1. Unpacking the relation between media sentiment and house prices: A topic modeling approach. (2024). Sokolyk, Tatyana ; Biktimirov, Ernest N ; Ayanso, Anteneh.
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2. Tests of no cross-sectional error dependence in panel quantile regressions. (2023). Rodrigues, Paulo ; Demetrescu, Matei ; Hosseinkouchack, Mehdi.
   In: Ruhr Economic Papers.
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3. Cross-Sectional Error Dependence in Panel Quantile Regressions. (2022). Rodrigues, Paulo ; Demetrescu, Matei ; Hosseinkouchack, Mehdi.
   In: Working Papers.
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4. Predicting housing prices. A long term housing price path for Spanish regions. (2021). Taltavull de La Paz, Paloma.
   In: LARES.
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5. Getting on and Moving Up the Property Ladder: Real Hedging in the U.S. Housing Market Before and After the Crisis. (2021). Escobari, Diego ; Damianov, Damian.
   In: Real Estate Economics.
   RePEc:bla:reesec:v:49:y:2021:i:4:p:1201-1237.

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6. House price forecasting and uncertainty: Examining Portugal and Spain. (2020). , Paulo ; Hill, Robert ; Loureno, Rita Fradique.
   In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
   RePEc:ptu:bdpart:re202014.

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7. House price forecasting and uncertainty: Examining Portugal and Spain. (2020). Rodrigues, Paulo ; Hill, Robert ; Loureno, Rita Fradique ; Amador, Joo.
   In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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8. A 30-Year Perspective on Property Derivatives: What Can Be Done to Tame Property Price Risk?. (2020). Shiller, Robert J ; Tunaru, Radu S ; Fabozzi, Frank J.
   In: Journal of Economic Perspectives.
   RePEc:aea:jecper:v:34:y:2020:i:4:p:121-45.

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9. Getting on and moving up the property ladder: Real hedging in the U.S. housing market before and after the crisis. (2019). Escobari, Diego ; Damianov, Damian S.
   In: MPRA Paper.
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10. House Hedging Model — which income group is more affected by risk?. (2019). Huo, Liangan ; Lin, Yuguo ; Chao, Hsuan-Hao ; Zhang, Shuwen ; Shivamoggi, B K ; Janaki, M S ; Kevin, Ka Kwan ; Huang, Youlin ; Guo, Hongyuan ; Takekawa, Reiji ; Wyomaska, A ; Romero-Bastida, M ; Fu, Qin ; Tokuyama, Michio ; Kawamura, Junichi ; Deng, Yong ; Lan, Guijie ; Maheshwari, A ; Dai, Meifeng ; Vivas, Jose Garcia ; Cheng, Yingying ; Xu, Guangzhao ; Ye, Qianqian ; Seadawy, Aly R ; da Silva, Marcus Fernandes ; Jimenez-Aquino, J I ; Zhu, Xiaoyu ; de Area, Eder Johnson ; Kumar, A ; Ramirez-Piscina, L ; Wu, Jianrong ; Dong, Xiaowan ; Pereira, H. B. B., ; Hsu, Long ; Yu, Pengfei ; Feng, LI ; Kang, Ting ; Wei, Chunjin ; Silveira, Paulo Jorge ; Wang, Libo ; Teng, Zhidong ; Yang, Huixian ; Samanta, Subha ; Sanchez-Salas, N ; Rong, Libin ; Sun, YU ; Chi, Sien ; Wen, Buyu ; Cheemaa, Nadia.
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11. Balance sheet recessions with informational and trading frictions. (2018). Asriyan, Vladimir.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1463.

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12. Stabilising House Prices: the Role of Housing Futures Trading. (2018). Uluc, Arzu.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:56:y:2018:i:4:d:10.1007_s11146-017-9606-3.

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13. Socioeconomic and racial disparities in the financial returns to homeownership. (2018). Mayock, Tom ; Malacrida, Rachel Spritzer.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:70:y:2018:i:c:p:80-96.

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14. Optimal portfolio choices and the determination of housing rents under housing market uncertainty. (2018). Ong, Seow Eng ; Deng, Xiaoying ; Pu, Ming ; Fan, Gang-Zhi.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:41:y:2018:i:c:p:200-217.

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15. How Low Can House Prices Go? Estimating a Conservative Lower Bound. (2017). Doerner, William ; Bogin, Alexander ; Bruestle, Stephen D.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:54:y:2017:i:1:d:10.1007_s11146-015-9538-8.

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16. Home Ownership and Household Portfolio Choice. (2016). Veldhuizen, Sander ; Michielsen, Thomas ; van Veldhuizen, Sander ; Mocking, Remco.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5705.

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17. House prices: bubbles, exuberance or something else? Evidence from euro area countries. (2015). Rodrigues, Paulo ; Loureno, Rita .
    In: Working Papers.
    RePEc:ptu:wpaper:w201517.

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18. The Effects of Housing Adjustment Costs on Consumption Dynamics. (2015). Kay, Benjamin S.
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    RePEc:ofr:discus:15-03.

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19. Home Ownership and Household Portfolio Choice. (2015). Michielsen, Thomas ; van Veldhuizen, Sander ; Mocking, Remco.
    In: CPB Discussion Paper.
    RePEc:cpb:discus:318.rdf.

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20. Home Ownership and Household Portfolio Choice. (2015). Veldhuizen, Sander ; Michielsen, Thomas ; van Veldhuizen, Sander ; Mocking, Remco.
    In: CPB Discussion Paper.
    RePEc:cpb:discus:318.

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21. Stabilising house prices: the role of housing futures trading. (2015). Uluc, Arzu.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0559.

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22. Balance Sheet Recessions with Informational and Trading Frictions. (2015). Asriyan, Vladimir.
    In: Working Papers.
    RePEc:bge:wpaper:806.

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23. The Dynamics and Contrast of House Prices in Portugal and Spain. (2014). Loureno, Rita ; Rodrigues, Paulo C..
    In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
    RePEc:ptu:bdpart:b201413.

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24. The Dynamics and Contrast of House Prices in Portugal and Spain. (2014). , Paulo ; Loureno, Rita Fradique.
    In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
    RePEc:ptu:bdpart:ab201413.

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25. House Prices and Stock Prices: Evidence from a Dynamic Heterogeneous Panel in China. (2014). Hamori, Shigeyuki ; Chen, Wang ; Yuan, Nannan.
    In: Discussion Papers.
    RePEc:koe:wpaper:1428.

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26. Wealth, Composition, Housing, Income and Consumption. (2014). Hardin, William ; Guo, Sheng.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:48:y:2014:i:2:p:221-243.

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27. Understanding housing: The intellectual legacy of John Quigley. (2014). Glaeser, Edward L..
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:47:y:2014:i:c:p:3-12.

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28. The impact of construction quality on house prices. (2014). Ooi, Joseph ; Lee, Nai Jia ; Ooi, Joseph T. L., ; Le, Thao T. T., .
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:26:y:2014:i:c:p:126-138.

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29. Deriving Optimal Portfolios for Hedging Housing Risk. (2013). Seiler, Michael ; Voicu, Cristian.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:46:y:2013:i:3:p:379-396.

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30. House price risk and the hedging benefits of home ownership. (2013). Dröes, Martijn ; Droes, Martijn I. ; Hassink, Wolter H. J., .
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:22:y:2013:i:2:p:92-99.

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31. The Diversification Benefits of Free Trade in House Value. (2012). Garretsen, Harry ; Dröes, Martijn ; Walter J. J. Manshanden, ; Droes, Martijn I..
    In: Working Papers.
    RePEc:use:tkiwps:1203.

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32. Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions. (2012). Fan, Gang-Zhi ; Ong, Seow ; Pu, Ming.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:45:y:2012:i:1:p:3-29.

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33. Heterogeneous Agents and the Indifference Pricing of Property Index Linked Swaps. (2012). Fan, Gang-Zhi ; Ong, Seow ; Pu, Ming.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:44:y:2012:i:4:p:543-569.

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34. What factors affect hedging incentives of housing demand?. (2012). Gupta, Manish.
    In: ERES.
    RePEc:arz:wpaper:eres2012_118.

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35. Intrinsic and Rational Speculative Bubbles in the U.S. Housing Market 1960-2009. (2011). Ward, Charles ; Brooks, Chris ; Nneji, Ogonna.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2011-01.

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36. Valuing Homeownership. (2011). Szafarz, Ariane ; Sekkat, Khalid.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:43:y:2011:i:4:p:491-504.

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37. Demand substitution across US cities: Observable similarity and home price correlation. (2011). McDuff, DeForest .
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:70:y:2011:i:1:p:1-14.

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38. Foreign Ownership of Stocks and Long-run Interdependence Between National Housing and Stock Markets—Evidence from Finnish Data. (2010). Oikarinen, Elias.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:41:y:2010:i:4:p:486-509.

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39. Spatial Statistics Applied to Commercial Real Estate. (2010). Pace, Kelley ; Hayunga, Darren.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:41:y:2010:i:2:p:103-125.

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40. Housing Price Dynamics in Time and Space: Predictability, Liquidity and Investor Returns. (2010). Hwang, Min ; Quigley, John.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:41:y:2010:i:1:p:3-23.

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41. Spatial Asset Pricing: A First Step. (2010). Prat, Andrea ; Ortalo-Magne, Francois.
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42. Spatial Asset Pricing: A First Step. (2010). Prat, Andrea ; Ortalo-Magne, Francois.
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    RePEc:cep:stitep:546.

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43. Housing Price Dynamics in Time and Space: Predictability, Liquidity and Investor Returns. (2010). Hwang, Min ; Quigley, John M..
    In: Berkeley Program on Housing and Urban Policy, Working Paper Series.
    RePEc:cdl:bphupl:qt41k6c76w.

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44. Property Derivatives for Managing European Real€ Estate Risk. (2010). Shiller, Robert ; Fabozzi, Frank ; Tunaru, Radu S.
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    RePEc:bla:eufman:v:16:y:2010:i:1:p:8-26.

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45. Property Derivatives for Managing European Real-Estate Risk. (2009). Shiller, Robert ; Tunaru, Radu ; Fabozzi, Frank.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2652.

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46. Valuing homeownership. (2009). Szafarz, Ariane ; Sekkat, Khalid.
    In: Working Papers CEB.
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47. Wealth Effetcs on Consumption: Evidence from the euro area. (2009). Sousa, Ricardo.
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    RePEc:nip:nipewp:12/2009.

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48. Housing Wealth and Household Portfolios in an Ageing Society. (2009). Rouwendal, Jan.
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    RePEc:kap:decono:v:157:y:2009:i:1:p:1-48.

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49. Wealth effects on consumption: evidence from the euro area. (2009). Sousa, Ricardo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091050.

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50. House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics. (2009). Hoesli, Martin ; Haurin, Donald ; Bourassa, Steven ; Sun, Jian.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:37:y:2009:i:2:p:259-278.

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51. EXITS FROM HOMEOWNERSHIP: THE EFFECTS OF RACE, ETHNICITY, AND INCOME*. (2009). Turner, Tracy ; Smith, Marc T..
    In: Journal of Regional Science.
    RePEc:bla:jregsc:v:49:y:2009:i:1:p:1-32.

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52. Constant-Quality House Price Indexes for Switzerland. (2008). Hoesli, Martin ; Bourassa, Steven ; Sormani, Philippe ; Scognamiglio, Donato.
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2008-iv-2.

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53. Ten New Propositions in UK Housing Macroeconomics: An Overview of the First Years of the Century. (2008). .
    In: Urban Studies.
    RePEc:sae:urbstu:v:45:y:2008:i:13:p:2759-2781.

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54. Hedging Effectiveness of Total Returns Swaps: Application to the Japanese Market. (2008). Ward, Charles ; KAGO, Yoshiki .
    In: Real Estate & Planning Working Papers.
    RePEc:rdg:repxwp:rep-wp2008-05.

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55. Index Revision, House Price Risk, and the Market for House Price Derivatives. (2008). Deng, Yongheng.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:37:y:2008:i:3:p:191-209.

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56. House Prices and Bubbles in New Zealand. (2008). Hoesli, Martin ; Fraser, Patricia ; McAlevey, Lynn.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:37:y:2008:i:1:p:71-91.

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57. Property Derivatives and Index-Linked Mortgages. (2008). vanini, paolo ; Salvi, Marco ; Syz, Juerg.
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    RePEc:kap:jrefec:v:36:y:2008:i:1:p:23-35.

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58. Owner-Occupied Housing and Demand for Risky Financial Assets: Some Finnish Evidence. (2008). Saarimaa, Tuukka.
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59. Hedging house price risk in the presence of lumpy transaction costs. (2008). Han, LU.
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60. Index Revision, House Price Risk, and the Market for House Price Derivatives. (2008). Deng, Yongheng ; Quigley, John M..
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61. House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics. (2007). Hoesli, Martin ; Haurin, Donald ; Bourassa, Steven ; Sun, Jian.
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62. Equilibrium Correlations of Asset Price and Return. (2007). Leung, Charles.
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63. INVESTMENT RISK AND THE TRANSITION INTO HOMEOWNERSHIP. (2007). Turner, Tracy M. ; SEO, DAIGYO .
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64. Real estate portfolio allocation: The European consumers perspective. (2006). .
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65. A simple alternative house price index method. (2006). Hoesli, Martin ; Bourassa, Steven ; Sun, Jian.
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66. Is There A Housing Bubble in Irvine, California? A Repeat-Sales Analysis Using a New Data Set. (2005). Pealer, Nathan ; Clithero, John.
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67. House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics. (2005). Hoesli, Martin ; Haurin, Donald ; Bourassa, Steven ; Sun, Jian.
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68. Equilibrium Correlation of Asset Price and Return. (2005). Leung, Charles.
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69. Equilibrium Correlation of Asset Price and Return. (2005). Leung, Charles.
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70. House ownership and taxes. (2004). Harding, Torfinn.
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71. The social and private micro-level consequences of homeownership. (2003). Haurin, Donald ; Dietz, Robert.
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72. Hedging housing risk in London. (2002). Ortalo-Magne, Francois ; Iacoviello, Matteo.
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73. Tenure choice and the riskiness of non-housing consumption. (2002). Rady, Sven ; Ortalo-Magne, Francois.
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1. Using Revisions as a Measure of Price Index Quality in Repeat-Sales Models. (2020). White, Robert ; Francke, Marc ; Geltner, David ; Minne, Alex.
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2. Depreciation-Related Capital Gains, Differential Tax Rates, and the Market Value of Real Estate Investment Trusts. (2018). Price, Mckay S ; French, Dan W.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:57:y:2018:i:1:d:10.1007_s11146-016-9568-x.

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3. The Anatomy of Public and Private Real Estate Return Premia. (2018). Kroencke, Tim ; Schindler, Felix ; Steininger, Bertram I.
   In: The Journal of Real Estate Finance and Economics.
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4. Can Investors Hold More Real Estate? Evidence from Statistical Properties of Listed REIT versus Non-REIT Property Companies in the U.S.. (2018). Zhou, Tingyu ; Zhang, Ying ; Prombutr, Wikrom ; Glascock, John L.
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5. An Anatomy of the Interrelationship between Equity and Mortgage REITs. (2017). Zhou, Tingyu ; Zhang, Ying ; Prombutr, Wikrom ; Hansz, Andrew J.
   In: International Real Estate Review.
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6. Cyclical co-movements of private real estate, public real estate and equity markets: A cross-continental spectrum. (2017). Xiao, Qin ; Devaney, Steven.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:42-43:y:2017:i::p:132-151.

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7. Forward Curve Risk Factors Analysis in the UK Real Estate Market. (2016). Essafi, Yasmine ; Drouhin, Pierre-Arnaud ; Simon, Arnaud.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:53:y:2016:i:4:d:10.1007_s11146-015-9534-z.

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8. The impacts of the 2008 and 2011 crises on the Japan REIT market. (2016). Li, Kui-Wai ; Miyakoshi, Tatsuyoshi ; Shimada, Junji.
   In: Journal of the Japanese and International Economies.
   RePEc:eee:jjieco:v:41:y:2016:i:c:p:30-40.

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9. Information Diffusion in the U.S. Real Estate Investment Trust Market. (2015). Mori, Masaki.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:51:y:2015:i:2:p:190-214.

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10. Intercity Information Diffusion and Price Discovery in Housing Markets: Evidence from Google Searches. (2015). Wu, Jing ; Deng, Yongheng.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:50:y:2015:i:3:p:289-306.

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11. Does Property Transaction Matter in Price Discovery in Real Estate Markets? Evidence from International Firm Level Data. (2014). Cheung, M ; Lei, C.
    In: ERES.
    RePEc:arz:wpaper:eres2014_195.

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12. Search for a Common Factor in Public and Private Real Estate Returns. (2013). Ang, Andrew ; Wald, Sam ; Nabar, Neil .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19194.

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13. Who Says there is a High Consensus Among Analysts when Market Uncertainty is High? Some New Evidence from the Commercial Real Estate Market. (2013). Shilling, James ; Sirmans, C. ; Slade, Barrett.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:47:y:2013:i:4:p:688-718.

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14. On Indexing Commercial Real Estate Properties and Portfolios. (2013). Coulson, N. Edward ; Boudry, Walter ; Kallberg, Jarl ; Liu, Crocker.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:47:y:2013:i:4:p:617-639.

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15. Do Public Real Estate Returns Really Lead Private Returns?. (2013). Oikarinen, Elias ; Hoesli, Martin ; Serrano, Camilo.
    In: ERES.
    RePEc:arz:wpaper:eres2013_145.

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16. Fractional Cointegration Analysis of Securitized Real Estate. (2012). Hoesli, Martin ; Serrano, Camilo.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:44:y:2012:i:3:p:319-338.

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17. Information Uncertainty and the Post-Earnings-Announcement Drift Anomaly: Insights from REITs. (2012). Price, S. ; Gatzlaff, Dean ; Sirmans, C..
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:44:y:2012:i:1:p:250-274.

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18. Linkages between international REITs: the role of economic factors. (2012). Milunovich, George ; Liu, Jing.
    In: Journal of Property Investment & Finance.
    RePEc:eme:jpifpp:v:30:y:2012:i:5:p:473-492.

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19. Are REITs real estate? Evidence from international sector level data. (2012). Oikarinen, Elias ; Hoesli, Martin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:7:p:1823-1850.

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20. Caractéristiques statistiques et dynamique de prix des produits dérivés immobiliers. (2012). Batsch, Laurent ; Drouhin, Pierre-Arnaud.
    In: Economics Thesis from University Paris Dauphine.
    RePEc:dau:thesis:123456789/10918.

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21. A Pricing Framework for Real Estate Derivatives. (2012). Shiller, Robert ; Fabozzi, Frank ; Tunaru, Radu S.
    In: European Financial Management.
    RePEc:bla:eufman:v:18:y:2012:i:5:p:762-789.

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22. Dynamics of commercial real estate asset markets, return volatility and the investment horizon. (2011). Sebastian, Steffen ; Rehring, Christian .
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:28:y:2011:i:4:p:291-315.

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23. Modelling Price Movements in Housing Micro Markets. (2011). .
    In: Urban Studies.
    RePEc:sae:urbstu:v:48:y:2011:i:9:p:1853-1874.

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24. Housing and equity bubbles: Are they contagious to REITs?. (2011). Ward, Charles ; Brooks, Chris ; Nneji, Ogonna.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2011-11.

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25. A Comparison of Alternative Forecast Models of REIT Volatility. (2011). Zhou, Jian ; Kang, Zhixin.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:42:y:2011:i:3:p:275-294.

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26. Price Discovery in Real Estate Markets: A Dynamic Analysis. (2011). Yildirim, Yildiray ; Yavas, Abdullah.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:42:y:2011:i:1:p:1-29.

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27. Real Estate Market Efficiency. A Survey of Literature.. (2009). Maier, Gunther ; Herath, Shanaka.
    In: SRE-Discussion Papers.
    RePEc:wiw:wus009:402.

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28. Real Estate Market Efficiency: A Survey of Literature. (2009). Maier, Gunther ; Herath, Shanaka.
    In: SRE-Disc.
    RePEc:wiw:wiwsre:sre-disc-2009_07.

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29. Discovering REIT Price Discovery: A New Data Setting. (2009). Chiang, Kevin.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:39:y:2009:i:1:p:74-91.

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30. Linkages Between Direct and Securitized Real Estate. (2009). Hoesli, Martin ; Serrano, Camilo.
    In: Swiss Finance Institute Research Paper Series.
    RePEc:chf:rpseri:rp0926.

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31. Evolution of the American Real Estate and Urban Economics Association1. (2009). Thibodeau, Thomas ; hendershott, patric ; Smith, Halbert C..
    In: Real Estate Economics.
    RePEc:bla:reesec:v:37:y:2009:i:4:p:559-598.

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32. Dynamic relationship between stock and property markets. (2006). Liow, Kim.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:5:p:371-376.

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33. Multivariate Modeling of Daily REIT Volatility. (2006). Stevenson, Simon ; cotter, john.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:32:y:2006:i:3:p:305-325.

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34. Considerations in the Design and Construction of Investment Real Estate Research Indices. (2006). Ling, David ; Geltner, David.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:28:n:4:2006:p:411-444.

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35. Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets. (2006). Wilson, Patrick ; Gerlach, Richard ; Zurbruegg, Ralf.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:6:p:974-991.

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36. Diversification when It Hurts? The Joint Distributions of Real Estate and Equity Markets1. (2005). Lizieri, Colin ; Satchell, Stephen ; Knight, John.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:22:y:2005:i:4:p:309-323.

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37. Multivariate Modeling of Daily REIT Volatility. (2005). Stevenson, Simon ; cotter, john.
    In: MPRA Paper.
    RePEc:pra:mprapa:3524.

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38. Common risk factors and risk premia in direct and securitized real estate markets. (2004). Sing, Tien Foo.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:21:y:2004:i:3:p:189-207.

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39. The Case for REITs in the Mixed-Asset Portfolio in the Short and Long Run. (2004). Stevenson, Simon ; Lee, Stephen.
    In: Real Estate & Planning Working Papers.
    RePEc:rdg:repxwp:rep-wp2004-06.

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40. International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature. (2003). Wilson, Patrick ; Zurbruegg, Ralf.
    In: Working Paper Series.
    RePEc:uts:wpaper:126.

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41. Investor psychology in capital markets: evidence and policy implications. (2002). Teoh, Siew Hong ; Hirshleifer, David ; Daniel, Kent.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:49:y:2002:i:1:p:139-209.

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42. Hedging Housing Risk. (2002). Englund, Peter ; Hwang, Min ; Quigley, John M..
    In: Berkeley Program on Housing and Urban Policy, Working Paper Series.
    RePEc:cdl:bphupl:qt06t5d6v0.

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43. International Evidence of the Predictability of Prices of Securititised Real Estate Assets: Econometric Models versus Neural Networks. (2001). Brooks, Chris ; Tsolacos, Sotiris.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2001-08.

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44. Investor Psychology and Asset Pricing. (2001). Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:5300.

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45. Hedging Housing Risk. (2001). Englund, Peter ; Hwang, Min.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0002.

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46. The dynamics of the Singapore commercial property market. (2000). Liow, Kim.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:17:y:2000:i:4:p:279-291.

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47. Inflation risk analysis of European real estate securities. (2000). Sebastian, Steffen ; Maurer, Raimond.
    In: Papers.
    RePEc:mnh:spaper:2834.

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48. Real Interest Regimes and Real Estate Performance: A Comparison of UK and US Markets. (1998). Worzala, Elaine ; Lizieri, Colin ; Satchell, Steven ; Dacco, Roberto.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:16:n:3:1998:p:339-356.

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49. Information asymmetry, long-run relationship and price discovery in property investment markets. (1997). Wang, Peijie ; Matysiak, George ; Lizieri, Colin.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:3:y:1997:i:3:p:261-275.

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50. A Fundamental Comparison of International Real Estate Returns. (1997). Canter, Todd A. ; Joseph L. Pagliari, Jr., ; Webb, James R. ; Lieblich, Frederich.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:13:n:3:1997:p:317-348.

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