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 …

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 …

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 …

The co-movement and causality between the US housing and stock markets in the time and frequency domains

XL Li, T Chang, SM Miller, M Balcilar… - International Review of …, 2015 - Elsevier
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 …

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 …

Co-movement across european stock and real estate markets

B Abuzayed, N Al-Fayoumi, E Bouri - International Review of Economics & …, 2020 - Elsevier
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 …

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 …

[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 …

(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 …

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 …