Details about Michael S. Young

Access statistics for papers by Michael S. Young.

Last updated 2021-08-02. Update your information in the RePEc Author Service.

Short-id: pyo57

Working Papers

2004

1. Serial Persistence in Individual Real Estate Returns in the UK
   Real Estate & Planning Working Papers, Henley Business School, University of Reading View citations (4)
   See also Journal Article Serial persistence in individual real estate returns in the UK, Journal of Property Investment & Finance, Emerald Group Publishing Limited (2007) View citations (5) (2007)

Journal Articles

2011

1. Coherent risk measures in real estate investment
   Journal of Property Investment & Finance, 2011, 29, (4/5), 479-493 View citations (4)

2008

2. Revisiting Non-normal Real Estate Return Distributions by Property Type in the U.S
   The Journal of Real Estate Finance and Economics, 2008, 36, (2), 233-248 View citations (10)

2007

3. Serial persistence in individual real estate returns in the UK
   Journal of Property Investment & Finance, 2007, 25, (3), 241-273 View citations (5)
   See also Working Paper Serial Persistence in Individual Real Estate Returns in the UK, Real Estate & Planning Working Papers (2004) View citations (4) (2004)

2006

4. Non‐Normal Real Estate Return Distributions by Property Type in the UK
   Journal of Property Research, 2006, 23, (2), 109-133 View citations (11)

2002

5. Performance Attributions: Pure Theory Meets Messy Reality
   Journal of Real Estate Research, 2002, 23, (1/2), 3-28 View citations (1)

2000

6. REIT Property-Type Sector Integration
   Journal of Real Estate Research, 2000, 19, (1), 3-21 View citations (12)

1999

7. The Magnitude of Random Appraisal Error in Commercial Real Estate Valuation
   Journal of Real Estate Research, 1999, 17, (1), 33-54 View citations (8)

1997

8. Serial Persistence in Equity REIT Returns
   Journal of Real Estate Research, 1997, 14, (3), 183-214 View citations (14)
9. The Shape of Australian Real Estate Return Distributions and Comparisons to the United States
   Journal of Real Estate Research, 1997, 14, (3), 291-308 View citations (11)

1996

10. Real Estate Return Correlations: Real-World Limitations on Relationships Inferred from NCREIF Data
    The Journal of Real Estate Finance and Economics, 1996, 13, (2), 121-42 View citations (8)
11. Systematic Behavior in Real Estate Investment Risk: Performance Persistence in NCREIF Returns
    Journal of Real Estate Research, 1996, 12, (3), 369-382 View citations (6)

1995

12. Real Estate Is Not Normal: A Fresh Look at Real Estate Return Distributions
    The Journal of Real Estate Finance and Economics, 1995, 10, (3), 225-59 View citations (41)

1994

13. Random Disaggregate Appraisal Error in Commercial Property: Evidence from the Russell-NCREIF Database
    Journal of Real Estate Research, 1994, 9, (4), 403-420 View citations (5)