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 0 1 8 161
A Comparison of Alternative Rental Forecasting Models: Empirical Tests on the London Office Market 0 0 0 8 0 0 7 38
A Long Term Analysis of Regional Housing markets and Inflation 0 0 0 1 0 0 6 21
AN ASSET PRICING MODEL OF THE LONDON RESIDENTIAL MARKET 0 0 0 6 0 0 3 28
An Analysis of Residential Auction Sale Prices and Quoted Guide Prices 0 0 1 7 0 1 7 21
Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities 0 0 1 17 0 0 6 48
Asymmetric Betaís in Bull and Bear Markets: Evidence from US Equity REITs 0 0 0 3 0 0 2 18
Capital Market Expectations and the London Office Market 0 0 0 39 0 0 5 97
Commercial Real Estate and International Diversification 0 0 0 3 0 0 4 18
Conditional Correlations and Real Estate Investment Trusts 0 1 1 12 0 3 10 43
Dynamic Correlations across REIT Sub-Sectors 0 0 0 45 0 2 12 210
Dynamics of Residential Market in Ghana: A Comparison 0 0 0 6 0 6 8 27
Economic, Demographic and Fiscal Influences on Housing Market Dynamics 0 0 1 19 0 1 6 62
Government Intervention and Its Impact on the Housing Market in Greater Dublin 0 0 1 8 0 0 4 24
Hedging International Real Estate Investments: Decomposing Returns into Capital and Income Components 0 0 0 0 0 1 5 9
Hedonic Estimation of Apartment Submarkets 0 0 0 3 0 0 4 17
Herding in real estate security analysis 0 0 0 9 0 0 3 38
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 5 36
INREV Panel on the Education Requirements of the Indirect Investment Market 0 0 0 2 0 0 3 11
Investor Protection, Corporate Governance and Firm Performance: Evidence from Asian Real Estate Investment Trusts 0 0 0 83 0 0 6 209
Mean-Variance Spanning Tests of Real Estateís Portfolio Contribution 0 0 0 11 0 0 5 31
Modeling Long Memory in REITs 0 0 0 10 0 0 2 72
Modeling Long Memory in REITs 0 0 0 83 0 0 13 280
Modelling Housing Market Fundamentals: Empirical Evidence of Extreme Market Conditions 0 0 0 10 0 0 5 37
Monetary Policy and Real Estate Investment Trusts 0 0 1 18 0 1 13 71
Multivariate Modeling of Daily REIT Volatility 0 0 0 82 0 1 11 346
Multivariate Modeling of Daily REIT Volatility 0 0 0 19 0 0 5 120
Multivariate Modelling of Daily REIT Volatility 0 0 0 26 0 3 11 164
NY-LON: Does a Single Cross-Continental Office Market Exist? 0 0 0 2 0 1 6 21
New Empirical Evidence on the Speculative Behaviour Present in Residential Property Markets 0 0 0 0 0 0 5 11
PERMANENT AND TRANSITORY DRIVERS OF SECURITISED REAL ESTATE 0 0 0 4 0 0 5 24
Panel Modelling of Regional Commercial Property Markets: Empirical Evidence from Finland 0 0 0 2 0 1 6 12
Performance and Cash Flow Drivers of Private Real Estate Funds 0 0 0 23 0 1 6 56
REAL ESTATE PORTFOLIO CONSTRUCTION AND ESTIMATION RISK 0 0 0 2 0 0 6 15
Rationality and Momentum in Real Estate Investment Forecasts 0 0 0 34 0 0 8 90
Rationality and Momentum in Real Estate Investment Forecasts 0 0 0 23 0 0 8 41
Real Estate in the Mixed-asset Portfolio: The Question of Consistency 0 0 0 27 0 1 9 118
Real estate in the mixed-asset portfolio: the question of consistency 0 0 0 2 0 0 5 16
Real estate market risk modelling 0 0 0 61 0 3 11 167
Residential Property Loans and Bank Performance during Property Price Booms: Evidence from Europe 0 0 0 50 0 0 8 147
Securitised Real Estate Regime-Switching Behaviour and the Relationship with Market Interest Rates 0 0 0 11 0 1 8 50
Separating Skill from Luck in REIT Mutual Funds 0 0 0 56 1 3 11 148
Sponsor, Corporate Governance and Asian REITs Performance 1 1 6 99 1 2 14 203
Tests of Dynamic Asymmetric Correlations across REIT Sub-Sectors 0 0 0 2 0 0 3 18
The Case for REITs in the Mixed-Asset Portfolio in the Short and Long Run 0 0 0 66 0 1 7 194
The Case for Risk Parity as an Alternative Strategy for Asset Allocation in Real Estate Portfolios 0 0 0 33 0 1 9 84
The Distributional Characteristics of REIT Returns 0 0 0 2 0 0 5 20
The Sensitivity of European Publically Listed Real Estate to Interest Rates 0 0 3 63 0 1 18 131
Time Weighted Portfolio Optimisation 0 0 0 6 0 2 11 29
Toward a Liability Driven Investment Paradigm for DC Pensions: Implication for Real Estate Allocations 0 0 1 31 0 0 4 65
Uncovering Volatility Dynamics in Daily REIT Returns 0 1 1 15 0 1 4 90
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 59 0 1 6 255
Volatility Transmission: A Global Tri-Variate Analysis of Public Real Estate and Foreign Exchange Markets 0 0 0 9 0 1 4 34
Volatility in the Ripple Effect of Regional House Market Dynamics 0 0 0 2 0 0 1 12
Total Working Papers 1 3 18 1,282 2 41 367 4,308


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 0 80 0 0 11 182
A Multiple Error-Correction Model of Housing Supply 0 0 1 10 0 0 7 31
A Re-Examination of the Inflation-Hedging Ability of Real Estate Securities: Empirical Tests Using International Orthogonalized & Hedged Data 0 0 1 225 0 0 6 812
A comparison of alternative rental forecasting models: empirical tests on the London office market 0 0 1 20 0 0 10 65
A comparison of the appraisal process for auction and private treaty residential sales 0 0 1 36 0 6 15 191
A comparison of the forecasting ability of ARIMA models 0 1 7 23 1 5 23 83
A performance evaluation of portfolio managers: tests of micro and macro forecasting 0 0 0 86 0 1 5 509
Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities 0 0 0 77 0 3 16 235
Assessing the accuracy and dispersion of real estate investment forecasts 0 0 1 16 2 5 18 77
Bayes-Stein Estimators and International Real Estate Asset Allocation 0 0 0 307 0 0 11 702
Concordance in Global Office Market Cycles 0 0 2 12 1 2 6 49
Contagion effects and intra industry information flows: the example of Olympia & York 0 0 0 2 0 0 2 21
Dynamic correlations between REIT sub-sectors and the implications for diversification 0 0 0 45 1 2 11 164
Emerging markets, downside risk and the asset allocation decision 0 0 0 163 1 1 4 355
Empirical evidence on the micro and macro forecasting ability of real estate funds 0 0 0 1 0 0 4 18
Equity and fixed income markets as drivers of securitised real estate 0 0 0 19 0 0 8 158
Estimation of Apartment Submarkets 0 0 0 84 0 3 6 388
Forecasting Housing Supply: Empirical Evidence from the Irish Market 0 0 0 41 0 1 10 130
Foreign Property Shocks and the Impact on Domestic Securitized Real Estate Markets: An Unobserved Components Approach 0 0 0 43 0 1 6 126
Futures Trading, Spot Price Volatility and Market Efficiency: Evidence from European Real Estate Securities Futures 0 0 0 32 1 1 13 139
House price diffusion and inter‐regional and cross‐border house price dynamics 0 0 1 18 0 0 7 45
International Real Estate Diversification: Empirical Tests using Hedged Indices 0 0 0 469 0 0 7 1,173
Low‐frequency volatility of real estate securities and macroeconomic risk 0 0 0 11 0 0 13 614
Macro-Economic and Financial Determinants of Comovement across Global Real Estate Security Markets 0 0 0 68 0 0 7 193
Measuring Spillover Effects Across Asian Property Stocks 0 0 0 0 1 2 8 10
Modeling Housing Market Fundamentals: Empirical Evidence of Extreme Market Conditions 0 0 0 144 2 2 7 375
Modeling Long Memory in REITs 0 0 0 23 0 2 6 172
Momentum Effects and Mean Reversion in Real Estate Securities 0 0 0 446 0 1 9 1,284
Monetary Shocks and REIT Returns 1 3 4 105 4 8 21 300
Monetary policy transmission and real estate investment trusts 0 0 0 0 0 0 12 150
Multivariate Modeling of Daily REIT Volatility 0 1 1 120 1 4 13 381
New empirical evidence on heteroscedasticity in hedonic housing models 0 0 0 137 1 2 17 340
Openness, hedging incentives and foreign exchange exposure: A firm-level multi-country study 0 2 3 78 0 2 9 267
Performance drivers of private real estate funds 0 2 9 56 0 5 30 112
Public Real Estate and the Term Structure of Interest Rates: A Cross-Country Study 0 1 3 27 1 2 31 224
Real estate's role in an international multi-asset portfolio: empirical evidence using Irish data 0 0 0 7 1 1 8 30
Residential market development in sub‐Saharan Africa 0 0 0 6 0 0 4 24
Special issue based on the European Real Estate Society (ERES) Conference, Dublin, Ireland, June 2005 0 0 0 24 0 1 3 109
Synchronisation and commonalities in metropolitan housing market cycles 0 0 0 7 1 3 21 53
Tax Policies and Residential Mobility 0 0 1 132 0 2 14 809
The Ghanaian transaction‐based residential indices 0 0 0 4 0 0 3 15
The Role of Undisclosed Reserves in English Open Outcry Auctions 0 0 1 2 1 2 22 53
The Sensitivity of European Bank Stocks to German Interest Rates Changes 0 0 0 4 1 1 10 43
The performance effects of composition changes on sector specific stock indices: The case of European listed real estate 0 0 0 6 0 1 7 46
The probability of sale and price premiums in withdrawn auctioned properties 0 0 1 5 2 2 15 35
The substitutability of REITs and value stocks 0 0 0 37 0 0 4 128
Total Journal Articles 1 10 38 3,258 23 74 500 11,420


Statistics updated 2026-08-07