Details about Patrick Wilson

E-mail:
Homepage:	http://datasearch.uts.edu.au/business/finance/staff/StaffDetails.cfm?UnitStaffId=95
Phone:	+61 2 42832593
Postal address:	46 Joseph Street Woonona, NSW, 2517 Australia
Workplace:	Business School, University of Adelaide, (more information at EDIRC)

Access statistics for papers by Patrick Wilson.

Last updated 2021-05-10. Update your information in the RePEc Author Service.

Short-id: pwi66

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Working Papers

2003

Does it Pay to Diversify Real Estate Assets? - A Literary Perspective
Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies View citations (3)
International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature
Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (28)
Trends and Spectral Response: An Examination of the US Realty Market
Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies View citations (1)

2002

Structural Breaks and Diversification: The Impact of the 1997 Asian Financial Crisis on the Integration of Asia Pacific Real Estate Markets
ERES, European Real Estate Society (ERES) View citations (1)
Also in Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney (2002) View citations (1)
See also Journal Article Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets, Journal of International Money and Finance, Elsevier (2006) View citations (68) (2006)

2001

The Accord and Strikes: An International Perspective
Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia View citations (4)
See also Journal Article The Accord and strikes: an International perspective, Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School (2000) View citations (3) (2000)

2000

ENHANCING INFORMATION USE TO IMPROVE PREDICTIVE PERFORMANCE IN PROPERTY MARKETS
ERES, European Real Estate Society (ERES)

1999

A Stochastic Approach to Modelling and Forecasting Dependent Time-Series
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney
Forecasts in the Property Sector using Spectral Regression - a Moving Spectral Window Approach
ERES, European Real Estate Society (ERES)
Modelling the Relationship between Real Estate Returns and the Business Cycle
ERES, European Real Estate Society (ERES)
Using Non Linear Tests to Determine Whether Real Estate and Equity Markets are Cointegrated
ERES, European Real Estate Society (ERES)

1998

Cyclical Patterns in Risk Premia Estimates for Securitised Property Markets: Some International Comparisons
ERES, European Real Estate Society (ERES)
Regime Switches in Property Market Risk Premiums: Some International Comparisons
Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (1)

1996

Fractional Co-Integration in Domestic and International Real Estate and Stock Markets
Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney
Rolling and Recursive Tests of Stability on Market Integration - Consideration of Real Estate and Equity Markets
ERES, European Real Estate Society (ERES)
Unit Root Testing with Known and Unknown Structural Breaks in Property and Equity Markets
Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney

1995

Comparing and Contrasting Native Property Title Claims in South Africa and Australia
Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney
Measuring the Degree of Integration Amongst Domestic and International Real Estate and Financial Assets Markets
Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (2)
Measuring the Degree of Integration Amongst International Real Estate and Financial Asset Markets
ERES, European Real Estate Society (ERES) View citations (1)
Using Non-Linear Tests to Examine Integration Between Real Estate and Equity Markets
Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (10)
See also Journal Article Using Nonlinear Tests to Examine Integration Between Real Estate and Stock Markets, Real Estate Economics, American Real Estate and Urban Economics Association (1997) View citations (106) (1997)

1994

Are Real Estate and Securities Markets Integrated? Some Australian Evidence
Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (17)

1993

Circumstantial Evidence of the Influence of Estate Agents on Exchange Price and Market Reserve Price
Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney
In Shared Information Services is Size Important?
Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney
Monocentricity and Its Application to the Sydney Housing Market
Working Papers, Western Sydney - School of Business And Technology
Shared Information - Comparing Multilist and Franchise Operations
Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (1)

1992

Do the Smart Get Richer? Housing Market Patterns in Benefits to Sellers
Working Papers, Western Sydney - School of Business And Technology
Performance Differences Within the Market for Housing
Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney
Variations in Market Duration and Likelihood of Sale
Working Papers, Western Sydney - School of Business And Technology

Journal Articles

2009

Equity and fixed income markets as drivers of securitised real estate
Review of Financial Economics, 2009, 18, (2), 103-111 View citations (6)

2008

Big City Difference? Another Look at Factors Driving House Prices
Journal of Property Research, 2008, 25, (2), 157-177 View citations (3)
Predictability of Equity REIT Returns: Implications for Property Tactical Asset Allocation
International Real Estate Review, 2008, 11, (2), 32-46 View citations (1)

2007

Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities
The European Journal of Finance, 2007, 13, (8), 705-715 View citations (15)
See also Working Paper Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities, ERES (2005) View citations (1) (2005)
Foreign Property Shocks and the Impact on Domestic Securitized Real Estate Markets: An Unobserved Components Approach
The Journal of Real Estate Finance and Economics, 2007, 34, (3), 407-424 View citations (10)
Real Estate ‘Value’ Stocks and International Diversification
Journal of Property Research, 2007, 24, (3), 265-287 View citations (2)

2006

Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets
Journal of International Money and Finance, 2006, 25, (6), 974-991 View citations (68)
See also Working Paper Structural Breaks and Diversification: The Impact of the 1997 Asian Financial Crisis on the Integration of Asia Pacific Real Estate Markets, ERES (2002) View citations (1) (2002)

2005

The Decline of Seasonality in Australian Quarterly Aggregate Strike Statistics: 1983-2003
Australian Journal of Labour Economics (AJLE), 2005, 8, (1), 43-71

2004

Another look at the forecast performance of ARFIMA models
International Review of Financial Analysis, 2004, 13, (1), 63-81 View citations (8)
Forecasting Australian Unemployment Rates using Spectral Analysis
Australian Journal of Labour Economics (AJLE), 2004, 7, (4), 459-480 View citations (1)

2003

Common trends and spectral response: a case study on the US
Journal of Property Research, 2003, 20, (1), 1-22 View citations (4)
Potential Diversification Benefits In The Presence Of Unknown Structural Breaks: An Australian Case Study
Australian Economic Papers, 2003, 42, (4), 442-453 View citations (3)

2002

Relationships between Australian Real Estate and Stock Market Prices--A Case of Market Inefficiency
Journal of Forecasting, 2002, 21, (3), 181-92 View citations (31)

2000

The Accord and strikes: an International perspective
Australian Journal of Labour Economics (AJLE), 2000, 4, (4), 232-247 View citations (3)
See also Working Paper The Accord and Strikes: An International Perspective, Economics Working Papers (2001) View citations (4) (2001)
The Causal Relationship between Real Estate and Stock Markets
The Journal of Real Estate Finance and Economics, 2000, 21, (3), 251-61 View citations (85)

1999

Long-Term Dependencies and Long Run non-Periodic Co-Cycles: Real Estate and Stock Markets
Journal of Real Estate Research, 1999, 18, (2), 257-278 View citations (35)

1998

Step Interventions and Market Integration: Tests in the U.S., U.K., and Australian Property Markets
The Journal of Real Estate Finance and Economics, 1998, 16, (1), 91-123 View citations (8)

1997

Using Nonlinear Tests to Examine Integration Between Real Estate and Stock Markets
Real Estate Economics, 1997, 25, (3), 487-503 View citations (106)
See also Working Paper Using Non-Linear Tests to Examine Integration Between Real Estate and Equity Markets, Working Paper Series (1995) View citations (10) (1995)