| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Semiautoregression Approach to the Arbitrage Pricing Theory |
0 |
0 |
0 |
71 |
1 |
2 |
2 |
228 |
| An Analysis of Real-Estate Risk Using the Present Value Model |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
409 |
| Art as an Investment and the Underperformance of Masterpieces |
0 |
0 |
4 |
764 |
3 |
9 |
26 |
2,111 |
| Bank Risk and Real Estate: An Asset Pricing Perspective |
0 |
0 |
0 |
0 |
1 |
4 |
6 |
236 |
| Conditional Risk Premiums of Asian Real Estate Stocks |
0 |
0 |
0 |
23 |
0 |
1 |
5 |
161 |
| Credit spreads in the market for highly leveraged transaction loans |
0 |
0 |
0 |
165 |
1 |
4 |
9 |
574 |
| Explaining the Cross-Section of Returns via a Multi-Factor APT Model |
0 |
0 |
3 |
48 |
0 |
2 |
6 |
103 |
| Have U.S. Financial Institutions' Real Estate Investments Exhibited "Trend-Chasing" Behavior? |
0 |
0 |
1 |
37 |
0 |
3 |
8 |
168 |
| Interaction in investment among rival Japanese firms |
0 |
0 |
0 |
9 |
0 |
8 |
9 |
76 |
| Is Country Diversification better than Industry Diversification? |
0 |
0 |
0 |
50 |
1 |
5 |
7 |
219 |
| Is There a Real Estate Factor Premium? |
0 |
0 |
0 |
2 |
0 |
3 |
5 |
285 |
| Large Investors, Price Manipulation, and Limits to Arbitrage: An Anatomy of Market Corners |
1 |
1 |
1 |
46 |
3 |
11 |
16 |
177 |
| Living with the "enemy": an analysis of foreign investment in the Japanese equity market |
1 |
1 |
1 |
38 |
1 |
2 |
2 |
171 |
| Market manipulation: A comprehensive study of stock pools |
0 |
0 |
0 |
81 |
0 |
5 |
11 |
365 |
| Measuring International Economic Linkages with Stock Market Data |
0 |
0 |
0 |
204 |
0 |
5 |
13 |
504 |
| Political Uncertainty, Financial Crisis and Market Volatility |
1 |
1 |
5 |
120 |
3 |
7 |
22 |
355 |
| Price Reversal, Transaction Costs, and Arbitrage Profits in the Real Estate Securities Market |
0 |
0 |
0 |
0 |
1 |
7 |
8 |
502 |
| Ratings Washington "Professors" on Asian financial crises |
0 |
0 |
0 |
3 |
0 |
3 |
4 |
41 |
| Return generating process and the determinants of term premiums |
0 |
0 |
0 |
89 |
1 |
2 |
4 |
383 |
| Risk Characteristics of Real Estate Related Securities--An Extension of Liu and Mei (1992) |
0 |
0 |
0 |
250 |
0 |
6 |
7 |
894 |
| Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia |
0 |
0 |
1 |
113 |
1 |
13 |
21 |
750 |
| Strategic returns to international diversification: An application to the equity markets of Europe, Japan and North America |
0 |
0 |
0 |
2 |
0 |
6 |
7 |
77 |
| The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences |
0 |
1 |
2 |
53 |
2 |
6 |
9 |
158 |
| The Predictability of Real Estate Returns and Market Timing |
0 |
0 |
0 |
0 |
3 |
8 |
12 |
255 |
| The Predictability of Returns on Equity REITs and Their Co-movement with Other Assets |
0 |
0 |
0 |
0 |
0 |
5 |
14 |
604 |
| The Present Value Model with Time-Varying Discount Rates: Implications for Commercial Property Valuation and Investment Decisions |
0 |
0 |
0 |
2 |
2 |
6 |
13 |
664 |
| Turning over Turnover |
0 |
0 |
0 |
18 |
0 |
2 |
3 |
79 |
| Unique Symptoms of Japanese Stagnation: An Equity Market Perspective |
0 |
0 |
0 |
31 |
0 |
4 |
4 |
148 |
| Vested Interest and Biased Price Estimates: Evidence from an Auction Market |
2 |
2 |
2 |
138 |
3 |
10 |
11 |
439 |
| What makes the stock market jump? An analysis of political risk on Hong Kong stock returns |
0 |
0 |
2 |
270 |
0 |
6 |
11 |
675 |
| Where Do Betas Come From? Asset Price Dynamics and the |
0 |
0 |
1 |
155 |
1 |
3 |
8 |
518 |
| Total Journal Articles |
5 |
6 |
23 |
2,782 |
28 |
158 |
285 |
12,329 |