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Exploring Metropolitan Housing Price Volatility. (2006). Peng, Liang ; Miller, Norman.
In: The Journal of Real Estate Finance and Economics.
RePEc:kap:jrefec:v:33:y:2006:i:1:p:5-18.

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  2. Can volume be more informative than prices? Evidence from Chinese housing markets. (2023). Yu, Ziliang ; Tong, Meng ; Yang, Jian.
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  6. Macroeconomic shocks and ripple effects in the Greater Paris Metropolis. (2022). Malle, Richard ; Pourcelot, Alexis ; Coen, Alain.
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  7. High-Frequency Volatility Forecasting of US Housing Markets. (2021). Wohar, Mark ; GUPTA, RANGAN ; Segnon, Mawuli ; Lesame, Keagile.
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  8. Residential Property Behavior Forecasting in the Metropolitan City of Milan: Socio-Economic Characteristics as Drivers of Residential Market Value Trends. (2021). Morena, Marzia ; Baiardi, Liala ; Rodriguez, Juan Sebastian ; Cia, Genny.
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  11. Modeling the time varying volatility of housing returns: Further evidence from the U.S. metropolitan condominium markets. (2020). Payne, James ; Apergis, Nicholas.
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  12. Is there a National Housing Market Bubble Brewing in the United States?. (2020). Wohar, Mark ; Theodoridis, Konstantinos ; GUPTA, RANGAN ; Ma, Jun.
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  14. Modelling UK House Prices with Structural Breaks and Conditional Variance Analysis. (2019). Begiazi, Kyriaki ; Katsiampa, Paraskevi.
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  15. Spatial Dependence in the Residential Canadian Housing Market. (2019). Sun, Yiguo ; Stengos, Thanasis ; Zhang, Yuan.
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  16. An empirical analysis of the Scottish housing market by property type. (2019). Katsiampa, Paraskevi ; Begiazi, Kyriaki.
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  19. Spatial Dependence, Idiosyncratic Risk, and the Valuation of Disaggregated Housing Data. (2018). Simlai, Prodosh.
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  20. Fundamentals and the volatility of real estate prices in China: A sequential modelling strategy. (2018). girardin, eric ; Deng, Yongheng ; Joyeux, Roselyne.
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  21. Time-varying diversification strategies: The roles of state-level housing assets in optimal portfolios. (2018). Huang, Meichi.
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  28. Identifying Critical Factors Influencing the Rents of Public Rental Housing Delivery by PPPs: The Case of Nanjing. (2017). Zheng, Xiaodan ; Skibniewski, Mirosaw J ; Yuan, Jingfeng ; You, Jia.
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  31. Ripple effect and contagious effect in the US regional housing markets. (2016). Chiang, Ming-Chu ; Tsai, I-Chun.
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  33. Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models. (2016). Wong, Wing-Keung ; GUPTA, RANGAN ; Chow, Nikolai Sheung-Chi ; Cunado, Juncal.
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  36. An Empirical Analysis of UK House Price Risk Variation by Property Type. (2016). Morley, Bruce ; Thomas, Dennis.
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  38. Aging and Urban House Prices. (2015). Lerbs, Oliver ; Hiller, Norbert.
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  43. Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data. (2014). Simlai, Prodosh.
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  51. Region-specific Estimates of the Determinants of Real Estate Investment in China. (2012). .
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  52. The Impact of Property Condition Disclosure Laws on Housing Prices: Evidence from an Event Study Using Propensity Scores. (2012). Ross, Stephen ; Nanda, Anupam.
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  53. Regional Housing Price Cycles: A Spatio-temporal Analysis Using US State-level Data. (2011). Pede, Valerien ; Kuethe, Todd.
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  54. Risk-return relationships and asymmetric adjustment in the UK housing market. (2011). Morley, Bruce ; Thomas, Dennis.
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  55. Long-Range Dependence in U.S. Home Price Volatility. (2011). Miles, William.
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  56. Should the optimal portfolio be region-specific? A multi-region model with monetary policy and asset price co-movements. (2011). Teo, Wing Leong ; Leung, Charles ; Leung, Charles Ka Yui, .
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  57. The impact of land policy on the relation between housing and land prices: Evidence from China. (2011). An, Yunbi ; Ma, Yongkai ; Du, Hongyan.
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  59. Should the optimal portfolio be region-specific? A multi-region model with monetary policy and asset price co-movements. (2010). Teo, Wing Leong ; Leung, Charles ; Leung, Charles Ka Yui, .
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  62. Determinants of housing price volatility in Canada: a dynamic analysis. (2009). Latif, Ehsan ; Hossain, Belayet.
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  63. A multivariate unobserved component analysis of US housing market. (2009). Wang, Yongsheng ; Fadiga, Mohamadou .
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  64. REGIONAL HOUSING PRICE CYCLES: A SPATIO-TEMPORAL ANALYSIS USING US STATE LEVEL. (2009). Pede, Valerien ; Kuethe, Todd.
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  65. UK Housing Market: Time Series Processes with Independent and Identically Distributed Residuals. (2009). Willcocks, Geoff .
    In: The Journal of Real Estate Finance and Economics.
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  66. Irreversibility, Uncertainty and Housing Investment. (2009). Miles, William.
    In: The Journal of Real Estate Finance and Economics.
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  67. The Dynamic Behavior of Chinese Housing Prices. (2009). Ma, Yongkai ; Chiang, Yao-Min ; Deng, Changrong.
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  68. REGIONAL HOUSING PRICE CYCLES: A SPATIO-TEMPORAL ANALYSIS USING US STATE LEVEL DATA. (2009). Pede, Valerien ; Kuethe, Todd.
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  70. Boom–Bust Cycles and the Forecasting Performance of Linear and Non-Linear Models of House Prices. (2008). Miles, W..
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  72. Pricing Factors in Real Estate Markets: A Simple Preference Based Approach. (2003). Wang, Ko.
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Cocites

Documents in RePEc which have cited the same bibliography

  1. The Effect of Legal Environment and Regulatory Structure on Performance: Cross-Country Evidence from REITs. (2021). Petrova, Milena ; Ghosh, Chinmoy.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:63:y:2021:i:1:d:10.1007_s11146-019-09742-8.

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  2. Volatility Spillover Effect of Pan-Asia’s Property Portfolio Markets. (2021). Vieira, Isabel ; Bentes, Sonia R ; Razali, Muhammad Najib ; Mata, Mario Nuno.
    In: Mathematics.
    RePEc:gam:jmathe:v:9:y:2021:i:12:p:1418-:d:577288.

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  3. Cross Border Real Estate Investments and Commercial Office Property Market Performance: Evidence from Australia. (2020). Wong, Woon-Weng ; Mintah, Kwabena.
    In: International Real Estate Review.
    RePEc:ire:issued:v:23:n:02:2020:p:837-860.

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  4. Cross Border Real Estate Investments and Commercial Office Property Market Performance: Evidence from Australia. (2020). Wong, Woon-Weng ; Mintah, Kwabena.
    In: International Real Estate Review.
    RePEc:ire:issued:v:23:n:02:2020:p:211-234.

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  5. The dynamics of listed property companies in Indonesia. (2020). Nguyen, Thi Kim ; Razali, Muhammad Najib.
    In: Journal of Property Investment & Finance.
    RePEc:eme:jpifpp:jpif-06-2019-0073.

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  6. Risk classification of Asian real estate funds and their performance. (2020). Wang, Zilong ; Man, Tiffany Ching ; Mansley, Nick.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:63:y:2020:i:c:s0927538x20301190.

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  7. Real estate as a common risk factor in the financial sector: International evidence. (2020). Carmichael, Benoit ; Coen, Alain.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318307980.

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  8. The Ups and Downs of European Real Estate Markets’ Integration. (2019). Carpantier, Jean-François ; Sapata, Christelle.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02171480.

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  9. Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence. (2019). Liow, Kim ; Huang, Yuting ; Zhou, Xiaoxia.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:16-:d:199346.

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  10. Determinants of Foreign Versus Domestic Real Estate Investment: Property Level Evidence from Listed Real Estate Investment Firms. (2017). Mauck, Nathan ; Price, Mckay S.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:54:y:2017:i:1:d:10.1007_s11146-015-9532-1.

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  11. Switching Regime Beta Analysis of Global Financial Crisis: Evidence from International Public Real Estate Markets. (2017). Liow, Kim ; Ye, Qing.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:39:n:2:2017:p:127_164.

    Full description at Econpapers || Download paper

  12. A multivariate analysis of United States and global real estate investment trusts. (2016). Begiazi, Kyriaki ; Asteriou, Dimitrios ; Pilbeam, Keith.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:13:y:2016:i:3:d:10.1007_s10368-016-0349-z.

    Full description at Econpapers || Download paper

  13. Real estate global beta and spillovers: An international study. (2016). Liow, Kim ; Newell, Graeme.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:59:y:2016:i:c:p:297-313.

    Full description at Econpapers || Download paper

  14. A high-frequency analysis of the interactions between REIT return and volatility. (2016). Zhou, Jian.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:56:y:2016:i:c:p:102-108.

    Full description at Econpapers || Download paper

  15. Leverage and Returns: A Cross-Country Analysis of Public Real Estate Markets. (2015). Ling, David ; Giacomini, Emanuela ; Naranjo, Andy.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:51:y:2015:i:2:p:125-159.

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  16. International Direct Real Estate Risk Premiums in a Multi-Factor Estimation Model. (2015). Ho, Kim Hin ; Addae-Dapaah, Kwame ; Glascock, John.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:51:y:2015:i:1:p:52-85.

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  17. Political Risk and the Cost of Capital in Asia-Pacific Property Markets. (2015). Sheng, Hainan ; Cashman, George D ; Harrison, David M.
    In: International Real Estate Review.
    RePEc:ire:issued:v:18:n:03:2015:p:331-364.

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  18. Do securitized real estate markets jump? International evidence. (2015). Zhou, Yinggang ; Li, Jie.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:31:y:2015:i:c:p:13-35.

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  19. Macroeconomic Risk Factors and the Role of Mispriced Credit in the Returns from International Real Estate Securities. (2015). wachter, susan ; Steiner, Eva ; Pavlov, Andrey.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:43:y:2015:i:1:p:241-270.

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  20. The impact of the 2008 financial crisis on housing prices in China and Taiwan: A quantile regression analysis. (2014). Liu, Shu-Bing ; Kang, Hsin-Hong.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:42:y:2014:i:c:p:356-362.

    Full description at Econpapers || Download paper

  21. Corporate Governance and Performance of Externally Managed Singapore Reits. (2013). Ooi, Joseph ; Lecomte, Patrick.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:46:y:2013:i:4:p:664-684.

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  22. The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence. (2013). Zhang, Weina ; Fan, Gang-Zhi ; Huszar, Zsuzsa .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:46:y:2013:i:4:p:568-595.

    Full description at Econpapers || Download paper

  23. Risk and Structural Instability in US House Prices. (2013). Morley, Bruce ; Karoglou, Michail ; Thomas, Dennis.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:46:y:2013:i:3:p:424-436.

    Full description at Econpapers || Download paper

  24. Multiscale Analysis of International Linkages of REIT Returns and Volatilities. (2012). Zhou, Jian.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:45:y:2012:i:4:p:1062-1087.

    Full description at Econpapers || Download paper

  25. International diversification with securitized real estate and the veiling glare from currency risk. (2012). Schindler, Felix ; Kroencke, Tim.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:7:p:1851-1866.

    Full description at Econpapers || Download paper

  26. International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk. (2011). Schindler, Felix ; Kroencke, Tim ; Kroncke, Tim-Alexander .
    In: VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis.
    RePEc:zbw:vfsc11:48705.

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  27. Fee Structure, Financing, and Investment Decisions: The Case of REITs. (2011). Pattitoni, Pierpaolo ; Spisni, Massimo ; Petracci, Barbara.
    In: Working Paper series.
    RePEc:rim:rimwps:30_11.

    Full description at Econpapers || Download paper

  28. Transparency, Integration, and the Cost of International Real Estate Investments. (2011). Kok, Nils ; Eichholtz, Piet ; Gugler, Nils .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:43:y:2011:i:1:p:152-173.

    Full description at Econpapers || Download paper

  29. How Do Institutional Factors Affect International Real Estate Returns?. (2011). Qian, Wenlan ; Edelstein, Robert ; Tsang, Desmond.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:43:y:2011:i:1:p:130-151.

    Full description at Econpapers || Download paper

  30. Portfolio Optimisation Model for Malaysian Property Market. (2011). Razali, Muhammad Najib.
    In: ERES.
    RePEc:arz:wpaper:eres2011_131.

    Full description at Econpapers || Download paper

  31. Linkages between international securitized real estate markets: Further evidence from time-varying and stochastic cointegration. (2010). Schindler, Felix ; Voronkova, Svitlana.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:10051.

    Full description at Econpapers || Download paper

  32. Comovement of international real estate securities returns: a wavelet analysis. (2010). Zhou, Jian.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:27:y:2010:i:4:p:357-373.

    Full description at Econpapers || Download paper

  33. Global Property Market Diversification. (2010). Zhang, Ying ; Gallo, John.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:41:y:2010:i:4:p:458-485.

    Full description at Econpapers || Download paper

  34. Long-term benefits from investing in international real estate. (2009). Schindler, Felix.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:09023.

    Full description at Econpapers || Download paper

  35. Common factors in international securitized real estate markets. (2009). Liow, Kim ; Webb, James R.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:18:y:2009:i:2:p:80-89.

    Full description at Econpapers || Download paper

  36. Common factors in international securitized real estate markets. (2009). Liow, Kim ; Webb, James R..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:18:y:2009:i:2:p:80-89.

    Full description at Econpapers || Download paper

  37. Increasing Convergence Between U.S. and International Securitized Property Markets: Evidence Based on Cointegration Tests. (2009). Yunus, Nafeesa.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:37:y:2009:i:3:p:383-411.

    Full description at Econpapers || Download paper

  38. IS THE UK REAL ESTATE MARKET CONVERGING WITH THE REST OF EUROPE?. (2008). Lee, Stephen.
    In: ERES.
    RePEc:arz:wpaper:eres2008_192.

    Full description at Econpapers || Download paper

  39. Real Estate ‘Value’ Stocks and International Diversification. (2007). Wilson, Patrick ; Zurbruegg, Ralf ; Ellis, Craig.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:24:y:2007:i:3:p:265-287.

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  40. Modelling Linkages between US and Asia‐Pacific Securitized Property Markets. (2007). Swanson, Peggy ; Yunus, Nafeesa.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:24:y:2007:i:2:p:95-122.

    Full description at Econpapers || Download paper

  41. Extrapolation Theory and the Pricing of REIT Stocks. (2007). Ooi, Joseph ; Joseph T. L. Ooi, ; Webb, James R. ; Zhou, Dingding.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:29:n:1:2007:p:27-56.

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  42. Tests of common real estate risk premia in a time‐varying expected return framework. (2007). Sing, Tien Foo.
    In: Journal of Property Investment & Finance.
    RePEc:eme:jpifpp:v:25:y:2007:i:4:p:359-369.

    Full description at Econpapers || Download paper

  43. Modelling Price Volatility in the Hong Kong Property Market. (2007). Zhou, Sherry ; Bao, Helen.
    In: ERES.
    RePEc:arz:wpaper:eres2007_180.

    Full description at Econpapers || Download paper

  44. The Dynamics of Return Volatilty and Systematic Risk in International Real Estate Security Markets. (2006). Liow, Kim.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:24:y:2006:i:1:p:1-29.

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  45. Exploring Metropolitan Housing Price Volatility. (2006). Peng, Liang ; Miller, Norman.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:33:y:2006:i:1:p:5-18.

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  46. The Friday Effect in European Securitized Real Estate Index Returns. (2006). Marquering, Wessel ; Lenkkeri, Veera ; Strunkmann-Meister, Ben .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:33:y:2006:i:1:p:31-50.

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  47. A Web Of Shocks: Crises Across Asian Real Estate Markets. (2006). Fry-McKibbin, Renee ; Bond, Shaun.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:32:y:2006:i:3:p:253-274.

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  48. European public real estate market integration. (2005). Zhu, Guozhong ; Yang, Jian ; Kolari, James W..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:13:p:895-905.

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  49. Risk-Adjusted Performance of Real Estate Stocks: Evidence From Developing Markets. (2004). Ooi, Joseph ; Liow, Kim ; Joseph T. L. Ooi, .
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:26:n:4:2004:p:371-396.

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  50. Risk and return characteristics of property indices in emerging markets. (2004). Rodriguez, Mauricio ; Barry, Christopher B..
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:5:y:2004:i:2:p:131-159.

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