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 1 65 1 1 7 159
A Comparison of Alternative Rental Forecasting Models: Empirical Tests on the London Office Market 0 0 3 8 1 3 7 35
A Long Term Analysis of Regional Housing markets and Inflation 0 0 0 1 0 4 4 19
AN ASSET PRICING MODEL OF THE LONDON RESIDENTIAL MARKET 0 0 0 6 1 1 2 27
An Analysis of Residential Auction Sale Prices and Quoted Guide Prices 0 0 0 6 1 2 3 17
Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities 0 0 2 16 0 1 6 46
Asymmetric Betaís in Bull and Bear Markets: Evidence from US Equity REITs 0 0 0 3 1 1 1 17
Capital Market Expectations and the London Office Market 0 0 1 39 0 3 8 97
Commercial Real Estate and International Diversification 0 0 0 3 0 1 2 16
Conditional Correlations and Real Estate Investment Trusts 0 0 0 11 1 3 4 36
Dynamic Correlations across REIT Sub-Sectors 0 0 1 45 1 6 11 205
Dynamics of Residential Market in Ghana: A Comparison 0 0 0 6 1 1 1 20
Economic, Demographic and Fiscal Influences on Housing Market Dynamics 0 0 1 19 0 1 4 59
Government Intervention and Its Impact on the Housing Market in Greater Dublin 0 1 1 8 1 2 2 22
Hedging International Real Estate Investments: Decomposing Returns into Capital and Income Components 0 0 0 0 0 2 3 7
Hedonic Estimation of Apartment Submarkets 0 0 0 3 0 1 1 14
Herding in real estate security analysis 0 0 0 9 0 0 1 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 1 2 33
INREV Panel on the Education Requirements of the Indirect Investment Market 0 0 0 2 0 0 0 8
Investor Protection, Corporate Governance and Firm Performance: Evidence from Asian Real Estate Investment Trusts 0 0 0 83 0 2 6 208
Mean-Variance Spanning Tests of Real Estateís Portfolio Contribution 0 0 1 11 0 3 4 29
Modeling Long Memory in REITs 0 0 0 10 0 2 2 72
Modeling Long Memory in REITs 0 0 0 83 1 7 14 278
Modelling Housing Market Fundamentals: Empirical Evidence of Extreme Market Conditions 0 0 0 10 0 3 5 36
Monetary Policy and Real Estate Investment Trusts 0 0 1 17 1 4 13 66
Multivariate Modeling of Daily REIT Volatility 0 0 0 19 0 1 1 116
Multivariate Modeling of Daily REIT Volatility 0 0 0 82 0 4 7 340
Multivariate Modelling of Daily REIT Volatility 0 0 0 26 0 3 7 159
NY-LON: Does a Single Cross-Continental Office Market Exist? 0 0 0 2 0 3 3 18
New Empirical Evidence on the Speculative Behaviour Present in Residential Property Markets 0 0 0 0 0 3 4 10
PERMANENT AND TRANSITORY DRIVERS OF SECURITISED REAL ESTATE 0 0 0 4 1 3 3 22
Panel Modelling of Regional Commercial Property Markets: Empirical Evidence from Finland 0 0 0 2 0 2 2 8
Performance and Cash Flow Drivers of Private Real Estate Funds 0 0 0 23 1 2 3 52
REAL ESTATE PORTFOLIO CONSTRUCTION AND ESTIMATION RISK 0 0 0 2 0 1 2 11
Rationality and Momentum in Real Estate Investment Forecasts 0 0 0 23 0 5 9 41
Rationality and Momentum in Real Estate Investment Forecasts 0 0 0 34 0 4 8 88
Real Estate in the Mixed-asset Portfolio: The Question of Consistency 0 0 0 27 0 4 5 114
Real estate in the mixed-asset portfolio: the question of consistency 0 0 0 2 0 2 5 15
Real estate market risk modelling 0 0 2 61 1 4 8 161
Residential Property Loans and Bank Performance during Property Price Booms: Evidence from Europe 0 0 0 50 1 3 6 145
Securitised Real Estate Regime-Switching Behaviour and the Relationship with Market Interest Rates 0 0 0 11 1 5 7 47
Separating Skill from Luck in REIT Mutual Funds 0 0 0 56 0 6 6 143
Sponsor, Corporate Governance and Asian REITs Performance 0 1 6 98 0 3 12 199
Tests of Dynamic Asymmetric Correlations across REIT Sub-Sectors 0 0 0 2 0 2 2 17
The Case for REITs in the Mixed-Asset Portfolio in the Short and Long Run 0 0 0 66 0 2 2 189
The Case for Risk Parity as an Alternative Strategy for Asset Allocation in Real Estate Portfolios 0 0 0 33 1 3 7 79
The Distributional Characteristics of REIT Returns 0 0 0 2 1 3 4 19
The Sensitivity of European Publically Listed Real Estate to Interest Rates 1 2 3 62 3 7 11 121
Time Weighted Portfolio Optimisation 0 0 0 6 0 4 6 24
Toward a Liability Driven Investment Paradigm for DC Pensions: Implication for Real Estate Allocations 0 0 1 31 0 1 4 63
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 59 0 0 4 250
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 14 0 2 3 88
Volatility Transmission: A Global Tri-Variate Analysis of Public Real Estate and Foreign Exchange Markets 0 0 1 9 0 1 4 31
Volatility in the Ripple Effect of Regional House Market Dynamics 0 0 1 2 0 0 1 11
Total Working Papers 1 4 26 1,275 21 138 259 4,142


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 1 9 12 182
A Multiple Error-Correction Model of Housing Supply 0 0 2 10 0 1 6 29
A Re-Examination of the Inflation-Hedging Ability of Real Estate Securities: Empirical Tests Using International Orthogonalized & Hedged Data 0 0 2 225 0 3 8 811
A comparison of alternative rental forecasting models: empirical tests on the London office market 0 1 2 20 2 7 11 64
A comparison of the appraisal process for auction and private treaty residential sales 0 0 1 35 1 4 9 182
A comparison of the forecasting ability of ARIMA models 0 2 5 21 0 3 23 77
A performance evaluation of portfolio managers: tests of micro and macro forecasting 0 0 0 86 1 3 4 508
Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities 0 0 1 77 2 6 11 227
Assessing the accuracy and dispersion of real estate investment forecasts 0 1 1 16 0 8 10 69
Bayes-Stein Estimators and International Real Estate Asset Allocation 0 0 0 307 0 5 8 698
Concordance in Global Office Market Cycles 0 1 2 12 0 1 3 45
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 1 6 11 162
Emerging markets, downside risk and the asset allocation decision 0 0 0 163 0 0 1 352
Empirical evidence on the micro and macro forecasting ability of real estate funds 0 0 0 1 0 2 4 16
Equity and fixed income markets as drivers of securitised real estate 0 0 0 19 0 5 10 156
Estimation of Apartment Submarkets 0 0 0 84 0 0 1 383
Forecasting Housing Supply: Empirical Evidence from the Irish Market 0 0 1 41 2 5 13 128
Foreign Property Shocks and the Impact on Domestic Securitized Real Estate Markets: An Unobserved Components Approach 0 0 0 43 0 3 6 124
Futures Trading, Spot Price Volatility and Market Efficiency: Evidence from European Real Estate Securities Futures 0 0 2 32 3 9 14 136
House price diffusion and inter‐regional and cross‐border house price dynamics 0 0 0 17 0 2 4 42
International Real Estate Diversification: Empirical Tests using Hedged Indices 0 0 0 469 0 5 7 1,171
Low‐frequency volatility of real estate securities and macroeconomic risk 0 0 2 11 1 5 11 608
Macro-Economic and Financial Determinants of Comovement across Global Real Estate Security Markets 0 0 1 68 0 3 7 192
Measuring Spillover Effects Across Asian Property Stocks 0 0 0 0 0 2 3 5
Modeling Housing Market Fundamentals: Empirical Evidence of Extreme Market Conditions 0 0 0 144 1 4 5 373
Modeling Long Memory in REITs 0 0 0 23 0 1 4 168
Momentum Effects and Mean Reversion in Real Estate Securities 0 0 2 446 0 2 6 1,279
Monetary Shocks and REIT Returns 0 0 2 101 1 4 16 287
Monetary policy transmission and real estate investment trusts 0 0 0 0 0 6 14 146
Multivariate Modeling of Daily REIT Volatility 0 0 1 119 0 3 6 372
New empirical evidence on heteroscedasticity in hedonic housing models 0 0 0 137 2 7 17 338
Openness, hedging incentives and foreign exchange exposure: A firm-level multi-country study 0 1 1 76 0 4 6 264
Performance drivers of private real estate funds 2 4 11 53 2 14 36 103
Public Real Estate and the Term Structure of Interest Rates: A Cross-Country Study 1 2 3 26 1 8 32 215
Real estate's role in an international multi-asset portfolio: empirical evidence using Irish data 0 0 0 7 1 5 6 28
Residential market development in sub‐Saharan Africa 0 0 0 6 1 2 3 23
Special issue based on the European Real Estate Society (ERES) Conference, Dublin, Ireland, June 2005 0 0 0 24 0 1 3 107
Synchronisation and commonalities in metropolitan housing market cycles 0 0 0 7 0 8 13 43
Tax Policies and Residential Mobility 0 0 1 132 0 6 11 805
The Ghanaian transaction‐based residential indices 0 0 1 4 0 1 2 13
The Role of Undisclosed Reserves in English Open Outcry Auctions 0 0 1 2 0 7 13 42
The Sensitivity of European Bank Stocks to German Interest Rates Changes 0 0 0 4 0 2 5 37
The performance effects of composition changes on sector specific stock indices: The case of European listed real estate 0 0 0 6 0 3 4 43
The probability of sale and price premiums in withdrawn auctioned properties 0 0 0 4 1 3 5 25
The substitutability of REITs and value stocks 0 0 0 37 0 1 1 125
Total Journal Articles 3 12 46 3,242 24 189 405 11,222


Statistics updated 2026-03-04