Details about Charles W. Ward

Access statistics for papers by Charles W. Ward.

Last updated 2024-09-06. Update your information in the RePEc Author Service.

Short-id: pwa301

Working Papers

2021

1. Risk-Adjusted Valuation for Real Option Decisions
   Papers, arXiv.org View citations (2)
   See also Journal Article Risk-adjusted valuation for real option decisions, Journal of Economic Behavior & Organization, Elsevier (2021) View citations (2) (2021)

2011

2. An investigation of bubble spillovers from the stock market and the residential property market to REITs
   ERES, European Real Estate Society (ERES)
3. Housing and equity bubbles: Are they contagious to REITs?
   ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading
4. Intrinsic and Rational Speculative Bubbles in the U.S. Housing Market 1960-2009
   ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading View citations (2)

2008

5. HEDGING EFFECTIVENESS OF TOTAL RETURNS SWAPS: APPLICATION TO THE JAPANESE MARKET
   ERES, European Real Estate Society (ERES)
   Also in Real Estate & Planning Working Papers, Henley Business School, University of Reading (2008)
6. SYSTEMATIC INFLUENCES ON REIT LIQUIDITY
   ERES, European Real Estate Society (ERES)
7. The Accuracy of Valuations - Expectation and Reality
   Real Estate & Planning Working Papers, Henley Business School, University of Reading View citations (2)

2007

8. Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets
   Real Estate & Planning Working Papers, Henley Business School, University of Reading View citations (13)
   See also Journal Article Back from Beyond the Bid–Ask Spread: Estimating Liquidity in International Markets, Real Estate Economics, American Real Estate and Urban Economics Association (2007) View citations (13) (2007)
9. Real Option Pricing in Mixed-use Development Projects
   Real Estate & Planning Working Papers, Henley Business School, University of Reading
   Also in ERES, European Real Estate Society (ERES) (2007)
10. The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance
    ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading

2006

11. Back from Beyond the Bid-Ask Spread: Perspectives on Liquidity
    Real Estate & Planning Working Papers, Henley Business School, University of Reading

2005

12. Explaining Deviations From NAV In UK Property Companies: Rationality And Sentimentality
    Real Estate & Planning Working Papers, Henley Business School, University of Reading View citations (3)
    Also in ERES, European Real Estate Society (ERES) (2005) View citations (3)

2004

13. Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect
    ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading View citations (2)

2003

14. Monetary Integration and Real Estate Markets: An Investigation of the Impact of the Introduction of a Single Currency on Real Estate Performance
    Real Estate & Planning Working Papers, Henley Business School, University of Reading

2002

15. Valuing and Pricing Retail Leases with Renewal and Overage Options
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
    See also Journal Article Valuing and Pricing Retail Leases with Renewal and Overage Options, The Journal of Real Estate Finance and Economics, Springer (2003) View citations (5) (2003)

2001

16. The Optimal Length of Industrial and Commercial Leases: Pricing and Welfare Implications
    ERES, European Real Estate Society (ERES)

2000

17. Commercial Real Estate Return Distributions: A Review Of Literature And Empirical Evidence
    Real Estate & Planning Working Papers, Henley Business School, University of Reading View citations (9)

1999

18. The Sensitivity of Option-based Approaches to Valuation Models: An Empirical Examination
    ERES, European Real Estate Society (ERES)

1996

19. Contemporary UK Market Valuation Methods for Over-Rented Investment Properties: A Framework for Risk Adjustment
    ERES, European Real Estate Society (ERES)
    See also Journal Article Contemporary UK market valuation methods for over-rented investment properties: a framework for risk adjustment, Journal of Property Research, Taylor & Francis Journals (1997) View citations (3) (1997)

1995

20. The Inflation Hedging Characteristics of Property and Prop. Company Shares
    ERES, European Real Estate Society (ERES)

1993

21. Valuation and arbitrage
    ERES, European Real Estate Society (ERES)

Journal Articles

2021

1. Risk-adjusted valuation for real option decisions
   Journal of Economic Behavior & Organization, 2021, 191, (C), 1046-1064 View citations (2)
   See also Working Paper Risk-Adjusted Valuation for Real Option Decisions, Papers (2021) View citations (2) (2021)

2020

2. Motivated monitoring by institutional investors and firm investment efficiency
   European Financial Management, 2020, 26, (2), 348-385 View citations (10)

2018

3. Institutional investor monitoring motivation and the marginal value of cash
   Journal of Corporate Finance, 2018, 48, (C), 49-75 View citations (30)
4. Motivated monitoring: The importance of the institutional investment horizon
   International Review of Financial Analysis, 2018, 60, (C), 197-212 View citations (6)

2015

5. Speculative Bubble Spillovers across Regional Housing Markets
   Land Economics, 2015, 91, (3), 516-535 View citations (11)

2014

6. Is There a Political Bias? A Computational Analysis of Female Subjects' Coverage in Liberal and Conservative Newspapers
   Social Science Quarterly, 2014, 95, (5), 1213-1229

2013

7. Commercial Real Estate and Equity Market Bubbles: Are They Contagious to REITs?
   Urban Studies, 2013, 50, (12), 2496-2516 View citations (12)
8. Intrinsic and Rational Speculative Bubbles in the U.S. Housing Market: 1960-2011
   Journal of Real Estate Research, 2013, 35, (2), 121-152
   Also in Journal of Real Estate Research, 2013, 35, (2), 121-152 (2013) View citations (17)
9. The performance effects of composition changes on sector specific stock indices: The case of European listed real estate
   International Review of Financial Analysis, 2013, 29, (C), 132-142 View citations (1)

2010

10. The S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume
    Journal of Banking & Finance, 2010, 34, (1), 116-126 View citations (21)

2008

11. A re-examination of the index effect: Gambling on additions to and deletions from the S&P 500's [`]gold seal'
    Research in International Business and Finance, 2008, 22, (3), 325-350 View citations (5)

2007

12. Back from Beyond the Bid–Ask Spread: Estimating Liquidity in International Markets
    Real Estate Economics, 2007, 35, (4), 599-622 View citations (13)
    See also Working Paper Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets, Real Estate & Planning Working Papers (2007) View citations (13) (2007)

2004

13. Introduction
    Real Estate Economics, 2004, 32, (2), 181-182 View citations (2)
14. Real Estate Rental Payments: Application of Stock-Inventory Modeling
    The Journal of Real Estate Finance and Economics, 2004, 28, (2_3), 273-292 View citations (6)

2003

15. Continental Shift? An Analysis of Convergence Trends in European Real Estate Equities
    Journal of Real Estate Research, 2003, 25, (1), 1-22
    Also in Journal of Real Estate Research, 2003, 25, (1), 1-22 (2003) View citations (10)
16. Timing and the Holding Periods of Institutional Real Estate
    Real Estate Economics, 2003, 31, (2), 205-222 View citations (40)
17. Valuing and Pricing Retail Leases with Renewal and Overage Options
    The Journal of Real Estate Finance and Economics, 2003, 26, (2-3), 223-40 View citations (5)
    See also Working Paper Valuing and Pricing Retail Leases with Renewal and Overage Options, NBER Working Papers (2002) View citations (3) (2002)

2001

18. Persistence of UK real estate returns: A Markov chain analysis
    Journal of Asset Management, 2001, 1, (3), 279-291 View citations (5)

2000

19. Timing and diversification: Required information coefficients for tactical asset allocation
    Journal of Asset Management, 2000, 1, (1), 60-71

1999

20. Investor Sentiment and Noise Traders: Discount to Net Asset Value in Listed Property Companies in the U.K
    Journal of Real Estate Research, 1999, 18, (2), 291-312
    Also in Journal of Real Estate Research, 1999, 18, (2), 291-312 (1999) View citations (32)

1997

21. Contemporary UK market valuation methods for over-rented investment properties: a framework for risk adjustment
    Journal of Property Research, 1997, 14, (2), 99-115 View citations (3)
    See also Working Paper Contemporary UK Market Valuation Methods for Over-Rented Investment Properties: A Framework for Risk Adjustment, ERES (1996) (1996)
22. Factoring abelian groups and tiling binary spaces
    Pure Mathematics and Applications, 1997, 8, (1), 111-115

1990

23. The October 1987 stock market crash: An exploratory analysis of share price models
    Journal of Banking & Finance, 1990, 14, (2-3), 273-289 View citations (2)

1989

24. The Reconciliation of the Smith's and Jarrow and Rudd's Option Sensitivity Formulae: A Teaching Note
    The Financial Review, 1989, 24, (3), 507-10

1981

25. The British investor's gains from international portfolio investment
    Journal of Banking & Finance, 1981, 5, (2), 155-165

1980

26. Stochastic Dominance and the Performance of U.K. Unit Trusts
    Journal of Financial and Quantitative Analysis, 1980, 15, (2), 323-330

1979

27. Bid Behaviour and the Determination of UK Treasury Bill Rates, 1970-1976
    Oxford Bulletin of Economics and Statistics, 1979, 41, (3), 215-26 View citations (1)

1976

28. Regulation, Risk and Performance of U.K. Clearing Banks 1965-75
    Journal of Industrial Economics, 1976, 25, (2), 143-59 View citations (1)

Chapters

1983

1. Methods of Incorporating Risk in the Analysis of Commercial Property Investment: Multi-Period Asset Pricing Approach
   Palgrave Macmillan