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The Risk and Return Profile of Asian Real Estate Stocks
8 references·7 citing·45 second hop
The Risk and Return Profile of Asian Real Estate Stocks (2006)The Risk and Return Profile of Asian Real…International Real Estate Returns: A Multifactor, Multicountry Approach (2003)International Real Estate Ret…Regime Shifts in Asian Equity and Real Estate Markets (2002)Regime Shifts in Asian Equity…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Diversification Benefits from Foreign Real Estate Investments (2002)Diversification Benefits from…Linkages between direct and indirect property performance in Hong Kong (1996)Linkages between direct and i…Does International Diversification Work Better for Real Estate than for Stocks and Bonds? (1996)Does International Diversific…The Risk-Return Attributes of International Real Estate Equities (1991)The Risk-Return Attributes of…Refining the Analysis of Regional Diversification for Income-Producing Real Estate (1987)Refining the Analysis of Regi…The significance and performance of Singapore REITs in a mixed-asset portfolio (2015)The significance and performa…The Significance and Performance of Japan REITs in a Mixed-Asset Portfolio (2012)The Significance and Performa…Returns transmission, value at risk, and diversification benefits in international REITs: evidence from the financial crisis (2012)Returns transmission, value a…Malaysian Real Estate Investment Trusts: A Performance and Comparative Analysis (2012)Malaysian Real Estate Investm…The Development and Performance of REITs in Hong Kong (2010)The Development and Performan…Do Asian real estate companies add value to investment portfolio? (2009)Do Asian real estate companie…The Dynamics of Return Volatilty and Systematic Risk in International Real Estate Security Markets (2007)The Dynamics of Return Volati…The Nine Nations of North America (1983)Real Estate Returns: A Comparison with Other Investments (1984)Diversification Categories in Investment Real Estate (1986)House Price Indexes: Issues and Results (1991)Real estate portfolio diversification by property type and region (1995)Diversification Issues in Real Estate Investment (1999)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)The Effect of International Real Estate Securities on Portfolio Diversification (1998)Long-Term Dependencies and Long Run Non-Periodic Co-Cycles: Real Estate and Stock Markets (1999)Performance of hotel real estate investment trusts: a comparative analysis of Jensen indexes (2002)How to Rate Management of Investment Funds (2012)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Equity Real Estate Investment Trusts and Real Estate Returns (1990)What Does the Stock Market Tell Us About Real Estate Returns? (1992)Price Discovery in American and British Property Markets (1995)Price discovery in the Hong Kong real estate market (2001)Real Estate Price Indices in Hong Kong (2005)Are Securitized Real Estate Returns more Predictable than Stock Returns? (2008)Volatiltiy and Links Between National Stock Markets (1990)Volatility and Links between National Stock Markets (1994)Is the correlation in international equity returns constant: 1960–1990? (1995)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Law and Finance (1998)Risk-Adjusted Performance of Real Estate Stocks: Evidence from Developing Markets (2004)Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets (2006)Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets (2006)Transmission of Volatility Between Stock Markets (1989)Transmission of Volatility between Stock Markets (1990)Common factors in international securitized real estate markets (2008)Global Financial Integration and Real Estate Security Returns (2008)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)What Factors Determine International Real Estate Security Returns? (2004)Exploring Metropolitan Housing Price Volatility (2006)The Growth of REIT Markets in Asia (2006)Continental Factors in International Real Estate Returns (1998)Correlation and Volatility Dynamics in International Real Estate Securities Markets (2008)Bank lending and commercial property cycles: Some cross-country evidence (2010)Extreme Correlation of International Equity Markets (2001)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)
this work references cited by second hop

References

  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1996Does International Diversification Work Better for Real Estate than for Stocks and Bonds?161 cited
  • 2003International Real Estate Returns: A Multifactor, Multicountry Approach159 cited
  • 1987Refining the Analysis of Regional Diversification for Income-Producing Real Estate155 cited
  • 2002Diversification Benefits from Foreign Real Estate Investments108 cited
  • 2002Regime Shifts in Asian Equity and Real Estate Markets97 cited
  • 1996Linkages between direct and indirect property performance in Hong Kong86 cited
  • 1991The Risk-Return Attributes of International Real Estate Equities68 cited

Cited by

  • 2009Do Asian real estate companies add value to investment portfolio?45 cited
  • 2007The Dynamics of Return Volatilty and Systematic Risk in International Real Estate Security Markets42 cited
  • 2012Malaysian Real Estate Investment Trusts: A Performance and Comparative Analysis42 cited
  • 2012The Significance and Performance of Japan REITs in a Mixed-Asset Portfolio36 cited
  • 2010The Development and Performance of REITs in Hong Kong35 cited
  • 2012Returns transmission, value at risk, and diversification benefits in international REITs: evidence from the financial crisis

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31 cited
  • 2015The significance and performance of Singapore REITs in a mixed-asset portfolio30 cited