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Impact of Property Prices on Stock Prices in Hong Kong
16 references·3 citing·47 second hop
Impact of Property Prices on Stock Prices in Hong Kong (2001)Impact of Property Prices on Stock Prices…Do Real Estate Prices and Stock Prices Move Together? An International Analysis (1999)Do Real Estate Prices and Sto…A long view of real rates (1999)A long view of real ratesContinental Factors in International Real Estate Returns (1998)Continental Factors in Intern…Property shares, appraisals and the stock market: An international perspective (1996)Property shares, appraisals a…Linkages between direct and indirect property performance in Hong Kong (1996)Linkages between direct and i…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…The effect of real rates of interest on housing prices (1989)The effect of real rates of i…Causality, cointegration, and control (1988)Causality, cointegration, and…Does GNP have a unit root? (1987)Does GNP have a unit root?Perspectives on High World Real Interest Rates (1984)Perspectives on High World Re…A comparison of inflation forecasts (1984)A comparison of inflation for…Macroeconomics and Reality (1980)Macroeconomics and RealityInflation, the Stock Market, and Owner-Occupied Housing (1980)Inflation, the Stock Market, …Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Inflationary Expectations: Their Formation and Interest Rate Effects (1976)Inflationary Expectations: Th…The impact of intangibles on firms’ financial and market performance: UK evidence (2017)The impact of intangibles on …Assessing Hong Kong as an International Financial Centre (2014)Assessing Hong Kong as an Int…El uso de trillos durante la Edad del Cobre en la Meseta española. Análisis traceológico de una colección de denticulados de sílex procedentes del ‘recinto de fosos’ de El Casetón de la Era (Villalba de los Alcores, Valladolid) (2012)El uso de trillos durante la …Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Output and unemployment dynamics in the United States: 1950–1985 (1989)Debt, deficits, and inflation: An application to the public finances of India (1992)Testing for non-linearity in daily sterling exchange rates (1996)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. 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(1977)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)The Pricing of Exchange Rate Risk in the Stock Market (1991)Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets (1992)Presidential Address: Expected Return, Realized Return, and Asset Pricing Tests (1999)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)Risk and Return on Real Estate: Evidence from Equity REITs (1990)Does industrial structure explain the benefits of international diversification? (1994)Industry and Country Effects in International Stock Returns (1995)Home Ownership and Access to Opportunity (2002)Investing in International Real Estate Stocks: A Review of the Literature (2003)Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets (2011)Movements in the Equity Premium (1993)Chapter 25 Government debt (1999)Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets (2005)Testing for unit roots in heterogeneous panels (2003)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 1988Causality, cointegration, and control554 cited
  • 1984A comparison of inflation forecasts380 cited
  • 1999Do Real Estate Prices and Stock Prices Move Together? An International Analysis294 cited
  • 1984Perspectives on High World Real Interest Rates167 cited
  • 1987Does GNP have a unit root?134 cited
  • 1998Continental Factors in International Real Estate Returns127 cited
  • 1989The effect of real rates of interest on housing prices106 cited
  • 1996Property shares, appraisals and the stock market: An international perspective101 cited
  • 1980Inflation, the Stock Market, and Owner-Occupied Housing97 cited
  • 1976Inflationary Expectations: Their Formation and Interest Rate Effects93 cited
  • 1996Linkages between direct and indirect property performance in Hong Kong86 cited

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  • 1999A long view of real rates70 cited
  • Cited by

    • 2017The impact of intangibles on firms’ financial and market performance: UK evidence45 cited
    • 2012El uso de trillos durante la Edad del Cobre en la Meseta española. Análisis traceológico de una colección de denticulados de sílex procedentes del ‘recinto de fosos’ de El Casetón de la Era (Villalba de los Alcores, Valladolid)17 cited
    • 2014Assessing Hong Kong as an International Financial Centre5 cited