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Do Real Estate Prices and Stock Prices Move Together? An International Analysis
5 references·16 citing·50 second hopsampled
Do Real Estate Prices and Stock Prices Move Together? An International Analysis (1999)Do Real Estate Prices and Stock Prices Mo…What Does the Stock Market Tell Us About Real Estate Returns? (1992)What Does the Stock Market Te…Price formation and the appraisal function in real estate markets (1991)Price formation and the appra…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…Real Estate Returns: A Comparison with Other Investments (1984)Real Estate Returns: A Compar…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains (2015)The co-movement and causality…International Office Investment in Global Cities: The Production of Financial Space and Systemic Risk (2013)International Office Investme…Global House Price Fluctuations: Synchronization and Determinants (2013)Global House Price Fluctuatio…The Asymmetric Wealth Effect in the US Housing and Stock Markets: Evidence from the Threshold Cointegration Model (2011)The Asymmetric Wealth Effect …Are stock and real estate markets integrated? An empirical study of six Asian economies (2011)Are stock and real estate mar…Markets contagion during financial crisis: A regime-switching approach (2010)Markets contagion during fina…Asset market linkages: Evidence from financial, commodity and real estate assets (2010)Asset market linkages: Eviden…Does “hot money” drive China's real estate and stock markets? (2009)Does “hot money” drive China'…Commercial property prices and bank performance (2009)Commercial property prices an…Equilibrium Correlations of Asset Price and Return (2007)Equilibrium Correlations of A…Long-Term Co-Memories and Short-Run Adjustment: Securitized Real Estate and Stock Markets (2005)Long-Term Co-Memories and Sho…Public and Private Real Estate in a Mixed-Asset Portfolio (2003)Public and Private Real Estat…International Direct Real Estate Investment: A Review of the Literature (2003)International Direct Real Est…An Examination of Volatility Spillovers in REIT Returns (2002)An Examination of Volatility …The Causal Relationship Between Real Estate and Stock Markets (2000)The Causal Relationship Betwe…Global Real Estate Markets - Cycles and Fundamentals (2000)Global Real Estate Markets - …Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)SIMPLE CRITERIA FOR OPTIMAL PORTFOLIO SELECTION (1976)Assessing Risk for International Real Estate Investments (1996)Commercial Real Estate Prices and Stock Market Returns: An International Analysis (1997)Modelling Foreign Real Estate Investment: The Spanish Case (2008)What attracts foreign direct investment in China’s real estate development? (2009)Behavioral Real Estate (2017)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)The Integration of Commercial Real Estate Markets and Stock Markets (1999)Further Evidence on the Integration of REIT, Bond, and Stock Returns (2000)Oil and the Macroeconomy since World War II (1983)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)A model of carbon price interactions with macroeconomic and energy dynamics (2011)Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests (2015)Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold (2021)The relationship between return and market value of common stocks (1981)Generalized impulse response analysis in linear multivariate models (1998)Exploring determinants of housing prices: A case study of Chinese experience in 1999–2010 (2012)Politically connected CEOs, firm performance, and CEO pay (2018)Does the Stock Market Overreact? (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)New evidence on the relation between return volatility and trading volume (2009)Comparisons of the relations between housing prices and the macroeconomy in China’s first-, second- and third-tier cities (2016)Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors (2022)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Asset pricing with liquidity risk (2005)Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables (2013)Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach (2016)Financial cointegration and spillover effect of global financial crisis: a study of emerging Asian financial markets (2019)Information, trade and common knowledge (1982)Perfect Equilibrium in a Bargaining Model (1982)Value indices of commercial real estate: A comparison of index construction methods (1994)Price Discovery in American and British Property Markets (1995)An Anatomy of Price Dynamics in Illiquid Markets: Analysis and Evidence from Local Housing Markets (2004)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The arbitrage theory of capital asset pricing (1976)Diversification Categories in Investment Real Estate (1986)Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns (1989)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1992What Does the Stock Market Tell Us About Real Estate Returns?438 cited
  • 1984Real Estate Returns: A Comparison with Other Investments335 cited
  • 1991Price formation and the appraisal function in real estate markets329 cited

Cited by

  • 2010Asset market linkages: Evidence from financial, commodity and real estate assets293 cited
  • 2010Markets contagion during financial crisis: A regime-switching approach221 cited
  • 2000The Causal Relationship Between Real Estate and Stock Markets168 cited
  • 2009Does “hot money” drive China's real estate and stock markets?139 cited
  • 2003International Direct Real Estate Investment: A Review of the Literature139 cited
  • 2000Global Real Estate Markets - Cycles and Fundamentals116 cited
  • 2005Long-Term Co-Memories and Short-Run Adjustment: Securitized Real Estate and Stock Markets111 cited
  • 2002An Examination of Volatility Spillovers in REIT Returns107 cited
  • 2015The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains102 cited

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2011
The Asymmetric Wealth Effect in the US Housing and Stock Markets: Evidence from the Threshold Cointegration Model
99 cited
  • 2003Public and Private Real Estate in a Mixed-Asset Portfolio94 cited
  • 2013Global House Price Fluctuations: Synchronization and Determinants93 cited
  • 2009Commercial property prices and bank performance92 cited
  • 2011Are stock and real estate markets integrated? An empirical study of six Asian economies88 cited
  • 2013International Office Investment in Global Cities: The Production of Financial Space and Systemic Risk81 cited
  • 2007Equilibrium Correlations of Asset Price and Return81 cited