Home/Author

Kim Hiang Liow

36 works· latest 2021· 1 institutionscluster: provisionalORCID 0000-0002-1309-7273

h-index28

i1036

Citations1,741

Works here36

Most cited in this library

Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty2017 · 134 citations
Correlation and Volatility Dynamics in International Real Estate Securities Markets2008 · 116 citations
Long-Term Co-Memories and Short-Run Adjustment: Securitized Real Estate and Stock Markets2005 · 111 citations
Co‐movements and Correlations Across Asian Securitized Real Estate and Stock Markets2011 · 103 citations
Risk-Adjusted Performance of Real Estate Stocks: Evidence from Developing Markets2004 · 78 citations

Works

36 shown

Frequency volatility connectedness and market integration in international real estate investment trusts

Finance research letters·2021·2 authors

26citations

Volatility connectedness and market dependence across major financial markets in China economy

Quantitative Finance and Economics·2021·3 authors·Open access

43citations

Relationship between the United States housing and stock markets: Some evidence from wavelet analysis

The North American Journal of Economics and Finance·2019·2 authors

36citations

The dynamics of volatility connectedness in international real estate investment trusts

Journal of International Financial Markets Institutions and Money·2018·1 author

59citations

Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty

Economic Modelling·2017·2 authors

134citations

Real estate global beta and spillovers: An international study

Economic Modelling·2016·2 authors

Volatility spillover dynamics and relationship across G7 financial markets

The North American Journal of Economics and Finance·2015·1 author

78citations

Conditional Volatility Spillover Effects Across Emerging Financial Markets

Asia-Pacific Journal of Financial Studies·2015·1 author

28citations

Investment Dynamics of the Greater China Securitized Real Estate Markets

Journal of Real Estate Research·2012·2 authors

29citations

Co‐movements and Correlations Across Asian Securitized Real Estate and Stock Markets

Real Estate Economics·2011·1 author·Open access

103citations

Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts

Journal of Housing Economics·2010·2 authors·Open access

29citations

Multiple Regimes and Volatility Transmission in Securitized Real Estate Markets

The Journal of Real Estate Finance and Economics·2009·3 authors·Open access

50citations

Do Asian real estate companies add value to investment portfolio?

Journal of Property Investment and Finance·2009·2 authors

45citations

Extreme returns and value at risk in international securitized real estate markets

Journal of Property Investment and Finance·2008·1 author

29citations

Common factors in international securitized real estate markets

Review of Financial Economics·2008·2 authors

38citations

Long-term Memory in Volatility: Some Evidence from International Securitized Real Estate Markets

The Journal of Real Estate Finance and Economics·2008·1 author·Open access

28citations

Correlation and Volatility Dynamics in International Real Estate Securities Markets

The Journal of Real Estate Finance and Economics·2008·4 authors

116citations

Macroeconomic risk influences on the property stock market

Journal of Property Investment and Finance·2006·3 authors

63citations

Interest rate risk and time‐varying excess returns for Asian property stocks

Journal of Property Investment and Finance·2006·2 authors

26citations

Dynamic relationship between stock and property markets

Applied Financial Economics·2006·1 author

70citations

The Risk and Return Profile of Asian Real Estate Stocks

Pacific Rim Property Research Journal·2006·2 authors

51citations

Long-Term Co-Memories and Short-Run Adjustment: Securitized Real Estate and Stock Markets

The Journal of Real Estate Finance and Economics·2005·2 authors·Open access

111citations

Co‐skewness and Co‐kurtosis in Global Real Estate Securities

Journal of Property Research·2005·2 authors

21citations

Cross‐market dynamics in property stock markets

Journal of Property Investment and Finance·2005·2 authors

27citations

Does corporate real estate create wealth for shareholders?

Journal of Property Investment and Finance·2004·2 authors

43citations

Risk-Adjusted Performance of Real Estate Stocks: Evidence from Developing Markets

Journal of Real Estate Research·2004·2 authors·Open access

78citations

Time-Varying Macroeconomic Risk and Commercial Real Estate: An Asset Pricing Perspective

Journal of Real Estate Portfolio Management·2004·1 author

36citations

Property Company Stock Price and Net Asset Value: A Mean Reversion Perspective

The Journal of Real Estate Finance and Economics·2003·1 author·Open access

21citations

Interest rate sensitivity and risk premium of property stocks

Journal of Property Research·2003·3 authors

22citations

The long‐term investment performance of Singapore real estate and property stocks

Journal of Property Investment and Finance·2001·1 author

36citations

The historical performance of Singapore property stocks

Journal of Property Finance·1997·1 author

35citations