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Details about Kim Hiang Liow

Homepage:http://courses.nus.edu.sg/courses/rstlkh/index.htm
Workplace:Department of Real Estate, National University of Singapore (NUS), (more information at EDIRC)

Access statistics for papers by Kim Hiang Liow.

Last updated 2020-06-07. Update your information in the RePEc Author Service.

Short-id: pli814


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Working Papers

2012

  1. Convergence dynamics in international real estate securities markets
    ERES, European Real Estate Society (ERES) Downloads
  2. Volatility interdependence in European securitised real estate markets: who is the most influential?
    ERES, European Real Estate Society (ERES) Downloads

2011

  1. An assessment of the relationship between public real estate markets and stock markets at the local, regional, and global levels
    ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research Downloads View citations (3)

2010

  1. IS THERE A COMMON TREND IN SECURITIZED REAL ESTATE MARKET CORRELATIONS WITH THE REGIONAL STOCK MARKET AND THE WORLD STOCK MARKET?
    ERES, European Real Estate Society (ERES) Downloads
  2. PERFORMANCE DYNAMICS AND DIVERSIFICATION BENEFITS OF EUROPEAN PROPERTY SECURITIES
    ERES, European Real Estate Society (ERES) Downloads

2008

  1. A combined perspective of corporate real estate
    Post-Print, HAL View citations (2)

2003

  1. Corporate real estate performance: A data-driven analysis
    ERES, European Real Estate Society (ERES) Downloads
  2. Financial Structure of Real Estate Corporations: Some International Evidence
    ERES, European Real Estate Society (ERES) Downloads
  3. Return and Volatility Spill overs in Securitised Real Estate Markets
    ERES, European Real Estate Society (ERES) Downloads

2000

  1. IS CORPORATE REAL ESTATE PRICED IN THE STOCK MARKET?
    ERES, European Real Estate Society (ERES) Downloads

1995

  1. Capital Market Theory and Real Estate Asset Valuation - Some Issues and Research Implications
    ERES, European Real Estate Society (ERES) Downloads

Journal Articles

2019

  1. Co-movement between the US and the securitised real estate markets of the Asian-Pacific economies
    Journal of Property Research, 2019, 36, (1), 27-58 Downloads View citations (3)
  2. Market Integration Among the US and Asian Real Estate Investment Trusts in Crisis Times
    International Real Estate Review, 2019, 22, (4), 463-512 Downloads
  3. Relationship between Foreign Macroeconomic Conditions and Asian-Pacific Public Real Estate Markets: The Relative Influence of the US and China
    International Journal of Financial Studies, 2019, 7, (4), 1-28 Downloads
  4. Relationship between the United States housing and stock markets: Some evidence from wavelet analysis
    The North American Journal of Economics and Finance, 2019, 50, (C) Downloads View citations (1)
  5. Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence
    Journal of Risk and Financial Management, 2019, 12, (1), 1-23 Downloads View citations (1)
  6. Who Influences the Asian–Pacific Real Estate Markets: The US, Japan or China?
    China & World Economy, 2019, 27, (6), 50-78 Downloads

2018

  1. Dynamic Relationships between Price and Net Asset Value for Asian Real Estate Stocks
    International Journal of Financial Studies, 2018, 6, (1), 1-17 Downloads
  2. Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty
    Economic Modelling, 2018, 68, (C), 96-116 Downloads View citations (20)
  3. Regime dependent volatilities and correlation in international securitized real estate markets
    Empirica, 2018, 45, (3), 457-487 Downloads
  4. The dynamics of volatility connectedness in international real estate investment trusts
    Journal of International Financial Markets, Institutions and Money, 2018, 55, (C), 195-210 Downloads View citations (2)

2017

  1. Linkages between office markets in Europe: a volatility spillover perspective
    Journal of Property Investment & Finance, 2017, 35, (1), 3-25 Downloads View citations (1)
  2. Return and co-movement of major public real estate markets during global financial crisis: A frequency domain approach
    Journal of Property Investment & Finance, 2017, 35, (5), 489-508 Downloads View citations (2)
  3. Switching Regime Beta Analysis of Global Financial Crisis: Evidence from International Public Real Estate Markets
    Journal of Real Estate Research, 2017, 39, (1), 127_164 Downloads

2016

  1. Global financial crisis and cyclical co-movements of Asian financial markets
    Journal of Property Investment & Finance, 2016, 34, (5), 465-495 Downloads View citations (2)
  2. Real estate global beta and spillovers: An international study
    Economic Modelling, 2016, 59, (C), 297-313 Downloads View citations (2)

2015

  1. Correlation Dynamics and Determinants in International Securitized Real Estate Markets
    Real Estate Economics, 2015, 43, (3), 537-585 Downloads View citations (6)
  2. Risk-return convergence in international public property markets
    Journal of Property Research, 2015, 32, (1), 1-32 Downloads
  3. Volatility spillover dynamics and relationship across G7 financial markets
    The North American Journal of Economics and Finance, 2015, 33, (C), 328-365 Downloads View citations (16)

2014

  1. An Assessment of the Relationship between Public Real Estate and Stock Markets at the Local, Regional, and Global Levels
    International Real Estate Review, 2014, 17, (2), 157-202 Downloads View citations (6)
  2. Switching volatility and cross-market linkages in public property markets
    Journal of Property Research, 2014, 31, (4), 287-314 Downloads View citations (1)
  3. The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages
    Journal of Property Investment & Finance, 2014, 32, (6), 610-641 Downloads View citations (3)

2013

  1. Extreme Dependence between Public Real Estate and Stock Markets: Some Asia-Pacific Evidence
    International Real Estate Review, 2013, 16, (2), 147-165 Downloads View citations (1)
  2. Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets?
    The Journal of Real Estate Finance and Economics, 2013, 47, (2), 370-390 Downloads View citations (1)
  3. Value versus Growth International Real Estate Investment
    Real Estate Economics, 2013, 41, (1), 65-101 Downloads View citations (1)

2012

  1. Co‐movements and Correlations Across Asian Securitized Real Estate and Stock Markets
    Real Estate Economics, 2012, 40, (1), 97-129 Downloads View citations (38)
  2. Investment Dynamics of the Greater China Securitized Real Estate Markets
    Journal of Real Estate Research, 2012, 34, (3), 399-428 Downloads View citations (9)

2011

  1. Multiple Regimes and Volatility Transmission in Securitized Real Estate Markets
    The Journal of Real Estate Finance and Economics, 2011, 42, (3), 295-328 Downloads View citations (14)

2010

  1. Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts
    Journal of Housing Economics, 2010, 19, (3), 205-218 Downloads View citations (4)
  2. Integration among USA, UK, Japanese and Australian securitised real estate markets: an empirical exploration
    Journal of Property Research, 2010, 27, (4), 289-308 Downloads View citations (2)
  3. Volatility Decomposition and Correlation in International Securitized Real Estate Markets
    The Journal of Real Estate Finance and Economics, 2010, 40, (2), 221-243 Downloads View citations (9)

2009

  1. Common factors in international securitized real estate markets
    Review of Financial Economics, 2009, 18, (2), 80-89 Downloads View citations (10)
  2. Correlation and Volatility Dynamics in International Real Estate Securities Markets
    The Journal of Real Estate Finance and Economics, 2009, 39, (2), 202-223 Downloads View citations (39)
  3. Do Asian real estate companies add value to investment portfolio?
    Journal of Property Investment & Finance, 2009, 27, (1), 42-64 Downloads View citations (5)
  4. Do retail firms benefit from real estate ownership?
    Journal of Property Research, 2009, 26, (1), 25-60 Downloads View citations (2)
  5. Editorial
    Journal of Property Research, 2009, 26, (4), 281-282 Downloads
  6. Firm value, growth, profitability and capital structure of listed real estate companies: an international perspective
    Journal of Property Research, 2009, 27, (2), 119-146 Downloads
  7. Long-term Memory in Volatility: Some Evidence from International Securitized Real Estate Markets
    The Journal of Real Estate Finance and Economics, 2009, 39, (4), 415-438 Downloads View citations (9)
  8. The significance and performance of property securities markets in the Asian IFCs
    Journal of Property Research, 2009, 26, (2), 125-148 Downloads View citations (3)

2008

  1. Extreme returns and value at risk in international securitized real estate markets
    Journal of Property Investment & Finance, 2008, 26, (5), 418-446 Downloads View citations (3)
  2. Financial Crisis and Asian Real Estate Securities Market Interdependence: Some Additional Evidence
    Journal of Property Research, 2008, 25, (2), 127-155 Downloads View citations (20)
  3. Nonlinear Return Dependence in Major Real Estate Markets
    Journal of Property Research, 2008, 25, (4), 285-319 Downloads View citations (1)

2007

  1. Cycles and common cycles in real estate markets
    International Journal of Managerial Finance, 2007, 3, (3), 287-305 Downloads View citations (6)
  2. Regime switching and asset allocation: Evidence from international real estate security markets
    Journal of Property Investment & Finance, 2007, 25, (3), 274-288 Downloads View citations (3)

2006

  1. Corporate real estate management in Singapore: A business management perspective
    International Journal of Strategic Property Management, 2006, 10, (2), 93-111 Downloads View citations (1)
  2. Dynamic relationship between stock and property markets
    Applied Financial Economics, 2006, 16, (5), 371-376 Downloads View citations (20)
  3. The Dynamics of Return Volatilty and Systematic Risk in International Real Estate Security Markets
    Journal of Property Research, 2006, 24, (1), 1-29 Downloads View citations (8)

2005

  1. Co‐skewness and Co‐kurtosis in Global Real Estate Securities
    Journal of Property Research, 2005, 22, (2-3), 163-203 Downloads View citations (2)
  2. Long-Term Co-Memories and Short-Run Adjustment: Securitized Real Estate and Stock Markets
    The Journal of Real Estate Finance and Economics, 2005, 31, (3), 283-300 Downloads View citations (40)

2004

  1. Corporate Real Estate and Stock Market Performance
    The Journal of Real Estate Finance and Economics, 2004, 29, (1), 119-140 Downloads View citations (9)
  2. Risk-Adjusted Performance of Real Estate Stocks: Evidence From Developing Markets
    Journal of Real Estate Research, 2004, 26, (4), 371-396 Downloads View citations (14)

2003

  1. Interest rate sensitivity and risk premium of property stocks
    Journal of Property Research, 2003, 20, (2), 117-132 Downloads View citations (3)
  2. Property Company Stock Price and Net Asset Value: A Mean Reversion Perspective
    The Journal of Real Estate Finance and Economics, 2003, 27, (2), 235-55 Downloads View citations (5)

2001

  1. Cyclical relationship between commercial real estate and property stock prices
    Journal of Property Research, 2001, 18, (4), 309-320 Downloads View citations (1)
  2. Real estate and corporate valuation: an asset pricing perspective
    Managerial and Decision Economics, 2001, 22, (7), 355-368 Downloads

2000

  1. The dynamics of the Singapore commercial property market
    Journal of Property Research, 2000, 17, (4), 279-291 Downloads View citations (3)
 
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