic correlations between REIT sub-sectors and the implications for diversification In: Applied Financial Economics.
[Full Text][Citation analysis]		article4
2014A Multiple Error-Correction Model of Housing Supply In: Housing Studies.
[Full Text][Citation analysis]		article7
2004A performance evaluation of portfolio managers: tests of micro and macro forecasting In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2007 Forecasting Housing Supply: Empirical Evidence from the Irish Market In: European Journal of Housing Policy.
[Full Text][Citation analysis]		article3
1999Real estates role in an international multi-asset portfolio: empirical evidence using Irish data In: Journal of Property Research.
[Full Text][Citation analysis]		article3
2000Contagion effects and intra industry information flows: the example of Olympia & York In: Journal of Property Research.
[Full Text][Citation analysis]		article0
2003Empirical evidence on the micro and macro forecasting ability of real estate funds In: Journal of Property Research.
[Full Text][Citation analysis]		article0
2005House price diffusion and inter‐regional and cross‐border house price dynamics In: Journal of Property Research.
[Full Text][Citation analysis]		article0
2007Measuring Spillover Effects Across Asian Property Stocks In: Journal of Property Research.
[Full Text][Citation analysis]		article10
2016Performance drivers of private real estate funds In: Journal of Property Research.
[Full Text][Citation analysis]		article5
2014Concordance in Global Office Market Cycles In: Regional Studies.
[Full Text][Citation analysis]		article11
2011Monetary policy transmission and real estate investment trusts In: International Journal of Finance & Economics.
[Citation analysis]		article16

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