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 2 8 160
A Comparison of Alternative Rental Forecasting Models: Empirical Tests on the London Office Market 0 0 2 8 3 4 9 38
A Long Term Analysis of Regional Housing markets and Inflation 0 0 0 1 2 2 6 21
AN ASSET PRICING MODEL OF THE LONDON RESIDENTIAL MARKET 0 0 0 6 1 2 3 28
An Analysis of Residential Auction Sale Prices and Quoted Guide Prices 0 1 1 7 2 4 6 20
Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities 0 1 1 17 1 2 6 48
Asymmetric Betaís in Bull and Bear Markets: Evidence from US Equity REITs 0 0 0 3 1 2 2 18
Capital Market Expectations and the London Office Market 0 0 1 39 0 0 6 97
Commercial Real Estate and International Diversification 0 0 0 3 2 2 4 18
Conditional Correlations and Real Estate Investment Trusts 0 0 0 11 1 5 8 40
Dynamic Correlations across REIT Sub-Sectors 0 0 0 45 2 4 10 208
Dynamics of Residential Market in Ghana: A Comparison 0 0 0 6 0 2 2 21
Economic, Demographic and Fiscal Influences on Housing Market Dynamics 0 0 1 19 2 2 6 61
Government Intervention and Its Impact on the Housing Market in Greater Dublin 0 0 1 8 2 3 4 24
Hedging International Real Estate Investments: Decomposing Returns into Capital and Income Components 0 0 0 0 1 1 4 8
Hedonic Estimation of Apartment Submarkets 0 0 0 3 3 3 4 17
Herding in real estate security analysis 0 0 0 9 3 3 4 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 2 3 5 36
INREV Panel on the Education Requirements of the Indirect Investment Market 0 0 0 2 3 3 3 11
Investor Protection, Corporate Governance and Firm Performance: Evidence from Asian Real Estate Investment Trusts 0 0 0 83 1 1 6 209
Mean-Variance Spanning Tests of Real Estateís Portfolio Contribution 0 0 1 11 2 2 6 31
Modeling Long Memory in REITs 0 0 0 10 0 0 2 72
Modeling Long Memory in REITs 0 0 0 83 2 3 14 280
Modelling Housing Market Fundamentals: Empirical Evidence of Extreme Market Conditions 0 0 0 10 1 1 6 37
Monetary Policy and Real Estate Investment Trusts 0 1 1 18 3 5 15 70
Multivariate Modeling of Daily REIT Volatility 0 0 0 19 4 4 5 120
Multivariate Modeling of Daily REIT Volatility 0 0 0 82 2 5 10 345
Multivariate Modelling of Daily REIT Volatility 0 0 0 26 2 2 9 161
NY-LON: Does a Single Cross-Continental Office Market Exist? 0 0 0 2 2 2 5 20
New Empirical Evidence on the Speculative Behaviour Present in Residential Property Markets 0 0 0 0 1 1 5 11
PERMANENT AND TRANSITORY DRIVERS OF SECURITISED REAL ESTATE 0 0 0 4 2 3 5 24
Panel Modelling of Regional Commercial Property Markets: Empirical Evidence from Finland 0 0 0 2 2 3 5 11
Performance and Cash Flow Drivers of Private Real Estate Funds 0 0 0 23 3 4 6 55
REAL ESTATE PORTFOLIO CONSTRUCTION AND ESTIMATION RISK 0 0 0 2 4 4 6 15
Rationality and Momentum in Real Estate Investment Forecasts 0 0 0 23 0 0 8 41
Rationality and Momentum in Real Estate Investment Forecasts 0 0 0 34 2 2 9 90
Real Estate in the Mixed-asset Portfolio: The Question of Consistency 0 0 0 27 3 3 8 117
Real estate in the mixed-asset portfolio: the question of consistency 0 0 0 2 1 1 6 16
Real estate market risk modelling 0 0 1 61 3 4 10 164
Residential Property Loans and Bank Performance during Property Price Booms: Evidence from Europe 0 0 0 50 1 3 8 147
Securitised Real Estate Regime-Switching Behaviour and the Relationship with Market Interest Rates 0 0 0 11 2 3 7 49
Separating Skill from Luck in REIT Mutual Funds 0 0 0 56 2 2 8 145
Sponsor, Corporate Governance and Asian REITs Performance 0 0 5 98 2 2 13 201
Tests of Dynamic Asymmetric Correlations across REIT Sub-Sectors 0 0 0 2 1 1 3 18
The Case for REITs in the Mixed-Asset Portfolio in the Short and Long Run 0 0 0 66 2 4 6 193
The Case for Risk Parity as an Alternative Strategy for Asset Allocation in Real Estate Portfolios 0 0 0 33 3 5 9 83
The Distributional Characteristics of REIT Returns 0 0 0 2 1 2 5 20
The Sensitivity of European Publically Listed Real Estate to Interest Rates 1 2 3 63 7 12 18 130
Time Weighted Portfolio Optimisation 0 0 0 6 3 3 9 27
Toward a Liability Driven Investment Paradigm for DC Pensions: Implication for Real Estate Allocations 0 0 1 31 2 2 5 65
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 59 3 4 6 254
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 14 1 1 4 89
Volatility Transmission: A Global Tri-Variate Analysis of Public Real Estate and Foreign Exchange Markets 0 0 1 9 2 2 6 33
Volatility in the Ripple Effect of Regional House Market Dynamics 0 0 1 2 1 1 2 12
Total Working Papers 1 5 22 1,279 104 146 355 4,267


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 1 12 182
A Multiple Error-Correction Model of Housing Supply 0 0 2 10 2 2 8 31
A Re-Examination of the Inflation-Hedging Ability of Real Estate Securities: Empirical Tests Using International Orthogonalized & Hedged Data 0 0 2 225 1 1 8 812
A comparison of alternative rental forecasting models: empirical tests on the London office market 0 0 2 20 1 3 12 65
A comparison of the appraisal process for auction and private treaty residential sales 1 1 2 36 3 4 12 185
A comparison of the forecasting ability of ARIMA models 1 1 6 22 1 1 22 78
A performance evaluation of portfolio managers: tests of micro and macro forecasting 0 0 0 86 0 1 4 508
Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities 0 0 0 77 5 7 13 232
Assessing the accuracy and dispersion of real estate investment forecasts 0 0 1 16 3 3 13 72
Bayes-Stein Estimators and International Real Estate Asset Allocation 0 0 0 307 2 4 12 702
Concordance in Global Office Market Cycles 0 0 2 12 2 2 4 47
Contagion effects and intra industry information flows: the example of Olympia & York 0 0 0 2 1 2 2 21
Dynamic correlations between REIT sub-sectors and the implications for diversification 0 0 0 45 0 1 11 162
Emerging markets, downside risk and the asset allocation decision 0 0 0 163 2 2 3 354
Empirical evidence on the micro and macro forecasting ability of real estate funds 0 0 0 1 2 2 5 18
Equity and fixed income markets as drivers of securitised real estate 0 0 0 19 1 2 10 158
Estimation of Apartment Submarkets 0 0 0 84 1 2 3 385
Forecasting Housing Supply: Empirical Evidence from the Irish Market 0 0 1 41 0 3 13 129
Foreign Property Shocks and the Impact on Domestic Securitized Real Estate Markets: An Unobserved Components Approach 0 0 0 43 1 1 7 125
Futures Trading, Spot Price Volatility and Market Efficiency: Evidence from European Real Estate Securities Futures 0 0 1 32 2 5 15 138
House price diffusion and inter‐regional and cross‐border house price dynamics 1 1 1 18 3 3 7 45
International Real Estate Diversification: Empirical Tests using Hedged Indices 0 0 0 469 2 2 7 1,173
Low‐frequency volatility of real estate securities and macroeconomic risk 0 0 2 11 6 7 16 614
Macro-Economic and Financial Determinants of Comovement across Global Real Estate Security Markets 0 0 1 68 0 1 8 193
Measuring Spillover Effects Across Asian Property Stocks 0 0 0 0 3 3 6 8
Modeling Housing Market Fundamentals: Empirical Evidence of Extreme Market Conditions 0 0 0 144 0 1 5 373
Modeling Long Memory in REITs 0 0 0 23 0 2 6 170
Momentum Effects and Mean Reversion in Real Estate Securities 0 0 1 446 4 4 9 1,283
Monetary Shocks and REIT Returns 1 1 2 102 3 6 15 292
Monetary policy transmission and real estate investment trusts 0 0 0 0 1 4 14 150
Multivariate Modeling of Daily REIT Volatility 0 0 1 119 4 5 11 377
New empirical evidence on heteroscedasticity in hedonic housing models 0 0 0 137 0 2 15 338
Openness, hedging incentives and foreign exchange exposure: A firm-level multi-country study 0 0 1 76 1 1 7 265
Performance drivers of private real estate funds 0 3 10 54 3 6 36 107
Public Real Estate and the Term Structure of Interest Rates: A Cross-Country Study 0 1 2 26 6 8 34 222
Real estate's role in an international multi-asset portfolio: empirical evidence using Irish data 0 0 0 7 0 2 7 29
Residential market development in sub‐Saharan Africa 0 0 0 6 1 2 4 24
Special issue based on the European Real Estate Society (ERES) Conference, Dublin, Ireland, June 2005 0 0 0 24 1 1 4 108
Synchronisation and commonalities in metropolitan housing market cycles 0 0 0 7 6 7 19 50
Tax Policies and Residential Mobility 0 0 1 132 2 2 13 807
The Ghanaian transaction‐based residential indices 0 0 1 4 1 2 4 15
The Role of Undisclosed Reserves in English Open Outcry Auctions 0 0 1 2 8 9 21 51
The Sensitivity of European Bank Stocks to German Interest Rates Changes 0 0 0 4 4 5 9 42
The performance effects of composition changes on sector specific stock indices: The case of European listed real estate 0 0 0 6 1 2 6 45
The probability of sale and price premiums in withdrawn auctioned properties 0 1 1 5 3 9 13 33
The substitutability of REITs and value stocks 0 0 0 37 3 3 4 128
Total Journal Articles 4 9 45 3,248 96 148 489 11,346


Statistics updated 2026-05-06