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Interactions Between Property and Equity Markets: An Investigation of Linkages in the United Kingdom 1972–1992
16 references·9 citing·38 second hop
Interactions Between Property and Equity Markets: An Investigation of Linkages in the United Kingdom 1972–1992 (1997)Interactions Between Property and Equity …L'urbanisation du capital (2004)L'urbanisation du capitalThe Predictability of REIT Returns and Market Segmentation (1995)The Predictability of REIT Re…Does the REIT Stock Market Resemble the General Stock Market? (1995)Does the REIT Stock Market Re…Real Estate Returns and the Macroeconomy: Some Empirical Evidence from Real Estate Investment Trust Data, 1972-1991 (1994)Real Estate Returns and the M…Capital Switching and the Built Environment: United States, 1970–89 (1994)Capital Switching and the Bui…What Does the Stock Market Tell Us About Real Estate Returns? (1992)What Does the Stock Market Te…The Condition of Postmodernity (1991)The Condition of PostmodernitySmoothing in appraisal-based returns (1991)Smoothing in appraisal-based …Risk and return in real estate (1991)Risk and return in real estateEquity Real Estate Investment Trusts and Real Estate Returns (1990)Equity Real Estate Investment…Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns (1989)Estimating Real Estate's Syst…A Note on the use of Appraisal Data in Indexes of Performance Measurement (1988)A Note on the use of Appraisa…Property portfolio allocation: A multi‐factor model (1987)Property portfolio allocation…Interest Rate Sensitivity in the Common Stocks of Financial Intermediaries: A Methodological Note (1985)Interest Rate Sensitivity in …The Limits of Capital (1982)The Limits of CapitalInvestigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Relationship between the United States housing and stock markets: Some evidence from wavelet analysis (2019)Relationship between the Unit…Conditional Volatility Spillover Effects Across Emerging Financial Markets (2015)Conditional Volatility Spillo…Why Do REIT Returns Poorly Reflect Property Returns? Unrealizable Appreciation Gains due to Trading Constraints as the Solution to the Short‐Term Disparity (2013)Why Do REIT Returns Poorly Re…Macroeconomic risk factors in Australian commercial real estate, listed property trust and property sector stock returns (2006)Macroeconomic risk factors in…Cross‐market dynamics in property stock markets (2005)Cross‐market dynamics in prop…Returns and Risk on Real Estate and Other Investments: More Evidence (2001)Returns and Risk on Real Esta…Market Efficiency and Rationality in Property Investment (2000)Market Efficiency and Rationa…Real Interest Regimes and Real Estate Performance: A Comparison of U.K. and U.S. Markets (1998)Real Interest Regimes and Rea…Modelling Use, Investment, and Development in the British Office Market (1998)Modelling Use, Investment, an…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Macroeconomics and Reality (1980)Economic Forces and the Stock Market (1986)REIT Risk Premium Sensitivity and Interest Rates (2002)Real estate markets and the macroeconomy: A dynamic coherence framework (2012)The arbitrage theory of capital asset pricing (1976)Price Discovery in American and British Property Markets (1995)The Time-Varying Nature of the Link between REIT, Real Estate and Financial Asset Returns (2001)The Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns (2003)World city formation: an agenda for research and action (1982)Social regulation after Fordism:regulation theory, neo-liberalism and the global-local nexus (1995)Lost in Space: The Geography of Corporate Interlocking Directorates (1998)Subterranean Struggles: New Dynamics of Mining, Oil, and Gas in Latin America (2014)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Real Estate Returns: A Comparison with Other Investments (1984)Empirical Tests of the Consumption‐Oriented CAPM (1989)Smoothing in Commercial Property Valuations: Evidence from Individual Appraisals (2001)Do Out‐of‐State Buyers Pay More for Real Estate? An Examination of Anchoring‐Induced Bias and Search Costs (2004)Illiquidity and Pricing Biases in the Real Estate Market (2007)Asset returns and inflation (1977)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)Estimating Market Values from Appraised Values without Assuming an Efficient Market (1993)Do Real Estate Prices and Stock Prices Move Together? An International Analysis (1999)Further Evidence on the Integration of REIT, Bond, and Stock Returns (2000)The information content of discounts and premiums on closed-end fund shares (1978)Value indices of commercial real estate: A comparison of index construction methods (1994)A Model of Housing in the Presence of Adjustment Costs: A Structural Interpretation of Habit Persistence (2008)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)The Integration of Commercial Real Estate Markets and Stock Markets (1999)From Managerialism to Entrepreneurialism: The Transformation in Urban Governance in Late Capitalism (1989)Globalisation as Reterritorialisation: The Re-scaling of Urban Governance in the European Union (1999)Cities and the Geographies of “Actually Existing Neoliberalism” (2002)Territoriality and beyond: problematizing modernity in international relations (1993)The Handbook of Journalism Studies (2009)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1991The Condition of Postmodernity8,605 cited
  • 1982The Limits of Capital2,472 cited
  • 2004L'urbanisation du capital596 cited
  • 1992What Does the Stock Market Tell Us About Real Estate Returns?438 cited
  • 1991Smoothing in appraisal-based returns425 cited
  • 1991Risk and return in real estate292 cited
  • 1990Equity Real Estate Investment Trusts and Real Estate Returns253 cited
  • 1994Real Estate Returns and the Macroeconomy: Some Empirical Evidence from Real Estate Investment Trust Data, 1972-1991185 cited
  • 1989Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns185 cited
  • 1995The Predictability of REIT Returns and Market Segmentation139 cited
  • 1994Capital Switching and the Built Environment: United States, 1970–89135 cited
  • 1985Interest Rate Sensitivity in the Common Stocks of Financial Intermediaries: A Methodological Note124 cited
  • 1987Property portfolio allocation: A multi‐factor model117 cited
  • 1988A Note on the use of Appraisal Data in Indexes of Performance Measurement93 cited

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  • 1995Does the REIT Stock Market Resemble the General Stock Market?72 cited
  • Cited by

    • 1998Modelling Use, Investment, and Development in the British Office Market76 cited
    • 2001Returns and Risk on Real Estate and Other Investments: More Evidence46 cited
    • 2006Macroeconomic risk factors in Australian commercial real estate, listed property trust and property sector stock returns45 cited
    • 2013Why Do REIT Returns Poorly Reflect Property Returns? Unrealizable Appreciation Gains due to Trading Constraints as the Solution to the Short‐Term Disparity38 cited
    • 2019Relationship between the United States housing and stock markets: Some evidence from wavelet analysis36 cited
    • 2000Market Efficiency and Rationality in Property Investment36 cited
    • 1998Real Interest Regimes and Real Estate Performance: A Comparison of U.K. and U.S. Markets31 cited
    • 2015Conditional Volatility Spillover Effects Across Emerging Financial Markets28 cited
    • 2005Cross‐market dynamics in property stock markets27 cited