International direct real estate investment: a review of the literature
CF Sirmans, E Worzala - Urban Studies, 2003 - journals.sagepub.com
This paper provides a critical review of research on international direct real estate
investment issues. To date, no review article has explored the various findings of studies …
investment issues. To date, no review article has explored the various findings of studies …
Commercial real estate prices and stock market returns: An international analysis
DC Quan, S Titman - Financial Analysts Journal, 1997 - Taylor & Francis
The movement toward globalization of institutional investments requires an understanding of
the historical relationship between international commercial real estate price changes and …
the historical relationship between international commercial real estate price changes and …
Do real estate prices and stock prices move together? An international analysis
DC Quan, S Titman - Real Estate Economics, 1999 - Wiley Online Library
The relationship between stock prices and real estate prices has been the subject of
substantial debate in both the academic and practitioner literatures. Existing studies have …
substantial debate in both the academic and practitioner literatures. Existing studies have …
The co-movement and causality between the US housing and stock markets in the time and frequency domains
This study applies wavelet analysis to examine the relationship between the US housing
and stock markets over the period 1890–2012. Wavelet analysis allows the simultaneous …
and stock markets over the period 1890–2012. Wavelet analysis allows the simultaneous …
The asymmetric wealth effect in the US housing and stock markets: evidence from the threshold cointegration model
IC Tsai, CF Lee, MC Chiang - The Journal of Real Estate Finance and …, 2012 - Springer
Previous studies commonly use a linear framework to investigate the long-run equilibrium
relationship between the housing and stock markets. The linear approaches may not be …
relationship between the housing and stock markets. The linear approaches may not be …
Co-movement across european stock and real estate markets
This study questions the reliability of securitized real estate investment trusts (REITs) for
reducing risk in European stock investment portfolio during the global and European crisis …
reducing risk in European stock investment portfolio during the global and European crisis …
International real estate diversification: empirical tests using hedged indices
S Stevenson - Journal of Real Estate Research, 2000 - Taylor & Francis
This article is the winner of the International Real Estate Investment/Portfolio Management
manuscript prize (sponsored by Jones Lang LaSalle) presented at the 1999 American Real …
manuscript prize (sponsored by Jones Lang LaSalle) presented at the 1999 American Real …
[PDF][PDF] Stock and real estate markets in Korea: wealth or credit-price effect
S Sim, B Chang - Journal of Economic Research-seoul-, 2006 - Citeseer
The purpose of this study is to examine the relationship between stock and real estate prices
in the Korean market over a nineteen-year period using vector autoregression (VAR). This …
in the Korean market over a nineteen-year period using vector autoregression (VAR). This …
(A) symmetric interaction between house prices, stock market and exchange rates using linear and nonlinear approach: the case of Iran
D Mahmoudinia, SM Mostolizadeh - International Journal of Housing …, 2023 - emerald.com
Purpose The purpose of this study was to investigate the dynamic interactive link between
housing prices, stock market price and effective exchange rate in the Iranian economy for a …
housing prices, stock market price and effective exchange rate in the Iranian economy for a …
House price‐stock price relations in Thailand: An empirical analysis
MH Ibrahim - International Journal of Housing Markets and Analysis, 2010 - emerald.com
Purpose–The purpose of this paper is to empirically evaluate the wealth and credit‐price
effects in the relations between housing prices and stock prices for Thailand using quarterly …
effects in the relations between housing prices and stock prices for Thailand using quarterly …