Adaptive market hypothesis: evidence from the REIT market J Zhou, JM Lee Applied Financial Economics 23 (21), 1649-1662, 2013 | 95 | 2013 |
Volatility relationship between stock performance and real output ES Ahn, JM Lee Applied Financial Economics 16 (11), 777-784, 2006 | 39 | 2006 |
Property tax delinquency and its spillover effects on nearby properties J Alm, Z Hawley, JM Lee, JJ Miller Regional Science and Urban Economics 58, 71-77, 2016 | 21 | 2016 |
Reverse mortgages and senior property tax relief JJ Miller, S Nikaj, JM Lee Journal of Housing Economics 44, 26-34, 2019 | 17 | 2019 |
Sources of exchange-rate volatility: Impulses or propagation? G Karras, JM Lee, H Stokes International Review of Economics & Finance 14 (2), 213-226, 2005 | 17 | 2005 |
The role of house flippers in a boom and bust real estate market JM Lee, JW Choi The Journal of Economic Asymmetries 8 (2), 91-109, 2011 | 13 | 2011 |
Foreclosures and weight gain: Differential associations by longer neighborhood exposure AC Duran, SN Zenk, E Tarlov, S Duda, G Smith, JM Lee, ML Berbaum Preventive medicine 118, 23-29, 2019 | 9 | 2019 |
Why are postwar cycles smoother? Impulses or propagation? G Karras, JM Lee, H Stokes Journal of Economics and Business 58 (5-6), 392-406, 2006 | 8 | 2006 |
Determinants of housing values and variations in home prices across neighborhoods in cook county M Toussaint-Comeau, JM Lee ProfitWise News and Views 1, 1-22, 2018 | 6 | 2018 |
The performance of nonlinearity tests on asymmetric nonlinear time series ES Ahn, JM Lee The Journal of Economic Asymmetries 9 (2), 11-44, 2012 | 5 | 2012 |
Announcement Effects: Taxation of Housing Capital Gains in Seoul PH Hendershott, KH Kim, JM Lee, JD Shilling The Journal of Real Estate Finance and Economics 62, 319-341, 2021 | 4 | 2021 |
The 2005–2011 Housing Boom and Bust: Impacts on Housing Turn over and Implications for the Recovery PH Hendershott, JM Lee, JD Shilling Journal of Real Estate Research 37 (4), 471-498, 2015 | 4 | 2015 |
Sources of output volatility from financial crisis in emerging markets K Pattanachak, JM Lee Applied Financial Economics 20 (3), 183-199, 2010 | 3 | 2010 |
Do Foreign Investors Perform Better than Domestic Investors? Evidence from Commercial Real Estate Equity Investment in Emerging Market. D Kim, C Jin, JM Lee International Real Estate Review 24 (1), 2021 | 2 | 2021 |
Housing futures markets JW Choi, JM Lee The World Scientific Handbook of Futures Markets, 465-485, 2016 | 2 | 2016 |
Unlocking the sources of the apparent episodic stationarity of the P/E ratio: Impulses or propagation? G Karras, JM Lee, H Neuburger Review of Accounting and Finance 6 (3), 339-348, 2007 | 2 | 2007 |
A Monte Carlo study of asymmetric time series JM Lee University of Illinois at Chicago, 2001 | 2 | 2001 |
A new method to estimate risk and return of commercial real estate assets from cash flows JM Lee, JD Shilling, C Wurtzebach Journal of Real Estate Research 41 (2), 183-218, 2019 | 1 | 2019 |
Asymmetric Threshold Linkages of inter-Sector Activity in International Equity Markets ES Ahn, JM Lee International Journal of Economics and Finance 3, p52, 2011 | 1 | 2011 |
Chicago mercantile exchange bitcoin futures: Volatility, liquidity and margin CF Luft, JM Lee, JW Choi SPOUDAI-Journal of Economics and Business 69 (3), 55-74, 2019 | | 2019 |