References

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• 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
• 2015TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 5001,123 cited
• 1999Do Real Estate Prices and Stock Prices Move Together? An International Analysis294 cited
• 1990The integration of the real estate market and the stock market: Some preliminary evidence216 cited
• 1997Using Nonlinear Tests to Examine Integration Between Real Estate and Stock Markets147 cited
• 2015The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains102 cited
• 2011The Asymmetric Wealth Effect in the US Housing and Stock Markets: Evidence from the Threshold Cointegration Model99 cited
• 2011Are stock and real estate markets integrated? An empirical study of six Asian economies88 cited
• 2007Liquidity, Return and Order‐Flow Linkages Between REITs and the Stock Market75 cited
• 2019The causality between liquidity and volatility in the Polish stock market39 cited
• 2019Relationship between the United States housing and stock markets: Some evidence from wavelet analysis36 cited

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