Access Statistics for Simon Stevenson

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 Comparative Analysis of the Accuracy and Uncertainty in Real Estate and Macroeconomic Forecasts 0 0 0 64 0 1 1 153
A Comparison of Alternative Rental Forecasting Models: Empirical Tests on the London Office Market 0 0 3 8 0 0 6 31
A Long Term Analysis of Regional Housing markets and Inflation 0 0 0 1 0 0 0 15
AN ASSET PRICING MODEL OF THE LONDON RESIDENTIAL MARKET 0 0 0 6 1 1 1 26
An Analysis of Residential Auction Sale Prices and Quoted Guide Prices 0 0 0 6 1 1 1 15
Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities 0 0 2 16 1 2 4 44
Asymmetric Betaís in Bull and Bear Markets: Evidence from US Equity REITs 0 0 0 3 0 0 0 16
Capital Market Expectations and the London Office Market 0 1 1 39 1 2 6 93
Commercial Real Estate and International Diversification 0 0 0 3 0 0 0 14
Conditional Correlations and Real Estate Investment Trusts 0 0 0 11 0 0 1 33
Dynamic Correlations across REIT Sub-Sectors 0 0 1 45 0 0 8 198
Dynamics of Residential Market in Ghana: A Comparison 0 0 0 6 0 0 1 19
Economic, Demographic and Fiscal Influences on Housing Market Dynamics 0 0 0 18 0 0 1 56
Government Intervention and Its Impact on the Housing Market in Greater Dublin 0 0 0 7 0 0 0 20
Hedging International Real Estate Investments: Decomposing Returns into Capital and Income Components 0 0 0 0 1 1 1 5
Hedonic Estimation of Apartment Submarkets 0 0 0 3 0 0 0 13
Herding in real estate security analysis 0 0 1 9 0 0 2 35
How do Optimal Reserves Compare to Actual Undisclosed Reserve Prices? Empirical Evidence from English Open Outcry Auctions of Residential Property 0 0 0 3 0 0 1 31
INREV Panel on the Education Requirements of the Indirect Investment Market 0 0 0 2 0 0 1 8
Investor Protection, Corporate Governance and Firm Performance: Evidence from Asian Real Estate Investment Trusts 0 0 0 83 0 1 2 204
Mean-Variance Spanning Tests of Real Estateís Portfolio Contribution 0 1 1 11 0 1 1 26
Modeling Long Memory in REITs 0 0 0 10 0 0 0 70
Modeling Long Memory in REITs 0 0 0 83 0 0 3 267
Modelling Housing Market Fundamentals: Empirical Evidence of Extreme Market Conditions 0 0 0 10 0 1 1 32
Monetary Policy and Real Estate Investment Trusts 0 0 2 17 1 2 9 60
Multivariate Modeling of Daily REIT Volatility 0 0 0 19 0 0 0 115
Multivariate Modeling of Daily REIT Volatility 0 0 1 82 0 0 4 335
Multivariate Modelling of Daily REIT Volatility 0 0 0 26 0 2 2 154
NY-LON: Does a Single Cross-Continental Office Market Exist? 0 0 0 2 0 0 0 15
New Empirical Evidence on the Speculative Behaviour Present in Residential Property Markets 0 0 0 0 0 0 0 6
PERMANENT AND TRANSITORY DRIVERS OF SECURITISED REAL ESTATE 0 0 0 4 0 0 1 19
Panel Modelling of Regional Commercial Property Markets: Empirical Evidence from Finland 0 0 0 2 0 0 0 6
Performance and Cash Flow Drivers of Private Real Estate Funds 0 0 2 23 0 0 3 50
REAL ESTATE PORTFOLIO CONSTRUCTION AND ESTIMATION RISK 0 0 0 2 0 1 1 10
Rationality and Momentum in Real Estate Investment Forecasts 0 0 0 23 0 1 2 34
Rationality and Momentum in Real Estate Investment Forecasts 0 0 0 34 1 1 3 83
Real Estate in the Mixed-asset Portfolio: The Question of Consistency 0 0 0 27 0 0 1 109
Real estate in the mixed-asset portfolio: the question of consistency 0 0 0 2 1 2 3 13
Real estate market risk modelling 0 0 2 61 0 0 4 156
Residential Property Loans and Bank Performance during Property Price Booms: Evidence from Europe 0 0 0 50 1 1 1 140
Securitised Real Estate Regime-Switching Behaviour and the Relationship with Market Interest Rates 0 0 0 11 0 0 4 42
Separating Skill from Luck in REIT Mutual Funds 0 0 0 56 0 0 1 137
Sponsor, Corporate Governance and Asian REITs Performance 2 2 3 95 3 4 7 192
Tests of Dynamic Asymmetric Correlations across REIT Sub-Sectors 0 0 0 2 0 0 0 15
The Case for REITs in the Mixed-Asset Portfolio in the Short and Long Run 0 0 0 66 0 0 1 187
The Case for Risk Parity as an Alternative Strategy for Asset Allocation in Real Estate Portfolios 0 0 1 33 1 1 7 76
The Distributional Characteristics of REIT Returns 0 0 0 2 0 0 2 15
The Sensitivity of European Publically Listed Real Estate to Interest Rates 0 0 1 60 0 0 3 113
Time Weighted Portfolio Optimisation 0 0 0 6 0 0 0 18
Toward a Liability Driven Investment Paradigm for DC Pensions: Implication for Real Estate Allocations 0 0 0 30 0 1 2 61
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 59 0 0 4 249
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 14 0 1 1 86
Volatility Transmission: A Global Tri-Variate Analysis of Public Real Estate and Foreign Exchange Markets 0 1 2 9 0 1 7 30
Volatility in the Ripple Effect of Regional House Market Dynamics 0 0 1 2 0 0 1 11
Total Working Papers 2 5 24 1,266 13 29 116 3,961


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Long-Term Analysis of Regional Housing Markets and Inflation 0 0 1 80 0 0 2 171
A Multiple Error-Correction Model of Housing Supply 0 1 2 10 1 4 5 28
A Re-Examination of the Inflation-Hedging Ability of Real Estate Securities: Empirical Tests Using International Orthogonalized & Hedged Data 0 2 2 225 0 3 5 808
A comparison of alternative rental forecasting models: empirical tests on the London office market 0 0 2 19 0 0 3 55
A comparison of the appraisal process for auction and private treaty residential sales 0 0 1 35 0 1 4 177
A comparison of the forecasting ability of ARIMA models 0 1 4 17 3 7 17 66
A performance evaluation of portfolio managers: tests of micro and macro forecasting 0 0 0 86 0 0 0 504
Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities 0 0 1 77 0 0 5 219
Assessing the accuracy and dispersion of real estate investment forecasts 0 0 0 15 0 1 2 60
Bayes-Stein Estimators and International Real Estate Asset Allocation 0 0 0 307 0 1 1 691
Concordance in Global Office Market Cycles 1 1 1 11 1 1 2 44
Contagion effects and intra industry information flows: the example of Olympia & York 0 0 0 2 0 0 0 19
Dynamic correlations between REIT sub-sectors and the implications for diversification 0 0 0 45 0 1 3 154
Emerging markets, downside risk and the asset allocation decision 0 0 0 163 0 0 1 351
Empirical evidence on the micro and macro forecasting ability of real estate funds 0 0 0 1 0 0 2 14
Equity and fixed income markets as drivers of securitised real estate 0 0 1 19 0 1 5 150
Estimation of Apartment Submarkets 0 0 0 84 0 0 0 382
Forecasting Housing Supply: Empirical Evidence from the Irish Market 0 0 1 41 0 2 6 121
Foreign Property Shocks and the Impact on Domestic Securitized Real Estate Markets: An Unobserved Components Approach 0 0 0 43 0 1 2 120
Futures Trading, Spot Price Volatility and Market Efficiency: Evidence from European Real Estate Securities Futures 0 0 3 32 0 3 8 127
House price diffusion and inter‐regional and cross‐border house price dynamics 0 0 0 17 0 1 1 39
International Real Estate Diversification: Empirical Tests using Hedged Indices 0 0 0 469 0 0 2 1,166
Low‐frequency volatility of real estate securities and macroeconomic risk 0 0 2 11 1 1 5 602
Macro-Economic and Financial Determinants of Comovement across Global Real Estate Security Markets 0 0 1 68 0 0 2 186
Measuring Spillover Effects Across Asian Property Stocks 0 0 0 0 0 0 0 2
Modeling Housing Market Fundamentals: Empirical Evidence of Extreme Market Conditions 0 0 1 144 0 0 2 368
Modeling Long Memory in REITs 0 0 0 23 0 2 5 167
Momentum Effects and Mean Reversion in Real Estate Securities 0 0 2 446 0 0 2 1,275
Monetary Shocks and REIT Returns 0 0 3 101 0 0 9 279
Monetary policy transmission and real estate investment trusts 0 0 0 0 0 1 8 139
Multivariate Modeling of Daily REIT Volatility 0 0 1 119 0 0 2 368
New empirical evidence on heteroscedasticity in hedonic housing models 0 0 1 137 1 3 8 326
Openness, hedging incentives and foreign exchange exposure: A firm-level multi-country study 0 0 1 75 0 1 7 259
Performance drivers of private real estate funds 0 0 13 47 2 2 25 84
Public Real Estate and the Term Structure of Interest Rates: A Cross-Country Study 0 0 1 24 3 6 21 198
Real estate's role in an international multi-asset portfolio: empirical evidence using Irish data 0 0 1 7 0 0 2 22
Residential market development in sub‐Saharan Africa 0 0 0 6 0 0 0 20
Special issue based on the European Real Estate Society (ERES) Conference, Dublin, Ireland, June 2005 0 0 0 24 0 0 2 106
Synchronisation and commonalities in metropolitan housing market cycles 0 0 1 7 0 1 5 32
Tax Policies and Residential Mobility 0 0 0 131 0 1 4 796
The Ghanaian transaction‐based residential indices 0 0 1 4 0 0 1 12
The Role of Undisclosed Reserves in English Open Outcry Auctions 0 0 0 1 0 0 3 31
The Sensitivity of European Bank Stocks to German Interest Rates Changes 0 0 0 4 0 0 1 33
The performance effects of composition changes on sector specific stock indices: The case of European listed real estate 0 0 0 6 0 0 0 39
The probability of sale and price premiums in withdrawn auctioned properties 0 0 0 4 0 1 3 21
The substitutability of REITs and value stocks 0 0 0 37 0 0 0 124
Total Journal Articles 1 5 48 3,224 12 46 193 10,955


Statistics updated 2025-10-06