Details about Martin Hoesli

Homepage:	http://martinhoesli.weebly.com/
Workplace:	Geneva Finance Research Institute (GFRI), Université de Genève (University of Geneva), (more information at EDIRC) Business School, University of Aberdeen, (more information at EDIRC)

Access statistics for papers by Martin Hoesli.

Last updated 2022-02-24. Update your information in the RePEc Author Service.

Short-id: pho491

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Working Papers

2022

1. Tenant Industry Sector and European Listed Real Estate Performance
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
2. The Valuation of Illiquid Assets: A Focus on Private Equity and Real Estate
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)

2021

3. Commercial Real Estate Prices and Covid-19
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (19)
4. Hedonic Models and Market Segmentation
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
5. Portfolio Diversification across U.S. Gateway and Non-Gateway Real Estate Markets
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
6. Real Estate Portfolio Diversification across U.S. Gateway and Non-Gateway Markets
   ERES, European Real Estate Society (ERES)
7. Revisiting metropolitan house price-income relationships
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
8. Structured Additive Regression and Tree Boosting
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
9. The Performance of Non-Listed Opportunity Real Estate Funds in China
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2020

10. An Investigation of the Synchronization in Global House Prices
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (4)
11. The Resilience and Realignment of House Prices in the Era of Covid-19
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (2)

2019

12. Does listed real estate behave like direct real estate: updated and broader evidence
    ERES, European Real Estate Society (ERES)
    See also Journal Article Does listed real estate behave like direct real estate? Updated and broader evidence, Applied Economics, Taylor & Francis Journals (2021) View citations (4) (2021)
13. Heterogeneous Households and Market Segmentation in a Hedonic Framework
    ERES, European Real Estate Society (ERES)
14. Real Estate Performance, the Macroeconomy and Leverage
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
15. Real Estate in Mixed-Asset Portfolios for Various Investment Horizons
    ERES, European Real Estate Society (ERES) View citations (7)
16. Robust Desmoothed Real Estate Returns
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
    See also Journal Article Robust desmoothed real estate returns, Real Estate Economics, American Real Estate and Urban Economics Association (2021) View citations (9) (2021)

2018

17. A Robust Regime-Switching Desmoothing Model
    ERES, European Real Estate Society (ERES)
18. Different automated valuation modelling techniques evaluated over time
    ERES, European Real Estate Society (ERES)
19. Estimation and Updating Methods for Hedonic Valuation
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (3)
20. Real Estate Risk Factors and Portfolio Allocation
    ERES, European Real Estate Society (ERES)

2017

21. Revisiting the House Price-Income Relationship
    LARES, Latin American Real Estate Society (LARES)
    Also in ERES, European Real Estate Society (ERES) (2017)
22. Risk Factors of U.S. Real Estate Investments
    ERES, European Real Estate Society (ERES)
23. U.S. Metropolitan House Price Dynamics
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
    Also in LARES, Latin American Real Estate Society (LARES) (2017)
    See also Journal Article U.S. metropolitan house price dynamics, Journal of Urban Economics, Elsevier (2018) View citations (30) (2018)

2016

24. European non-listed real estate fund risk factors
    ERES, European Real Estate Society (ERES) View citations (5)
25. High Frequency House Price Indexes with Scarce Data
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (2)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2016) View citations (2)
26. Measuring House Price Bubbles
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (10)
    See also Journal Article Measuring House Price Bubbles, Real Estate Economics, American Real Estate and Urban Economics Association (2019) View citations (25) (2019)
27. Real Estate Company Reactions to Financial Market Regulation
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
28. Real Estate Research in Europe
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
29. Risk Factors of European Non-Listed Real Estate Fund Returns
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (6)
    See also Journal Article Risk factors of European non-listed real estate fund returns, Journal of Property Research, Taylor & Francis Journals (2016) View citations (6) (2016)
30. U.S. Metropolitan Area House Price Dynamics
    ERES, European Real Estate Society (ERES)

2015

31. Are Public and Private Asset Returns and Risks the Same? Evidence from Real Estate Data
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
32. What Affects Children's Outcomes: House Characteristics or Homeownership?
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
    See also Journal Article What affects children’s outcomes: house characteristics or homeownership?, Housing Studies, Taylor & Francis Journals (2016) View citations (4) (2016)

2014

33. Commonality in Liquidity and Real Estate Securities
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
    See also Journal Article Commonality in Liquidity and Real Estate Securities, The Journal of Real Estate Finance and Economics, Springer (2017) View citations (8) (2017)
34. Multifamiliy Asset and Space Markets and Linkages with the Economy
    ERES, European Real Estate Society (ERES)
35. Multifamily Residential Asset and Space Markets and Linkages with the Economy
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
    See also Journal Article Multifamily residential asset and space markets and linkages with the economy, Journal of Property Research, Taylor & Francis Journals (2015) View citations (3) (2015)

2013

36. Contagion Channels between Real Estate and Financial Markets
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
    See also Journal Article Contagion Channels between Real Estate and Financial Markets, Real Estate Economics, American Real Estate and Urban Economics Association (2015) View citations (34) (2015)
37. Do Public Real Estate Returns Really Lead Private Returns?
    ERES, European Real Estate Society (ERES) View citations (4)
38. Robust Hedonic Price Indexes
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
    See also Journal Article Robust hedonic price indexes, International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited (2016) View citations (3) (2016)

2012

39. Are REITs Real Estate? Evidence from International Sector Level Data
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (68)
    Also in ERES, European Real Estate Society (ERES) (2012) View citations (69)
    See also Journal Article Are REITs real estate? Evidence from international sector level data, Journal of International Money and Finance, Elsevier (2012) View citations (62) (2012)
40. Mortgage Interest Deductions and Homeownership: An International Survey
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (2)
41. The Effect of Lock-Ups on the Suggested Real Estate Portfolio Weight
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
    See also Journal Article The Effect of Lock-Ups on the Suggested Real Estate Portfolio Weight, International Real Estate Review, Global Social Science Institute (2014) (2014)
42. Transaction-Based and Appraisal-Based Capitalization Rate Determinants
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (4)
    See also Journal Article Transaction-Based and Appraisal-Based Capitalization Rate Determinants, International Real Estate Review, Global Social Science Institute (2015) View citations (2) (2015)

2011

43. Are Reits Real Estate? Evidence from Sector Level Data
    ERES, European Real Estate Society (ERES)
44. Comprehensive model of household tenure choice
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
45. Robust Repeat Sales Indexes
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
    See also Journal Article Robust Repeat Sales Indexes, Real Estate Economics, American Real Estate and Urban Economics Association (2013) View citations (15) (2013)
46. Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets
    ERES, European Real Estate Society (ERES) View citations (14)
    See also Journal Article Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets, The Journal of Real Estate Finance and Economics, Springer (2013) View citations (56) (2013)

2010

47. ANALYSIS OF THE ASYMMETRIC VOLATILITY SPILLOVERS IN REAL ESTATE STOCK RETURNS
    ERES, European Real Estate Society (ERES)
48. Housing and its Role in the Household Portfolio in Colombia
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
49. Housing finance, prices, and tenure in Switzerland
    MPRA Paper, University Library of Munich, Germany View citations (14)
50. Response speeds of direct and securitized real estate to shocks in the fundamentals
    Discussion Papers, Aboa Centre for Economics View citations (2)
51. The Interest Rate Sensitivity of Real Estate
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (4)
    See also Journal Article The interest rate sensitivity of real estate, Journal of Property Research, Taylor & Francis Journals (2010) View citations (4) (2010)
52. Volatility Spillovers, Asymmetry and Extreme Events in Securitized Real Estate Returns
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)

2009

53. House Prices,Disposable Income,and Permanent and Temporary Shocks
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
54. Linkages Between Direct and Indirect Real Estate Returns
    ERES, European Real Estate Society (ERES)
55. Linkages Between Direct and Securitized Real Estate
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (3)
56. Predicting House Prices with Spatial Dependence: A Comparison of Alternative Methods
    ERES, European Real Estate Society (ERES) View citations (1)
    See also Journal Article Predicting House Prices with Spatial Dependence: A Comparison of Alternative Methods, Journal of Real Estate Research, American Real Estate Society (2010) View citations (53) (2010)
57. Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables
    ERES, European Real Estate Society (ERES)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2009)
58. The Swiss Housing Market
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2008

59. ARE SECURITIZED REAL ESTATE RETURNS MORE PREDICTABLE THAN STOCK RETURNS?
    ERES, European Real Estate Society (ERES) View citations (3)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2008) View citations (3)
    See also Journal Article Are Securitized Real Estate Returns more Predictable than Stock Returns?, The Journal of Real Estate Finance and Economics, Springer (2010) View citations (22) (2010)
60. Constant-Quality House Price Indexes for Switzerland
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (7)
    See also Journal Article Constant-Quality House Price Indexes for Switzerland, Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES) (2008) View citations (7) (2008)
61. Global Securitized Real Estate Benchmarks and Performance
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (5)
62. PREDICTING HOUSE PRICES WITH SPATIAL DEPENDENCE: IMPACTS OF ALTERNATIVE SUBMARKET DEFINITIONS
    ERES, European Real Estate Society (ERES) View citations (3)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2008) View citations (3)

2007

63. Forecasting EREIT Returns
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (12)
64. House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics
    Working Papers, Ohio State University, Department of Economics View citations (2)
    Also in FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2005) View citations (2)
    See also Journal Article House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics, Real Estate Economics, American Real Estate and Urban Economics Association (2009) View citations (32) (2009)
65. Why Do Swiss Rent?
    ERES, European Real Estate Society (ERES) View citations (1)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2007) View citations (5)
    See also Journal Article Why Do the Swiss Rent?, The Journal of Real Estate Finance and Economics, Springer (2010) View citations (27) (2010)

2006

66. House Prices and Bubbles in New Zealand
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (4)
    See also Journal Article House Prices and Bubbles in New Zealand, The Journal of Real Estate Finance and Economics, Springer (2008) View citations (19) (2008)
67. The Inflation Hedging Characteristics of US and UK Investments: A Multifactor Error Correction Approach
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
    Also in Real Estate & Planning Working Papers, Henley Business School, University of Reading (2006) View citations (1)
    See also Journal Article The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach, The Journal of Real Estate Finance and Economics, Springer (2008) View citations (33) (2008)

2005

68. Debt Equity Choice in Europe
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (3)
    See also Journal Article Debt-equity choice in Europe, International Review of Financial Analysis, Elsevier (2007) View citations (32) (2007)
69. House Prices, Fundamentals and Inflation
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (2)
70. Monte Carlo Simulations for Real Estate Valuation
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (6)
    Also in ERES, European Real Estate Society (ERES) (2005) View citations (2)
71. Spatial Dependence, Housing Submarkets, and House Prices
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (8)
72. Suggested vs. Actual Institutional Allocations to Real Estate: A Matter of Size?
    ERES, European Real Estate Society (ERES) View citations (3)
73. Suggested vs. Actual Institutional Allocattion to Real Estate in Europe: A Matter of Size
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (3)

2004

74. A Simple Alternative House Price Index Method
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (10)
    See also Journal Article A simple alternative house price index method, Journal of Housing Economics, Elsevier (2006) View citations (63) (2006)
75. Further Evidence on Debt-Equity Choice
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (2)
76. The Integration of Securitized Real Estate and Financial Assets
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (1)
    Also in ERES, European Real Estate Society (ERES) (2004) View citations (1)

2003

77. Determinants of Cross-Sectional Variation in Discount Rates, Growth Rates, and Exit Cap Rates
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering
    See also Journal Article Determinants of Cross‐Sectional Variation in Discount Rates, Growth Rates and Exit Cap Rates, Real Estate Economics, American Real Estate and Urban Economics Association (2004) View citations (5) (2004)
78. International Evidence on Real Estate as a Portfolio Diversifier
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (1)
    Also in ERES, European Real Estate Society (ERES) (2003) View citations (1)
79. Maximum Drawdown and the Allocation to Real Estate
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering
    See also Journal Article Maximum drawdown and the allocation to real estate, Journal of Property Research, Taylor & Francis Journals (2004) View citations (19) (2004)
80. The Determinants of Stock Returns in a Small Open Economy
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (1)
    See also Journal Article The determinants of stock returns in a small open economy, International Review of Economics & Finance, Elsevier (2004) View citations (13) (2004)
81. The Maximum drawdown as a Risk Measure: the Role of Real Estate in the Optimal Portfolio
    ERES, European Real Estate Society (ERES) View citations (2)
82. The Price of Aesthetic Externalities
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (5)
83. The capital structure of Swiss companies: an empirical analysis using dynamic panel data
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (12)
    See also Journal Article The Capital Structure of Swiss Companies: an Empirical Analysis Using Dynamic Panel Data, European Financial Management, European Financial Management Association (2005) View citations (111) (2005)
84. What Factors Determine International Real Estate Security Returns?
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering
    Also in ERES, European Real Estate Society (ERES) (2002) View citations (6)
    SIFR Research Report Series, Institute for Financial Research (2002) View citations (7)
    See also Journal Article What Factors Determine International Real Estate Security Returns?, Real Estate Economics, American Real Estate and Urban Economics Association (2004) View citations (19) (2004)
85. Whatís in a View?
    ERES, European Real Estate Society (ERES)
    Also in FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2003) View citations (5)
    See also Journal Article What's in a View?, Environment and Planning A (2004) View citations (2) (2004)

2002

86. Do Housing Submarkets Really Matter?
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (2)
    See also Journal Article Do housing submarkets really matter?, Journal of Housing Economics, Elsevier (2003) View citations (106) (2003)
87. Implicit Forward Rents as Predictors of Future Rents
    SIFR Research Report Series, Institute for Financial Research View citations (2)
    Also in FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2002) View citations (6)
    See also Journal Article Implicit Forward Rents as Predictors of Future Rents, Real Estate Economics, American Real Estate and Urban Economics Association (2004) View citations (10) (2004)
88. What factors determine real estate security returns?
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations (2)

2001

89. Environmental Variables and Real Estate Prices
    Working Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve- View citations (34)
    See also Journal Article Environmental Variables and Real Estate Prices, Urban Studies, Urban Studies Journal Limited (2001) View citations (36) (2001)
90. Indices des ventes repetees et modification de l'environnement immobilier
    Working Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-
    See also Journal Article Indices des ventes répétées et modification de l'environnement immobilier, Revue d'économie régionale et urbaine, Armand Colin (2001) View citations (2) (2001)
91. Le Benchmarking Immobilier un outil de gestion de performant
    Working Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-

2000

92. 111 ´ REPEAT SALES ª, INDICATEURS DE PRIX ET MODIFICATION DE LíENVIRONNEMENT IMMOBILIER
    ERES, European Real Estate Society (ERES) View citations (1)
93. Fonds de placement immobiliers et societes anonymes d'investissement immobilier Analyse comparative et conditions de developpement
    Working Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-
94. Homogenenous Commercial Property Market Groupings and Portfolio Construction in the UK
    Working Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve- View citations (5)
95. Role de l'immobilier dans la diversification d'un portefeuille: une analyse de la stabilite des conclusions
    Working Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-
96. Time-Varying Betas and Cross-Sectional Return-Risk Relation: Evidence from the UK
    Working Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve- View citations (6)
    See also Journal Article Time-varying betas and the cross-sectional return-risk relation: evidence from the UK, The European Journal of Finance, Taylor & Francis Journals (2004) View citations (6) (2004)

1999

97. Environmental Preferences of Homeowners: Further Evidence using the AHP Method
    Working Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve- View citations (2)
98. Indices et evaluation de l'immobilier: developpements recents
    Working Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-

1998

99. Environmental Quality Perceptions of Urban Commercial Real Estate
    Working Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-

1997

100. An Examination of the Role of Geneva and Zurich Housing in Swiss Institutional Portfolios
     Working Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve- View citations (11)
101. Defining Residential Submarkets: Evidence from Sydney and Melbourne
     Working Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve- View citations (5)
102. Inflation Hedging Versus Inflation Protection in the US and the UK
     Working Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve- View citations (5)

1996

103. An Analysis of Perceptions Concerning the Environmental Quality of Housing in Geneva
     Working Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve- View citations (1)
     See also Journal Article An Analysis of Perceptions Concerning the Environmental Quality of Housing in Geneva, Urban Studies, Urban Studies Journal Limited (1997) View citations (6) (1997)
104. Analyse de la rentabilite de l'investissement immobilier, comment tirer parti d'une evaluation periodique des biens
     Working Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-
105. Optimal Diversification Within Multi-Asset Portfolio Using a Conditional Heteroscedasticity Approach: Evidence from the US and the UK
     Working Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve- View citations (1)
106. Portfolio Diversification Strategies and Urban Structure: Lessons from Cluster Analytic Procedures
     ERES, European Real Estate Society (ERES)
107. Property's Inflation Hedging Characteristics: A Cointegrating Vector Approach
     ERES, European Real Estate Society (ERES)
108. Real Estate Price Indices and Performance: The Case of Geneva
     Working Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve- View citations (2)
     See also Journal Article Real Estate Price Indices and Performance: The Case of Geneva, Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES) (1997) View citations (1) (1997)
109. The Short Term Inflation Hedging Characteristics of UK Real Estate
     Working Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve- View citations (5)
     See also Journal Article The Short-Term Inflation-Hedging Characteristics of U.K. Real Estate, The Journal of Real Estate Finance and Economics, Springer (1997) View citations (14) (1997)
110. The Spatial Dimensions of the Investment preformance of UK Commercial Property
     Working Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve- View citations (4)
     See also Journal Article The Spatial Dimensions of the Investment Performance of UK Commercial Property, Urban Studies, Urban Studies Journal Limited (1997) View citations (18) (1997)

1995

111. An Empirical Study of Perception Concerning Environmental Quality of Real Estate
     ERES, European Real Estate Society (ERES)
112. The Inflation Hedging Characteristics of UK Real Estate (Some Conceptual and Empirical Elaborations)
     ERES, European Real Estate Society (ERES) View citations (1)
113. The Role of Real Estate in the Mixed-Asset Portfolio: A Reexamination using a QTARCh Methodology
     ERES, European Real Estate Society (ERES)

1994

114. Real Estate Diversification: by sector or by region
     ERES, European Real Estate Society (ERES) View citations (2)

1993

115. International evidence on real estate securities as an inflation hedge
     ERES, European Real Estate Society (ERES)
     See also Journal Article International Evidence on Real Estate Securities as an Inflation Hedge, Real Estate Economics, American Real Estate and Urban Economics Association (1997) View citations (53) (1997)

Journal Articles

2021

1. Big data, accessibility and urban house prices
   Urban Studies, 2021, 58, (15), 3176-3195 View citations (3)
2. Does listed real estate behave like direct real estate? Updated and broader evidence
   Applied Economics, 2021, 53, (26), 3023-3042 View citations (4)
   See also Working Paper Does listed real estate behave like direct real estate: updated and broader evidence, ERES (2019) (2019)
3. Robust desmoothed real estate returns
   Real Estate Economics, 2021, 49, (1), 75-105 View citations (9)
   See also Working Paper Robust Desmoothed Real Estate Returns, Swiss Finance Institute Research Paper Series (2019) (2019)

2020

4. Is Financial Regulation Good or Bad for Real Estate Companies? – An Event Study
   The Journal of Real Estate Finance and Economics, 2020, 61, (3), 369-407 View citations (2)

2019

5. Measuring House Price Bubbles
   Real Estate Economics, 2019, 47, (2), 534-563 View citations (25)
   See also Working Paper Measuring House Price Bubbles, Swiss Finance Institute Research Paper Series (2016) View citations (10) (2016)

2018

6. U.S. metropolitan house price dynamics
   Journal of Urban Economics, 2018, 105, (C), 54-69 View citations (30)
   See also Working Paper U.S. Metropolitan House Price Dynamics, Swiss Finance Institute Research Paper Series (2017) (2017)

2017

7. Commonality in Liquidity and Real Estate Securities
   The Journal of Real Estate Finance and Economics, 2017, 55, (1), 65-105 View citations (8)
   See also Working Paper Commonality in Liquidity and Real Estate Securities, Swiss Finance Institute Research Paper Series (2014) (2014)

2016

8. Risk factors of European non-listed real estate fund returns
   Journal of Property Research, 2016, 33, (3), 190-213 View citations (6)
   See also Working Paper Risk Factors of European Non-Listed Real Estate Fund Returns, Swiss Finance Institute Research Paper Series (2016) View citations (6) (2016)
9. Robust hedonic price indexes
   International Journal of Housing Markets and Analysis, 2016, 9, (1), 47-65 View citations (3)
   See also Working Paper Robust Hedonic Price Indexes, Swiss Finance Institute Research Paper Series (2013) (2013)
10. What affects children’s outcomes: house characteristics or homeownership?
    Housing Studies, 2016, 31, (4), 427-444 View citations (4)
    See also Working Paper What Affects Children's Outcomes: House Characteristics or Homeownership?, Swiss Finance Institute Research Paper Series (2015) (2015)

2015

11. Contagion Channels between Real Estate and Financial Markets
    Real Estate Economics, 2015, 43, (1), 101-138 View citations (34)
    See also Working Paper Contagion Channels between Real Estate and Financial Markets, Swiss Finance Institute Research Paper Series (2013) (2013)
12. Multifamily residential asset and space markets and linkages with the economy
    Journal of Property Research, 2015, 32, (1), 50-76 View citations (3)
    See also Working Paper Multifamily Residential Asset and Space Markets and Linkages with the Economy, Swiss Finance Institute Research Paper Series (2014) (2014)
13. Transaction-Based and Appraisal-Based Capitalization Rate Determinants
    International Real Estate Review, 2015, 18, (1), 1-43 View citations (2)
    See also Working Paper Transaction-Based and Appraisal-Based Capitalization Rate Determinants, Swiss Finance Institute Research Paper Series (2012) View citations (4) (2012)

2014

14. The Effect of Lock-Ups on the Suggested Real Estate Portfolio Weight
    International Real Estate Review, 2014, 17, (1), 1-22
    See also Working Paper The Effect of Lock-Ups on the Suggested Real Estate Portfolio Weight, Swiss Finance Institute Research Paper Series (2012) (2012)

2013

15. Robust Repeat Sales Indexes
    Real Estate Economics, 2013, 41, (3), 517-541 View citations (15)
    See also Working Paper Robust Repeat Sales Indexes, Swiss Finance Institute Research Paper Series (2011) (2011)
16. Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets
    The Journal of Real Estate Finance and Economics, 2013, 47, (1), 1-35 View citations (56)
    See also Working Paper Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets, ERES (2011) View citations (14) (2011)

2012

17. Are REITs real estate? Evidence from international sector level data
    Journal of International Money and Finance, 2012, 31, (7), 1823-1850 View citations (62)
    See also Working Paper Are REITs Real Estate? Evidence from International Sector Level Data, Swiss Finance Institute Research Paper Series (2012) View citations (68) (2012)
18. Fractional Cointegration Analysis of Securitized Real Estate
    The Journal of Real Estate Finance and Economics, 2012, 44, (3), 319-338 View citations (7)

2011

19. Land leverage and house prices
    Regional Science and Urban Economics, 2011, 41, (2), 134-144 View citations (41)
20. The Long-Run Dynamics between Direct and Securitized Real Estate
    Journal of Real Estate Research, 2011, 33, (1), 73-104 View citations (33)

2010

21. A Review of “Mass Appraisal Methods: An International Perspective for Property Valuers”
    International Journal of Housing Policy, 2010, 10, (1), 102-104
22. Are Securitized Real Estate Returns more Predictable than Stock Returns?
    The Journal of Real Estate Finance and Economics, 2010, 41, (2), 170-192 View citations (22)
    See also Working Paper ARE SECURITIZED REAL ESTATE RETURNS MORE PREDICTABLE THAN STOCK RETURNS?, ERES (2008) View citations (3) (2008)
23. Predicting House Prices with Spatial Dependence: A Comparison of Alternative Methods
    Journal of Real Estate Research, 2010, 32, (2), 139-160 View citations (53)
    See also Working Paper Predicting House Prices with Spatial Dependence: A Comparison of Alternative Methods, ERES (2009) View citations (1) (2009)
24. The interest rate sensitivity of real estate
    Journal of Property Research, 2010, 27, (1), 61-85 View citations (4)
    See also Working Paper The Interest Rate Sensitivity of Real Estate, Swiss Finance Institute Research Paper Series (2010) View citations (4) (2010)
25. Why Do the Swiss Rent?
    The Journal of Real Estate Finance and Economics, 2010, 40, (3), 286-309 View citations (27)
    See also Working Paper Why Do Swiss Rent?, ERES (2007) View citations (1) (2007)

2009

26. House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics
    Real Estate Economics, 2009, 37, (2), 259-278 View citations (32)
    See also Working Paper House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics, Working Papers (2007) View citations (2) (2007)

2008

27. Constant-Quality House Price Indexes for Switzerland
    Swiss Journal of Economics and Statistics (SJES), 2008, 144, (IV), 561-575 View citations (7)
    See also Working Paper Constant-Quality House Price Indexes for Switzerland, Swiss Finance Institute Research Paper Series (2008) View citations (7) (2008)
28. House Prices and Bubbles in New Zealand
    The Journal of Real Estate Finance and Economics, 2008, 37, (1), 71-91 View citations (19)
    See also Working Paper House Prices and Bubbles in New Zealand, Swiss Finance Institute Research Paper Series (2006) View citations (4) (2006)
29. Real estate portfolio strategy and product innovation in Europe
    Journal of Property Investment & Finance, 2008, 26, (2), 162-176 View citations (1)
30. The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach
    The Journal of Real Estate Finance and Economics, 2008, 36, (2), 183-206 View citations (33)
    See also Working Paper The Inflation Hedging Characteristics of US and UK Investments: A Multifactor Error Correction Approach, Swiss Finance Institute Research Paper Series (2006) (2006)

2007

31. Debt-equity choice in Europe
    International Review of Financial Analysis, 2007, 16, (3), 201-222 View citations (32)
    See also Working Paper Debt Equity Choice in Europe, FAME Research Paper Series (2005) View citations (3) (2005)
32. Spatial Dependence, Housing Submarkets, and House Price Prediction
    The Journal of Real Estate Finance and Economics, 2007, 35, (2), 143-160 View citations (63)

2006

33. A simple alternative house price index method
    Journal of Housing Economics, 2006, 15, (1), 80-97 View citations (63)
    See also Working Paper A Simple Alternative House Price Index Method, FAME Research Paper Series (2004) View citations (10) (2004)
34. Further Evidence of the Integration of Securitized Real Estate and Financial Assets
    Journal of Property Research, 2006, 23, (1), 1-38 View citations (3)
35. House Prices, Fundamentals and Bubbles
    Journal of Business Finance & Accounting, 2006, 33, (9‐10), 1535-1555 View citations (57)

2005

36. The Capital Structure of Swiss Companies: an Empirical Analysis Using Dynamic Panel Data
    European Financial Management, 2005, 11, (1), 51-69 View citations (111)
    See also Working Paper The capital structure of Swiss companies: an empirical analysis using dynamic panel data, FAME Research Paper Series (2003) View citations (12) (2003)

2004

37. Determinants of Cross‐Sectional Variation in Discount Rates, Growth Rates and Exit Cap Rates
    Real Estate Economics, 2004, 32, (2), 217-237 View citations (5)
    See also Working Paper Determinants of Cross-Sectional Variation in Discount Rates, Growth Rates, and Exit Cap Rates, FAME Research Paper Series (2003) (2003)
38. Implicit Forward Rents as Predictors of Future Rents
    Real Estate Economics, 2004, 32, (2), 183-215 View citations (10)
    See also Working Paper Implicit Forward Rents as Predictors of Future Rents, SIFR Research Report Series (2002) View citations (2) (2002)
39. Maximum drawdown and the allocation to real estate
    Journal of Property Research, 2004, 21, (1), 5-29 View citations (19)
    See also Working Paper Maximum Drawdown and the Allocation to Real Estate, FAME Research Paper Series (2003) (2003)
40. New International Evidence on Real Estate as a Portfolio Diversifier
    Journal of Real Estate Research, 2004, 26, (2), 161-206 View citations (55)
41. The determinants of stock returns in a small open economy
    International Review of Economics & Finance, 2004, 13, (2), 167-185 View citations (13)
    See also Working Paper The Determinants of Stock Returns in a Small Open Economy, FAME Research Paper Series (2003) View citations (1) (2003)
42. Time-varying betas and the cross-sectional return-risk relation: evidence from the UK
    The European Journal of Finance, 2004, 10, (4), 255-276 View citations (6)
    See also Working Paper Time-Varying Betas and Cross-Sectional Return-Risk Relation: Evidence from the UK, Working Papers (2000) View citations (6) (2000)
43. What Factors Determine International Real Estate Security Returns?
    Real Estate Economics, 2004, 32, (3), 437-462 View citations (19)
    See also Working Paper What Factors Determine International Real Estate Security Returns?, FAME Research Paper Series (2003) (2003)
44. What's in a View?
    Environment and Planning A, 2004, 36, (8), 1427-1450 View citations (2)
    See also Working Paper Whatís in a View?, ERES (2003) (2003)

2003

45. Developments in Urban Housing and Property Markets
    Urban Studies, 2003, 40, (5-6), 887-896 View citations (9)
46. Do housing submarkets really matter?
    Journal of Housing Economics, 2003, 12, (1), 12-28 View citations (106)
    See also Working Paper Do Housing Submarkets Really Matter?, FAME Research Paper Series (2002) View citations (2) (2002)

2001

47. Environmental Variables and Real Estate Prices
    Urban Studies, 2001, 38, (11), 1989-2000 View citations (36)
    See also Working Paper Environmental Variables and Real Estate Prices, Working Papers (2001) View citations (34) (2001)
48. Indices des ventes répétées et modification de l'environnement immobilier
    Revue d'économie régionale et urbaine, 2001, décembre, (5), 809-830 View citations (2)
    See also Working Paper Indices des ventes repetees et modification de l'environnement immobilier, Working Papers (2001) (2001)

2000

49. Homogeneous Commercial Property Market Groupings and Portfolio Construction in the United Kingdom
    Environment and Planning A, 2000, 32, (2), 323-344 View citations (10)

1999

50. Defining Housing Submarkets
    Journal of Housing Economics, 1999, 8, (2), 160-183 View citations (82)

1997

51. A hedonic investigation of the rental value of apartments in central Bordeaux
    Journal of Property Research, 1997, 14, (1), 15-26 View citations (7)
52. An Analysis of Perceptions Concerning the Environmental Quality of Housing in Geneva
    Urban Studies, 1997, 34, (3), 503-513 View citations (6)
    See also Working Paper An Analysis of Perceptions Concerning the Environmental Quality of Housing in Geneva, Working Papers (1996) View citations (1) (1996)
53. European Real Estate Research and Education: Development, Globalization, and Maturity
    The Journal of Real Estate Finance and Economics, 1997, 15, (1), 5-9
54. International Evidence on Real Estate Securities as an Inflation Hedge
    Real Estate Economics, 1997, 25, (2), 193-221 View citations (53)
    See also Working Paper International evidence on real estate securities as an inflation hedge, ERES (1993) (1993)
55. Real Estate Price Indices and Performance: The Case of Geneva
    Swiss Journal of Economics and Statistics (SJES), 1997, 133, (I), 29-48 View citations (1)
    See also Working Paper Real Estate Price Indices and Performance: The Case of Geneva, Working Papers (1996) View citations (2) (1996)
56. The Short-Term Inflation-Hedging Characteristics of U.K. Real Estate
    The Journal of Real Estate Finance and Economics, 1997, 15, (1), 27-57 View citations (14)
    See also Working Paper The Short Term Inflation Hedging Characteristics of UK Real Estate, Working Papers (1996) View citations (5) (1996)
57. The Spatial Dimensions of the Investment Performance of UK Commercial Property
    Urban Studies, 1997, 34, (9), 1475-1494 View citations (18)
    See also Working Paper The Spatial Dimensions of the Investment preformance of UK Commercial Property, Working Papers (1996) View citations (4) (1996)
58. Three New Real Estate Price Indices for Geneva, Switzerland
    The Journal of Real Estate Finance and Economics, 1997, 15, (1), 93-109 View citations (19)

1995

59. A Hedonic Analysis of Rent and Rental Revenue in the Subsidised and Unsubsidised Housing Sectors in Geneva
    Urban Studies, 1995, 32, (7), 1199-1213 View citations (5)

1993

60. An Investigation of the Change in Real Estate Investment Trust Betas
    Real Estate Economics, 1993, 21, (2), 107-130 View citations (29)
61. Estimating the Value of Swiss Residential Real Estate
    Swiss Journal of Economics and Statistics (SJES), 1993, 129, (IV), 673-687 View citations (2)