Details about Rose Neng Lai

Access statistics for papers by Rose Neng Lai.

Last updated 2024-07-05. Update your information in the RePEc Author Service.

Short-id: pla1125

Working Papers

2023

1. International Firm Performance and Proximity to Rare Disaster Risk
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2021

2. The Performance of Non-Listed Opportunity Real Estate Funds in China
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
   See also Journal Article The performance of non-listed opportunity real estate funds in China, Journal of Property Investment & Finance, Emerald Group Publishing Limited (2023) (2023)

2018

3. The Impact of Exogenous Demand Shock on the Housing Market: Evidence from the Home Purchase Restriction Policy in the People’s Republic of China
   ADBI Working Papers, Asian Development Bank Institute View citations (2)

2010

4. RISK TAKING, SECURITIZATION AND THE OPTION TO CHANGE STRATEGY
   ERES, European Real Estate Society (ERES)

Journal Articles

2024

1. Are “too big to fail” banks just different in size? – A study on systemic risk and stand-alone risk
   International Review of Financial Analysis, 2024, 93, (C)

2023

2. Social Network Matters: Capital Structure Risk Control on REITs
   The Journal of Real Estate Finance and Economics, 2023, 66, (3), 709-742
3. The performance of non-listed opportunity real estate funds in China
   Journal of Property Investment & Finance, 2023, 41, (6), 583-600
   See also Working Paper The Performance of Non-Listed Opportunity Real Estate Funds in China, Swiss Finance Institute Research Paper Series (2021) (2021)

2022

4. Interbank borrowing and bank liquidity risk
   Journal of Financial Research, 2022, 45, (1), 53-91 View citations (2)
5. The Performance and Diversification Potential of Non-Listed Value-Add Real Estate Funds in Japan
   JRFM, 2022, 15, (5), 1-16

2021

6. Development Strategies in a Market of High Vacancies and Sticky Rates – The Case of the Hotel Industry
   International Real Estate Review, 2021, 24, (3), 363-383
7. Not All Bank Liquidity Creation Boosts Prices-The Case of the US Housing Market
   International Real Estate Review, 2021, 24, (1), 19-58
8. Research for the ‘exciting, dynamic and unique’ Asian markets: a commentary on ‘Future research opportunities for Asian real estate’
   International Journal of Urban Sciences, 2021, 25, (2), 291-295

2020

9. A Tale of Two Countries: Comparing the US and Chinese Housing Markets
   The Journal of Real Estate Finance and Economics, 2020, 61, (3), 505-547 View citations (3)
10. Spillover and Profitability of Intraday Herding on Cross-Listed Stocks
    Chinese Economy, 2020, 53, (1), 25-61 View citations (3)

2019

11. Shadow Banking and the Property Market in China
    International Real Estate Review, 2019, 22, (3), 359-397 View citations (1)

2018

12. Optimism-driven Decisions of Real Estate Developers under Demand Uncertainty
    Journal of Real Estate Research, 2018, 40, (2), 267-308

2017

13. U.S. House Prices over the Last 30 Years: Bubbles, Regime Shifts and Market (In)Efficiency
    Real Estate Economics, 2017, 45, (2), 259-300 View citations (20)

2015

14. The Role of Public Markets in International Real Estate Diversification
    International Real Estate Review, 2015, 18, (2), 155-175 View citations (5)

2014

15. Securitization, Risk-Taking and the Option to Change Strategy
    Real Estate Economics, 2014, 42, (2), 343-362 View citations (1)

2009

16. Herding and information based trading
    Journal of Empirical Finance, 2009, 16, (3), 388-393 View citations (68)

2008

17. Herding and positive feedback trading on property stocks
    Journal of Property Investment & Finance, 2008, 26, (2), 110-131 View citations (11)
18. What Does a Concept Attract? The Case of Gaming in Macau
    Journal of Gambling Business and Economics, 2008, 2, (3), 1-22

2006

19. Pricing efficiency and arbitrage: Hong Kong derivatives markets revisited
    Applied Financial Economics, 2006, 16, (16), 1185-1198
20. VALUES OF MORTGAGES WITH TOP-UP PAYMENT OPTIONS
    International Journal of Theoretical and Applied Finance (IJTAF), 2006, 09, (05), 801-824

2004

21. Sale before Completion of Development: Pricing and Strategy
    Real Estate Economics, 2004, 32, (2), 329-357 View citations (39)

1999

22. Land-Supply Restrictions, Developer Strategies and Housing Policies: The Case in Hong Kong
    International Real Estate Review, 1999, 2, (1), 143-159 View citations (21)

Books

2024

1. When Housing Markets Meet Shadow Banking:Bubbles, Mortgages, Securitization, and Fintech
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.

Chapters

2022

1. Disaggregating house price dynamics
   Chapter 7 in Handbook of Real Estate and Macroeconomics, 2022, pp 165-205

2016

2. Housing Bubble and Government Regulation: Evidence from China
   Narodowy Bank Polski