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 1 1 65 0 5 6 158
A Comparison of Alternative Rental Forecasting Models: Empirical Tests on the London Office Market 0 0 3 8 1 2 5 33
A Long Term Analysis of Regional Housing markets and Inflation 0 0 0 1 2 2 2 17
AN ASSET PRICING MODEL OF THE LONDON RESIDENTIAL MARKET 0 0 0 6 0 0 1 26
An Analysis of Residential Auction Sale Prices and Quoted Guide Prices 0 0 0 6 0 0 1 15
Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities 0 0 2 16 1 2 6 46
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 0 1 39 1 2 7 95
Commercial Real Estate and International Diversification 0 0 0 3 1 2 2 16
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 1 2 6 200
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 1 1 19 1 3 4 59
Government Intervention and Its Impact on the Housing Market in Greater Dublin 1 1 1 8 1 1 1 21
Hedging International Real Estate Investments: Decomposing Returns into Capital and Income Components 0 0 0 0 1 1 2 6
Hedonic Estimation of Apartment Submarkets 0 0 0 3 1 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 32
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 1 3 5 207
Mean-Variance Spanning Tests of Real Estateís Portfolio Contribution 0 0 1 11 3 3 4 29
Modeling Long Memory in REITs 0 0 0 10 0 0 0 70
Modeling Long Memory in REITs 0 0 0 83 3 7 10 274
Modelling Housing Market Fundamentals: Empirical Evidence of Extreme Market Conditions 0 0 0 10 1 2 3 34
Monetary Policy and Real Estate Investment Trusts 0 0 2 17 0 2 11 62
Multivariate Modeling of Daily REIT Volatility 0 0 0 82 0 1 3 336
Multivariate Modeling of Daily REIT Volatility 0 0 0 19 1 1 1 116
Multivariate Modelling of Daily REIT Volatility 0 0 0 26 0 2 4 156
NY-LON: Does a Single Cross-Continental Office Market Exist? 0 0 0 2 1 1 1 16
New Empirical Evidence on the Speculative Behaviour Present in Residential Property Markets 0 0 0 0 1 2 2 8
PERMANENT AND TRANSITORY DRIVERS OF SECURITISED REAL ESTATE 0 0 0 4 1 1 2 20
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 1 23 0 0 2 50
REAL ESTATE PORTFOLIO CONSTRUCTION AND ESTIMATION RISK 0 0 0 2 0 0 1 10
Rationality and Momentum in Real Estate Investment Forecasts 0 0 0 23 1 3 5 37
Rationality and Momentum in Real Estate Investment Forecasts 0 0 0 34 1 2 5 85
Real Estate in the Mixed-asset Portfolio: The Question of Consistency 0 0 0 27 3 4 5 113
Real estate in the mixed-asset portfolio: the question of consistency 0 0 0 2 2 2 5 15
Real estate market risk modelling 0 0 2 61 2 3 6 159
Residential Property Loans and Bank Performance during Property Price Booms: Evidence from Europe 0 0 0 50 0 2 3 142
Securitised Real Estate Regime-Switching Behaviour and the Relationship with Market Interest Rates 0 0 0 11 0 0 3 42
Separating Skill from Luck in REIT Mutual Funds 0 0 0 56 2 2 3 139
Sponsor, Corporate Governance and Asian REITs Performance 0 2 5 97 1 5 11 197
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 1 1 1 188
The Case for Risk Parity as an Alternative Strategy for Asset Allocation in Real Estate Portfolios 0 0 1 33 1 1 7 77
The Distributional Characteristics of REIT Returns 0 0 0 2 1 2 4 17
The Sensitivity of European Publically Listed Real Estate to Interest Rates 0 0 1 60 1 2 5 115
Time Weighted Portfolio Optimisation 0 0 0 6 2 4 4 22
Toward a Liability Driven Investment Paradigm for DC Pensions: Implication for Real Estate Allocations 0 1 1 31 0 1 3 62
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 14 2 2 3 88
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 59 0 1 5 250
Volatility Transmission: A Global Tri-Variate Analysis of Public Real Estate and Foreign Exchange Markets 0 0 1 9 0 0 6 30
Volatility in the Ripple Effect of Regional House Market Dynamics 0 0 1 2 0 0 1 11
Total Working Papers 1 6 26 1,272 43 86 184 4,047


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 3 5 6 176
A Multiple Error-Correction Model of Housing Supply 0 0 2 10 1 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 3 3 8 811
A comparison of alternative rental forecasting models: empirical tests on the London office market 1 1 2 20 1 3 5 58
A comparison of the appraisal process for auction and private treaty residential sales 0 0 1 35 0 1 5 178
A comparison of the forecasting ability of ARIMA models 2 4 5 21 2 10 22 76
A performance evaluation of portfolio managers: tests of micro and macro forecasting 0 0 0 86 0 1 1 505
Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities 0 0 1 77 1 3 7 222
Assessing the accuracy and dispersion of real estate investment forecasts 0 0 0 15 2 3 4 63
Bayes-Stein Estimators and International Real Estate Asset Allocation 0 0 0 307 1 3 4 694
Concordance in Global Office Market Cycles 0 0 1 11 0 0 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 2 4 7 158
Emerging markets, downside risk and the asset allocation decision 0 0 0 163 0 1 1 352
Empirical evidence on the micro and macro forecasting ability of real estate funds 0 0 0 1 1 1 3 15
Equity and fixed income markets as drivers of securitised real estate 0 0 0 19 2 3 7 153
Estimation of Apartment Submarkets 0 0 0 84 0 1 1 383
Forecasting Housing Supply: Empirical Evidence from the Irish Market 0 0 1 41 2 4 10 125
Foreign Property Shocks and the Impact on Domestic Securitized Real Estate Markets: An Unobserved Components Approach 0 0 0 43 1 2 4 122
Futures Trading, Spot Price Volatility and Market Efficiency: Evidence from European Real Estate Securities Futures 0 0 2 32 0 0 6 127
House price diffusion and inter‐regional and cross‐border house price dynamics 0 0 0 17 0 1 2 40
International Real Estate Diversification: Empirical Tests using Hedged Indices 0 0 0 469 1 1 3 1,167
Low‐frequency volatility of real estate securities and macroeconomic risk 0 0 2 11 0 1 6 603
Macro-Economic and Financial Determinants of Comovement across Global Real Estate Security Markets 0 0 1 68 1 4 6 190
Measuring Spillover Effects Across Asian Property Stocks 0 0 0 0 0 1 1 3
Modeling Housing Market Fundamentals: Empirical Evidence of Extreme Market Conditions 0 0 1 144 2 3 5 371
Modeling Long Memory in REITs 0 0 0 23 0 0 4 167
Momentum Effects and Mean Reversion in Real Estate Securities 0 0 2 446 1 3 5 1,278
Monetary Shocks and REIT Returns 0 0 2 101 1 5 13 284
Monetary policy transmission and real estate investment trusts 0 0 0 0 3 4 11 143
Multivariate Modeling of Daily REIT Volatility 0 0 1 119 1 2 4 370
New empirical evidence on heteroscedasticity in hedonic housing models 0 0 0 137 3 8 13 334
Openness, hedging incentives and foreign exchange exposure: A firm-level multi-country study 1 1 1 76 3 4 8 263
Performance drivers of private real estate funds 0 2 12 49 5 10 32 94
Public Real Estate and the Term Structure of Interest Rates: A Cross-Country Study 1 1 2 25 2 11 27 209
Real estate's role in an international multi-asset portfolio: empirical evidence using Irish data 0 0 0 7 2 3 3 25
Residential market development in sub‐Saharan Africa 0 0 0 6 1 2 2 22
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 0 7 4 7 11 39
Tax Policies and Residential Mobility 0 1 1 132 3 6 9 802
The Ghanaian transaction‐based residential indices 0 0 1 4 1 1 2 13
The Role of Undisclosed Reserves in English Open Outcry Auctions 0 1 1 2 2 6 9 37
The Sensitivity of European Bank Stocks to German Interest Rates Changes 0 0 0 4 1 3 4 36
The performance effects of composition changes on sector specific stock indices: The case of European listed real estate 0 0 0 6 1 2 2 41
The probability of sale and price premiums in withdrawn auctioned properties 0 0 0 4 1 2 4 23
The substitutability of REITs and value stocks 0 0 0 37 0 0 0 124
Total Journal Articles 5 11 45 3,235 61 139 297 11,094


Statistics updated 2026-01-09