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 8 160
A Comparison of Alternative Rental Forecasting Models: Empirical Tests on the London Office Market 0 0 0 8 0 3 7 38
A Long Term Analysis of Regional Housing markets and Inflation 0 0 0 1 0 2 6 21
AN ASSET PRICING MODEL OF THE LONDON RESIDENTIAL MARKET 0 0 0 6 0 1 3 28
An Analysis of Residential Auction Sale Prices and Quoted Guide Prices 0 1 1 7 1 4 7 21
Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities 0 1 1 17 0 2 6 48
Asymmetric Betaís in Bull and Bear Markets: Evidence from US Equity REITs 0 0 0 3 0 1 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 0 2 4 18
Conditional Correlations and Real Estate Investment Trusts 0 0 0 11 2 6 10 42
Dynamic Correlations across REIT Sub-Sectors 0 0 0 45 2 5 12 210
Dynamics of Residential Market in Ghana: A Comparison 0 0 0 6 0 1 2 21
Economic, Demographic and Fiscal Influences on Housing Market Dynamics 0 0 1 19 1 3 7 62
Government Intervention and Its Impact on the Housing Market in Greater Dublin 0 0 1 8 0 2 4 24
Hedging International Real Estate Investments: Decomposing Returns into Capital and Income Components 0 0 0 0 1 2 5 9
Hedonic Estimation of Apartment Submarkets 0 0 0 3 0 3 4 17
Herding in real estate security analysis 0 0 0 9 0 3 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 3 5 36
INREV Panel on the Education Requirements of the Indirect Investment Market 0 0 0 2 0 3 3 11
Investor Protection, Corporate Governance and Firm Performance: Evidence from Asian Real Estate Investment Trusts 0 0 0 83 0 1 6 209
Mean-Variance Spanning Tests of Real Estateís Portfolio Contribution 0 0 1 11 0 2 6 31
Modeling Long Memory in REITs 0 0 0 83 0 2 13 280
Modeling Long Memory in REITs 0 0 0 10 0 0 2 72
Modelling Housing Market Fundamentals: Empirical Evidence of Extreme Market Conditions 0 0 0 10 0 1 6 37
Monetary Policy and Real Estate Investment Trusts 0 1 1 18 1 5 15 71
Multivariate Modeling of Daily REIT Volatility 0 0 0 82 0 5 10 345
Multivariate Modeling of Daily REIT Volatility 0 0 0 19 0 4 5 120
Multivariate Modelling of Daily REIT Volatility 0 0 0 26 0 2 9 161
NY-LON: Does a Single Cross-Continental Office Market Exist? 0 0 0 2 1 3 6 21
New Empirical Evidence on the Speculative Behaviour Present in Residential Property Markets 0 0 0 0 0 1 5 11
PERMANENT AND TRANSITORY DRIVERS OF SECURITISED REAL ESTATE 0 0 0 4 0 2 5 24
Panel Modelling of Regional Commercial Property Markets: Empirical Evidence from Finland 0 0 0 2 1 4 6 12
Performance and Cash Flow Drivers of Private Real Estate Funds 0 0 0 23 0 3 6 55
REAL ESTATE PORTFOLIO CONSTRUCTION AND ESTIMATION RISK 0 0 0 2 0 4 6 15
Rationality and Momentum in Real Estate Investment Forecasts 0 0 0 34 0 2 9 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 1 4 9 118
Real estate in the mixed-asset portfolio: the question of consistency 0 0 0 2 0 1 6 16
Real estate market risk modelling 0 0 1 61 1 4 10 165
Residential Property Loans and Bank Performance during Property Price Booms: Evidence from Europe 0 0 0 50 0 2 8 147
Securitised Real Estate Regime-Switching Behaviour and the Relationship with Market Interest Rates 0 0 0 11 0 2 7 49
Separating Skill from Luck in REIT Mutual Funds 0 0 0 56 2 4 10 147
Sponsor, Corporate Governance and Asian REITs Performance 0 0 5 98 0 2 13 201
Tests of Dynamic Asymmetric Correlations across REIT Sub-Sectors 0 0 0 2 0 1 3 18
The Case for REITs in the Mixed-Asset Portfolio in the Short and Long Run 0 0 0 66 1 5 7 194
The Case for Risk Parity as an Alternative Strategy for Asset Allocation in Real Estate Portfolios 0 0 0 33 0 4 8 83
The Distributional Characteristics of REIT Returns 0 0 0 2 0 1 5 20
The Sensitivity of European Publically Listed Real Estate to Interest Rates 0 1 3 63 1 10 18 131
Time Weighted Portfolio Optimisation 0 0 0 6 2 5 11 29
Toward a Liability Driven Investment Paradigm for DC Pensions: Implication for Real Estate Allocations 0 0 1 31 0 2 5 65
Uncovering Volatility Dynamics in Daily REIT Returns 1 1 1 15 1 2 5 90
Uncovering Volatility Dynamics in Daily REIT Returns 0 0 0 59 1 5 6 255
Volatility Transmission: A Global Tri-Variate Analysis of Public Real Estate and Foreign Exchange Markets 0 0 1 9 1 3 7 34
Volatility in the Ripple Effect of Regional House Market Dynamics 0 0 0 2 0 1 1 12
Total Working Papers 1 5 20 1,280 21 146 366 4,288


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 2 7 31
A Re-Examination of the Inflation-Hedging Ability of Real Estate Securities: Empirical Tests Using International Orthogonalized & Hedged Data 0 0 2 225 0 1 8 812
A comparison of alternative rental forecasting models: empirical tests on the London office market 0 0 1 20 0 1 10 65
A comparison of the appraisal process for auction and private treaty residential sales 0 1 1 36 3 6 12 188
A comparison of the forecasting ability of ARIMA models 1 2 7 23 4 5 26 82
A performance evaluation of portfolio managers: tests of micro and macro forecasting 0 0 0 86 1 1 5 509
Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities 0 0 0 77 1 6 14 233
Assessing the accuracy and dispersion of real estate investment forecasts 0 0 1 16 3 6 16 75
Bayes-Stein Estimators and International Real Estate Asset Allocation 0 0 0 307 0 4 12 702
Concordance in Global Office Market Cycles 0 0 2 12 1 3 5 48
Contagion effects and intra industry information flows: the example of Olympia & York 0 0 0 2 0 2 2 21
Dynamic correlations between REIT sub-sectors and the implications for diversification 0 0 0 45 0 0 10 162
Emerging markets, downside risk and the asset allocation decision 0 0 0 163 0 2 3 354
Empirical evidence on the micro and macro forecasting ability of real estate funds 0 0 0 1 0 2 5 18
Equity and fixed income markets as drivers of securitised real estate 0 0 0 19 0 2 9 158
Estimation of Apartment Submarkets 0 0 0 84 2 4 5 387
Forecasting Housing Supply: Empirical Evidence from the Irish Market 0 0 0 41 0 1 10 129
Foreign Property Shocks and the Impact on Domestic Securitized Real Estate Markets: An Unobserved Components Approach 0 0 0 43 0 1 7 125
Futures Trading, Spot Price Volatility and Market Efficiency: Evidence from European Real Estate Securities Futures 0 0 0 32 0 2 14 138
House price diffusion and inter‐regional and cross‐border house price dynamics 0 1 1 18 0 3 7 45
International Real Estate Diversification: Empirical Tests using Hedged Indices 0 0 0 469 0 2 7 1,173
Low‐frequency volatility of real estate securities and macroeconomic risk 0 0 0 11 0 6 13 614
Macro-Economic and Financial Determinants of Comovement across Global Real Estate Security Markets 0 0 0 68 0 1 7 193
Measuring Spillover Effects Across Asian Property Stocks 0 0 0 0 1 4 7 9
Modeling Housing Market Fundamentals: Empirical Evidence of Extreme Market Conditions 0 0 0 144 0 0 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 0 446 1 5 9 1,284
Monetary Shocks and REIT Returns 0 1 2 102 0 5 14 292
Monetary policy transmission and real estate investment trusts 0 0 0 0 0 4 13 150
Multivariate Modeling of Daily REIT Volatility 1 1 2 120 2 7 13 379
New empirical evidence on heteroscedasticity in hedonic housing models 0 0 0 137 1 1 16 339
Openness, hedging incentives and foreign exchange exposure: A firm-level multi-country study 1 1 2 77 1 2 8 266
Performance drivers of private real estate funds 0 1 8 54 2 6 29 109
Public Real Estate and the Term Structure of Interest Rates: A Cross-Country Study 1 1 3 27 1 8 33 223
Real estate's role in an international multi-asset portfolio: empirical evidence using Irish data 0 0 0 7 0 1 7 29
Residential market development in sub‐Saharan Africa 0 0 0 6 0 1 4 24
Special issue based on the European Real Estate Society (ERES) Conference, Dublin, Ireland, June 2005 0 0 0 24 0 1 3 108
Synchronisation and commonalities in metropolitan housing market cycles 0 0 0 7 1 8 20 51
Tax Policies and Residential Mobility 0 0 1 132 2 4 14 809
The Ghanaian transaction‐based residential indices 0 0 1 4 0 2 4 15
The Role of Undisclosed Reserves in English Open Outcry Auctions 0 0 1 2 1 10 21 52
The Sensitivity of European Bank Stocks to German Interest Rates Changes 0 0 0 4 0 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 0 2 6 45
The probability of sale and price premiums in withdrawn auctioned properties 0 1 1 5 0 8 13 33
The substitutability of REITs and value stocks 0 0 0 37 0 3 4 128
Total Journal Articles 4 10 37 3,252 28 152 483 11,374


Statistics updated 2026-06-04