Access Statistics for Kim Hiang Liow

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A combined perspective of corporate real estate 0 0 0 0 0 0 0 39
An assessment of the relationship between public real estate markets and stock markets at the local, regional, and global levels 0 0 0 121 0 0 0 591
Capital Market Theory and Real Estate Asset Valuation - Some Issues and Research Implications 0 0 0 4 0 0 0 13
Convergence dynamics in international real estate securities markets 0 0 0 2 0 0 0 26
Corporate real estate performance: A data-driven analysis 0 0 0 12 0 0 0 42
Financial Structure of Real Estate Corporations: Some International Evidence 0 0 0 4 0 0 0 22
IS CORPORATE REAL ESTATE PRICED IN THE STOCK MARKET? 0 0 0 3 0 0 0 25
IS THERE A COMMON TREND IN SECURITIZED REAL ESTATE MARKET CORRELATIONS WITH THE REGIONAL STOCK MARKET AND THE WORLD STOCK MARKET? 0 0 0 12 0 1 1 43
PERFORMANCE DYNAMICS AND DIVERSIFICATION BENEFITS OF EUROPEAN PROPERTY SECURITIES 0 0 1 10 0 2 3 22
Return and Volatility Spill overs in Securitised Real Estate Markets 0 0 0 4 0 0 0 18
Volatility interdependence in European securitised real estate markets: who is the most influential? 0 0 0 8 0 0 6 53
Total Working Papers 0 0 1 180 0 3 10 894


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Assessment of the Relationship between Public Real Estate and Stock Markets at the Local, Regional, and Global Levels 0 0 0 27 0 0 2 135
Co-movement between the US and the securitised real estate markets of the Asian-Pacific economies 0 0 0 0 0 0 0 11
Common factors in international securitized real estate markets 0 0 0 62 0 0 0 213
Common factors in international securitized real estate markets 0 0 0 0 0 1 1 5
Comovement of Greater China Real Estate Markets: Some Time Scale Evidence 0 0 1 1 0 0 1 1
Corporate Real Estate and Stock Market Performance 0 0 0 172 0 0 0 547
Correlation Dynamics and Determinants in International Securitized Real Estate Markets 0 1 1 19 0 1 5 64
Correlation and Volatility Dynamics in International Real Estate Securities Markets 0 0 0 82 0 1 2 209
Co‐movements and Correlations Across Asian Securitized Real Estate and Stock Markets 0 0 0 8 0 4 4 65
Co‐skewness and Co‐kurtosis in Global Real Estate Securities 0 0 0 5 0 0 0 25
Cross‐market dynamics in property stock markets 0 0 0 0 0 0 1 1
Cycles and common cycles in real estate markets 0 0 2 60 0 0 4 173
Cyclical relationship between commercial real estate and property stock prices 0 0 0 1 0 2 2 13
Do Asian real estate companies add value to investment portfolio? 0 0 1 7 2 2 3 31
Do retail firms benefit from real estate ownership? 0 0 0 12 0 0 0 41
Does corporate real estate create wealth for shareholders? 0 0 0 2 0 1 2 6
Dynamic Relationships between Price and Net Asset Value for Asian Real Estate Stocks 0 1 1 7 0 2 3 71
Dynamic interdependence between the US and the securitized real estate markets of the Asian-Pacific economies 0 0 0 4 0 0 1 13
Dynamic interdependence of ASEAN5 with G5 stock markets 0 0 1 6 0 0 3 24
Dynamic relationship between stock and property markets 0 0 0 208 1 1 1 796
Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty 0 0 1 46 0 0 7 155
Editorial 0 0 0 1 0 0 0 23
Exploring a Three-Factor Dependence Structure of Conditional Volatilities: Some Quantile Regression Evidence from Real Estate Investment Trusts 1 1 2 4 2 2 5 10
Extreme Dependence between Public Real Estate and Stock Markets: Some Asia-Pacific Evidence 0 0 0 23 0 1 1 99
Extreme returns and value at risk in international securitized real estate markets 0 0 3 12 0 0 6 39
Financial Crisis and Asian Real Estate Securities Market Interdependence: Some Additional Evidence 0 0 0 10 0 0 1 40
Firm value, growth, profitability and capital structure of listed real estate companies: an international perspective 0 0 2 66 0 2 6 187
Frequency volatility connectedness and market integration in international real estate investment trusts 0 0 0 1 0 0 3 12
Global financial crisis and cyclical co-movements of Asian financial markets 0 0 0 5 0 0 1 32
Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts 0 0 0 43 0 1 4 304
Industrial tail exposure risk and asset price: Evidence from US REITs 0 0 2 2 0 3 6 7
Integration among USA, UK, Japanese and Australian securitised real estate markets: an empirical exploration 0 0 2 7 0 0 2 44
Integration between Securitized Real Estate and Stock Markets: A Global Perspective 0 0 0 0 0 0 0 0
Interest rate risk and time‐varying excess returns for Asian property stocks 0 0 0 1 0 0 0 2
Interest rate sensitivity and risk premium of property stocks 0 0 0 4 0 0 2 27
International Direct Real Estate Market Linkages: Evidence from Time-Varying Correlation and Cointegration Tests 0 0 0 0 0 0 0 0
Investment Dynamics of the Greater China Securitized Real Estate Markets 0 0 0 0 0 0 1 1
Investment Dynamics of the Greater China Securitized Real Estate Markets 0 0 0 73 0 1 2 265
Is Housing the Business Cycle? A Multiresolution Analysis for OECD Countries 0 0 2 18 1 1 10 72
Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets? 0 0 0 20 0 1 1 78
Linkages between office markets in Europe: a volatility spillover perspective 0 0 0 9 0 2 2 32
Long-Term Co-Memories and Short-Run Adjustment: Securitized Real Estate and Stock Markets 0 0 0 84 0 0 0 355
Long-term Memory in Volatility: Some Evidence from International Securitized Real Estate Markets 0 0 0 33 0 1 2 128
Macroeconomic risk influences on the property stock market 0 0 3 4 0 1 7 13
Market Integration Among the US and Asian Real Estate Investment Trusts in Crisis Times 0 0 1 14 5 5 11 75
Mean reversion of Singapore property stock prices towards their fundamental values 0 0 0 0 0 0 0 1
Multiple Regimes and Volatility Transmission in Securitized Real Estate Markets 0 0 0 21 0 1 1 113
Nonlinear Return Dependence in Major Real Estate Markets 0 0 0 3 0 0 0 22
Property Company Stock Price and Net Asset Value: A Mean Reversion Perspective 0 0 0 265 0 1 1 1,583
Real estate and corporate valuation: an asset pricing perspective 0 0 2 85 0 0 2 236
Real estate global beta and spillovers: An international study 0 1 1 14 0 1 1 127
Regime Changes in International Securitized Property Markets 0 0 0 0 0 0 0 0
Regime dependent volatilities and correlation in international securitized real estate markets 1 1 1 6 1 2 3 44
Regime switching and asset allocation 0 0 0 0 0 0 1 6
Relationship between Foreign Macroeconomic Conditions and Asian-Pacific Public Real Estate Markets: The Relative Influence of the US and China 0 0 1 11 0 2 5 80
Relationship between the United States housing and stock markets: Some evidence from wavelet analysis 0 0 0 9 0 3 4 44
Return and co-movement of major public real estate markets during global financial crisis 0 0 0 8 0 0 1 39
Risk-Adjusted Performance of Real Estate Stocks: Evidence From Developing Markets 0 0 0 245 0 0 1 714
Risk-Adjusted Performance of Real Estate Stocks: Evidence from Developing Markets 0 0 0 0 1 2 2 2
Risk-return convergence in international public property markets 0 0 0 3 0 0 0 21
Sustainability of Sustainable Real Property Development 0 0 0 0 0 0 0 0
Switching Regime Beta Analysis of Global Financial Crisis: Evidence from International Public Real Estate Markets 1 1 1 60 1 1 2 157
Switching Regime Beta Analysis of Global Financial Crisis: Evidence from International Public Real Estate Markets 0 0 0 0 1 1 1 1
Switching volatility and cross-market linkages in public property markets 0 0 0 12 0 0 0 43
The Dynamics of Return Volatilty and Systematic Risk in International Real Estate Security Markets 0 0 0 13 1 2 2 61
The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages 0 0 0 6 0 0 1 43
The dynamics of the Singapore commercial property market 0 0 0 1 0 1 3 14
The dynamics of volatility connectedness in international real estate investment trusts 0 0 2 23 0 1 11 108
The long‐term investment performance of Singapore real estate and property stocks 0 0 1 2 0 0 2 3
The significance and performance of property securities markets in the Asian IFCs 0 0 0 6 0 0 0 41
Time-Varying Macroeconomic Risk and Commercial Real Estate: An Asset Pricing Perspective 0 0 0 0 1 1 1 1
Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence 0 0 0 19 0 0 0 61
Value versus Growth International Real Estate Investment 0 0 0 22 0 1 1 76
Volatility Decomposition and Correlation in International Securitized Real Estate Markets 0 0 0 49 0 0 0 183
Volatility spillover dynamics and relationship across G7 financial markets 0 1 2 42 0 2 4 111
Who Influences the Asian–Pacific Real Estate Markets: The US, Japan or China? 0 0 2 4 0 1 3 11
Total Journal Articles 3 7 38 2,092 17 59 168 8,390
1 registered items for which data could not be found


Statistics updated 2025-04-04