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The impact of economic and financial factors on UK property performance
16 references·16 citing·36 second hopsampled
The impact of economic and financial factors on UK property performance (1999)The impact of economic and financial fact…Book-to-market, dividend yield, and expected market returns: A time-series analysis (1997)Book-to-market, dividend yiel…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…The Variation of Economic Risk Premiums (1991)The Variation of Economic Ris…The Term Structure as a Predictor of Real Economic Activity (1991)The Term Structure as a Predi…Financial Investment Opportunities and the Macroeconomy (1991)Financial Investment Opportun…Risk and Return on Real Estate: Evidence from Equity REITs (1990)Risk and Return on Real Estat…The fundamentals of land prices and urban growth (1989)The fundamentals of land pric…Empirical Tests of the Consumption‐Oriented CAPM (1989)Empirical Tests of the Consum…Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …Predicting returns in the stock and bond markets (1986)Predicting returns in the sto…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…Stock Returns and the Term Structure (1985)Stock Returns and the Term St…A comparison of inflation forecasts (1984)A comparison of inflation for…An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)An intertemporal asset pricin…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Is the Korean housing market following Gangnam style? (2020)Is the Korean housing market …The dynamic connectedness of UK regional property returns (2018)The dynamic connectedness of …News-based sentiment analysis in real estate: a machine learning approach (2018)News-based sentiment analysis…Comparisons of the relations between housing prices and the macroeconomy in China’s first-, second- and third-tier cities (2016)Comparisons of the relations …Time Series Analysis of the Relationship between Macroeconomic Factors and the Stock Market Returns in Pakistan (2015)Time Series Analysis of the R…House price dynamics and their reaction to macroeconomic changes (2013)House price dynamics and thei…Real estate markets and the macroeconomy: A dynamic coherence framework (2012)Real estate markets and the m…Macroeconomic Factors of Emerging Stock Market: The Evidence from Thailand (2012)Macroeconomic Factors of Emer…MACROECONOMIC UNCERTAINTY AND CONDITIONAL STOCK MARKET VOLATILITY IN SOUTH AFRICA* (2011)MACROECONOMIC UNCERTAINTY AND…Dynamic Returns Linkages and Volatility Transmission Between South African and World Major Stock Markets (2009)Dynamic Returns Linkages and …Macroeconomic risk influences on the property stock market (2006)Macroeconomic risk influences…Macroeconomic risk factors in Australian commercial real estate, listed property trust and property sector stock returns (2006)Macroeconomic risk factors in…Dynamic relationship between stock and property markets (2006)Dynamic relationship between …Time-Varying Macroeconomic Risk and Commercial Real Estate: An Asset Pricing Perspective (2004)Time-Varying Macroeconomic Ri…Returns and Risk on Real Estate and Other Investments: More Evidence (2001)Returns and Risk on Real Esta…Forecasting Models of Retail Rents (2000)Forecasting Models of Retail …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Time Series Analysis: Forecasting and Control (1977)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)An analysis of intertemporal and cross-sectional determinants of earnings response coefficients (1989)Expected Stock Returns and Variance Risk Premia (2009)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Modeling the conditional distribution of interest rates as a regime-switching process (1996)Asymmetric correlations of equity portfolios (2002)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)A Theory of the Term Structure of Interest Rates (1985)Efficient Capital Markets: II (1991)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Expected stock returns and volatility (1987)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Investor Psychology and Asset Pricing (2001)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)The equity premium: A puzzle (1985)The relationship between return and market value of common stocks (1981)Illiquidity and stock returns: cross-section and time-series effects (2002)Econometric policy evaluation: A critique (1976)The theory and practice of econometrics (1986)The Information in Long-Maturity Forward Rates (1987)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Credit Spreads and Business Cycle Fluctuations (2012)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Presidential Address: Discount Rates (2011)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)
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References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
  • 1985Stock Returns and the Term Structure2,260 cited
  • 1991The Variation of Economic Risk Premiums1,740 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 1986Predicting returns in the stock and bond markets1,715 cited
  • 1991Financial Investment Opportunities and the Macroeconomy844 cited
  • 1997Book-to-market, dividend yield, and expected market returns: A time-series analysis763 cited
  • 1989Empirical Tests of the Consumption‐Oriented CAPM705 cited
  • 1989The fundamentals of land prices and urban growth482 cited
  • 1984A comparison of inflation forecasts380 cited
  • 1990

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Risk and Return on Real Estate: Evidence from Equity REITs
365 cited

Cited by

  • 2011MACROECONOMIC UNCERTAINTY AND CONDITIONAL STOCK MARKET VOLATILITY IN SOUTH AFRICA*112 cited
  • 2016Comparisons of the relations between housing prices and the macroeconomy in China’s first-, second- and third-tier cities97 cited
  • 2012Real estate markets and the macroeconomy: A dynamic coherence framework86 cited
  • 2013House price dynamics and their reaction to macroeconomic changes83 cited
  • 2006Dynamic relationship between stock and property markets70 cited
  • 2018The dynamic connectedness of UK regional property returns67 cited
  • 2006Macroeconomic risk influences on the property stock market63 cited
  • 2009Dynamic Returns Linkages and Volatility Transmission Between South African and World Major Stock Markets55 cited
  • 2018News-based sentiment analysis in real estate: a machine learning approach55 cited
  • 2012Macroeconomic Factors of Emerging Stock Market: The Evidence from Thailand47 cited
  • 2000Forecasting Models of Retail Rents47 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
  • 2015Time Series Analysis of the Relationship between Macroeconomic Factors and the Stock Market Returns in Pakistan44 cited
  • 2004Time-Varying Macroeconomic Risk and Commercial Real Estate: An Asset Pricing Perspective36 cited
  • 2020Is the Korean housing market following Gangnam style?35 cited