-
1
-
-
84983980240
-
The fractal structure of real estate investment trust returns: The search for evidence of market segmentation and nonlinear dependency
-
doi:10.1111/1540-6229.00571
-
Ambrose, B. W., Ancel, E. and Griffiths, M. D. (1992) The fractal structure of real estate investment trust returns: the search for evidence of market segmentation and nonlinear dependency, Real Estate Economics, 20(1), pp. 25-54. doi:10.1111/1540-6229.00571
-
(1992)
Real Estate Economics
, vol.20
, Issue.1
, pp. 25-54
-
-
Ambrose, B.W.1
Ancel, E.2
Griffiths, M.D.3
-
3
-
-
0035373441
-
Asset price fluctuations in Taiwan: Evidence from stock and real estate prices 1973 to 1992
-
doi:10.1016/S1049-0078(01)00083-5
-
Chen, N. K. (2001) Asset price fluctuations in Taiwan: evidence from stock and real estate prices 1973 to 1992, Journal of Asian Economics, 12(2), pp. 215-232. doi:10.1016/S1049-0078(01)00083-5
-
(2001)
Journal of Asian Economics
, vol.12
, Issue.2
, pp. 215-232
-
-
Chen, N.K.1
-
4
-
-
21344466714
-
Property shares, appraisals and the stock market: An international perspective
-
doi:10.1007/BF00132265
-
Eichholtz, P. M. A. and Hartzell, D. J. (1996) Property shares, appraisals and the stock market: an international perspective, Journal of Real Estate Finance and Economics, 12(2), pp. 163-178. doi:10.1007/BF00132265
-
(1996)
Journal of Real Estate Finance and Economics
, vol.12
, Issue.2
, pp. 163-178
-
-
Eichholtz, P.M.A.1
Hartzell, D.J.2
-
5
-
-
0000013567
-
Co-integration and error correction: Representation, estimation, and testing
-
doi:10.2307/1913236
-
Engle, R. F. and Granger, C. W. J. (1987) Co-integration and error correction: representation, estimation, and testing, Econometrica, 55(2), pp. 251-276. doi:10.2307/1913236
-
(1987)
Econometrica
, vol.55
, Issue.2
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
6
-
-
0035593587
-
Market efficiency and return statistics: Evidence from real estate and stock markets using a present-value approach
-
doi:10.1111/1080-8620.00009
-
Fu, Y. and Ng, L. K. (2001) Market efficiency and return statistics: evidence from real estate and stock markets using a present-value approach, Real Estate Economics, 29(2), pp. 227-250. doi:10.1111/1080-8620.00009
-
(2001)
Real Estate Economics
, vol.29
, Issue.2
, pp. 227-250
-
-
Fu, Y.1
Ng, L.K.2
-
7
-
-
84984080802
-
What does the stock market tell us about real estate returns?
-
doi:10.1111/1540-6229.00591
-
Gyourko, J. and Keim, D. B. (1992) What does the stock market tell us about real estate returns?, Real Estate Economics, 20(3), pp. 457-485. doi:10.1111/1540-6229.00591
-
(1992)
Real Estate Economics
, vol.20
, Issue.3
, pp. 457-485
-
-
Gyourko, J.1
Keim, D.B.2
-
8
-
-
69249240130
-
-
doi:10.3846/1648-715X.2009.13.191-204
-
Hui, E. C. M., Lau, O. M. F. and Lo, K. K. (2009) A fuzzy decision-making approach for portfolio management with direct real estate Strategic Property Management, 13(2), pp. 191-204. doi:10.3846/1648-715X.2009.13.191-204
-
(2009)
A Fuzzy Decision-making Approach For Portfolio Management With Direct Real Estate Strategic Property Management
, vol.13
, Issue.2
, pp. 191-204
-
-
Hui, E.C.M.1
Lau, O.M.F.2
Lo, K.K.3
-
9
-
-
77449120186
-
Price discovery of property markets in Shenzhen and Hong Kong
-
doi:10.1080/01446190903365640
-
Hui, E. C. M. and Ng, I. M. H. (2009) Price discovery of property markets in Shenzhen and Hong Kong, Construction Management and Economics, 27(12), pp. 1175-1196. doi:10.1080/01446190903365640
-
(2009)
Construction Management and Economics
, vol.27
, Issue.12
, pp. 1175-1196
-
-
Hui, E.C.M.1
Ng, I.M.H.2
-
10
-
-
77950350302
-
Study of Guangzhou house price bubble based on state-space model
-
doi:10.3846/1648-715X.2009.13.287-298
-
Hui, E. C. M. and Gu, Q. (2009) Study of Guangzhou house price bubble based on state-space model, International Journal of Strategic Property Management, 13(4), pp. 287-298. doi:10.3846/1648-715X.2009.13.287-298
-
(2009)
International Journal of Strategic Property Management
, vol.13
, Issue.4
, pp. 287-298
-
-
Hui, E.C.M.1
Gu, Q.2
-
11
-
-
33751531827
-
Housing price bubbles in Hong Kong, Beijing and Shanghai: A comparative study
-
doi:10.1007/s11146-006-0335-2
-
Hui, E. C. M. and Shen, Y. (2006) Housing price bubbles in Hong Kong, Beijing and Shanghai: a comparative study, Journal of Real Estate Finance and Economics, 33(4), pp. 299-327. doi:10.1007/s11146-006-0335-2
-
(2006)
Journal of Real Estate Finance and Economics
, vol.33
, Issue.4
, pp. 299-327
-
-
Hui, E.C.M.1
Shen, Y.2
-
12
-
-
84983947160
-
Real estate returns: A comparison with other investments
-
doi:10.1111/1540-6229.00320
-
Ibbotson, R. G. and Siegel, L. B. (1984) Real estate returns: a comparison with other investments, Real Estate Economics, 12(3), pp. 219-242. doi:10.1111/1540-6229.00320
-
(1984)
Real Estate Economics
, vol.12
, Issue.3
, pp. 219-242
-
-
Ibbotson, R.G.1
Siegel, L.B.2
-
13
-
-
0345510809
-
Statistical analysis of cointegration vectors
-
doi:10.1016/0165-1889(88)90041-3
-
Johansen, S. (1988) Statistical analysis of cointegration vectors, Journal of Economic Dynamics and Control, 12(2/3), pp. 231-254. doi:10.1016/0165-1889(88)90041-3
-
(1988)
Journal of Economic Dynamics and Control
, vol.12
, Issue.2-3
, pp. 231-254
-
-
Johansen, S.1
-
14
-
-
14844342166
-
Stock and real estate price in Greece: Wealth versus 'credit-price' effect
-
doi:10.1080/1350485042000307107
-
Kapopoulos, P. and Siokis, F. (2005) Stock and real estate price in Greece: wealth versus 'credit-price' effect, Applied Economics Letters, 12(2), pp. 125-128. doi:10.1080/1350485042000307107
-
(2005)
Applied Economics Letters
, vol.12
, Issue.2
, pp. 125-128
-
-
Kapopoulos, P.1
Siokis, F.2
-
15
-
-
84995186518
-
Portfolio selection
-
doi:10.2307/2975974
-
Markowitz, H. (1952) Portfolio selection, Journal of Finance, 7(1), pp. 77-91. doi:10.2307/2975974
-
(1952)
Journal of Finance
, vol.7
, Issue.1
, pp. 77-91
-
-
Markowitz, H.1
-
16
-
-
0006026167
-
Linkages between direct and indirect property performance in Hong Kong
-
doi:10.1108/09588689610152363
-
Newell, G. and Chau, K. W. (1996) Linkages between direct and indirect property performance in Hong Kong, Journal of Property Finance, 7(4), pp. 9-29. doi:10.1108/09588689610152363
-
(1996)
Journal of Property Finance
, vol.7
, Issue.4
, pp. 9-29
-
-
Newell, G.1
Chau, K.W.2
-
17
-
-
84899174587
-
-
IGI Global
-
Nigro, H. O., Císaro, S. E. G. and Xodo, D. H. (2007) Data mining with ontologies: implementations, findings, and frameworks. IGI Global.
-
(2007)
Data Mining With Ontologies: Implementations, Findings, and Frameworks
-
-
Nigro, H.O.1
Císaro, S.E.G.2
Xodo, D.H.3
-
18
-
-
0031286983
-
Using nonlinear tests to examine integration between real estate and equity markets
-
doi:10.1111/1540-6229.00724
-
Okunev, J. and Wilson, P. J. (1997) Using nonlinear tests to examine integration between real estate and equity markets, Real Estate Economics, 25(3), pp. 487-503. doi:10.1111/1540-6229.00724
-
(1997)
Real Estate Economics
, vol.25
, Issue.3
, pp. 487-503
-
-
Okunev, J.1
Wilson, P.J.2
-
19
-
-
0034556584
-
The causal relationship between real estate and stock markets
-
doi:10.1023/A:1012051719424
-
Okunev, J., Wilson, P. and Zurbruegg, R. (2000) The causal relationship between real estate and stock markets, Journal of Real Estate Finance and Economics, 21(3), pp. 251-261. doi:10.1023/A:1012051719424
-
(2000)
Journal of Real Estate Finance and Economics
, vol.21
, Issue.3
, pp. 251-261
-
-
Okunev, J.1
Wilson, P.2
Zurbruegg, R.3
-
20
-
-
0033447844
-
Do real estate prices and stock prices move together? An international analysis
-
doi:10.1111/1540-6229.00771
-
Quan, D. C. and Titman, S. (1999) Do real estate prices and stock prices move together? An international analysis, Real Estate Economics, 27(2), pp. 183-207. doi:10.1111/1540-6229.00771
-
(1999)
Real Estate Economics
, vol.27
, Issue.2
, pp. 183-207
-
-
Quan, D.C.1
Titman, S.2
-
21
-
-
70749096792
-
Stock and real estate markets in Korea: Wealth or credit-price effect
-
Sim, S. H. and Chang, B. K. (2006) Stock and real estate markets in Korea: wealth or credit-price effect, Journal of Economic Research, 11(1), 99-122.
-
(2006)
Journal of Economic Research
, vol.11
, Issue.1
, pp. 99-122
-
-
Sim, S.H.1
Chang, B.K.2
-
22
-
-
43849085428
-
Impact of property prices on stock prices in Hong Kong
-
doi:10.1142/S0219091501000309
-
Tse, R. Y. C. (2001) Impact of property prices on stock prices in Hong Kong, Review of Pacific Basin Financial Markets and Policies, 4(1), 29-43. doi:10.1142/S0219091501000309
-
(2001)
Review of Pacific Basin Financial Markets and Policies
, vol.4
, Issue.1
, pp. 29-43
-
-
Tse, R.Y.C.1
|