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Simon Stevenson
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Cited by
Year
Multivariate modeling of daily REIT volatility
J Cotter, S Stevenson
The Journal of Real Estate Finance and Economics 32, 305-325, 2006
1982006
The case for REITs in the mixed-asset portfolio in the short and long run
S Lee, S Stevenson
Journal of Real Estate Portfolio Management 11 (1), 55-80, 2005
1902005
Modeling housing market fundamentals: Empirical evidence of extreme market conditions
S Stevenson
Real estate economics 36 (1), 1-29, 2008
1362008
House price diffusion and inter‐regional and cross‐border house price dynamics
S Stevenson
Journal of Property Research 21 (4), 301-320, 2004
1332004
Openness, hedging incentives and foreign exchange exposure: A firm-level multi-country study
E Hutson, S Stevenson
Journal of International Business Studies 41, 105-122, 2010
1312010
New empirical evidence on heteroscedasticity in hedonic housing models
S Stevenson
Journal of Housing Economics 13 (2), 136-153, 2004
1312004
An examination of volatility spillovers in REIT returns
S Stevenson
Journal of Real Estate Portfolio Management 8 (3), 229-238, 2002
1302002
International real estate diversification: empirical tests using hedged indices
S Stevenson
Journal of Real Estate Research 19 (1), 105-132, 2000
1302000
Monetary shocks and REIT returns
D Bredin, G O’Reilly, S Stevenson
The Journal of Real Estate Finance and Economics 35, 315-331, 2007
1142007
Momentum effects and mean reversion in real estate securities
S Stevenson
Journal of Real Estate Research 23 (1-2), 47-64, 2002
832002
A comparison of the forecasting ability of ARIMA models
S Stevenson
Journal of Property Investment & Finance 25 (3), 223-240, 2007
822007
Emerging markets, downside risk and the asset allocation decision
S Stevenson
Emerging markets review 2 (1), 50-66, 2001
782001
A long-term analysis of regional housing markets and inflation
S Stevenson
Journal of Housing Economics 9 (1-2), 24-39, 2000
752000
Modeling long memory in REITs
J Cotter, S Stevenson
Real Estate Economics 36 (3), 533-554, 2008
732008
The linkages between real estate securities in the Asia-Pacific
R Garvey, G Santry, S Stevenson
Pacific Rim Property Research Journal 7 (4), 240-258, 2001
632001
Futures trading, spot price volatility and market efficiency: Evidence from European real estate securities futures
CL Lee, S Stevenson, ML Lee
The Journal of Real Estate Finance and Economics 48, 299-322, 2014
622014
Determinants of real estate bank profitability
AM Martins, AP Serra, S Stevenson
Research in International Business and Finance 49, 282-300, 2019
602019
A comparison of alternative rental forecasting models: empirical tests on the London office market
S Stevenson, O McGarth
Journal of Property Research 20 (3), 235-260, 2003
602003
Conditional correlations and real estate investment trusts
J Chong, J Miffre, S Stevenson
Journal of Real Estate Portfolio Management 15 (2), 173-184, 2009
592009
An examination of the inflation hedging ability of Irish real estate
S Stevenson, L Murray
Journal of Real Estate Portfolio Management 5 (1), 59-69, 1999
581999
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Articles 1–20