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Testing for Evidence of Nonlinear Structure in Australian Real Estate Market Returns. (1996). Newell, Graham ; Stevenson, Max ; Peat, Maurice.
In: Working Paper Series.
RePEc:uts:wpaper:61.

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Cited: 5

Citations received by this document

Cites: 27

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Cocites: 50

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Coauthors: 0

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Citations

Citations received by this document

  1. Einblicke in die Gründe für nicht-normalverteilte Immobilienrenditen: eine explorative Untersuchung deutscher Wohnimmobilienportfolios. (2018). Wellner, Kristin ; Lausberg, Carsten ; Krieger, Patrick.
    In: Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research).
    RePEc:spr:gjorer:v:4:y:2018:i:1:d:10.1365_s41056-019-0026-8.

    Full description at Econpapers || Download paper

  2. Nonlinear Return Dependence in Major Real Estate Markets. (2008). Liow, Kim ; Webb, James R..
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:25:y:2008:i:4:p:285-319.

    Full description at Econpapers || Download paper

  3. Commercial Real Estate Return Distributions: A Review Of Literature And Empirical Evidence. (2000). Ward, Charles ; Lizieri, Colin.
    In: Real Estate & Planning Working Papers.
    RePEc:rdg:repxwp:rep-wp2000-01.

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  4. Testing for Evidence of Nonlinear Structure in Daily and Weekly United Kingdom Stock and Property Market Indicies. (1997). Newell, Graham ; Stevenson, Max ; Peat, Maurice.
    In: Working Paper Series.
    RePEc:uts:wpaper:73.

    Full description at Econpapers || Download paper

  5. Mis-Specification in the Estimation of the Expected Rescaled Adjusted Range Statistic: The Case Versus Peters. (1996). Ellis, Craig .
    In: Working Paper Series.
    RePEc:uts:wpaper:69.

    Full description at Econpapers || Download paper

References

References cited by this document

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Cocites

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  2. The investigation of the dynamic linkages between real estate market and stock market in Greece. (2019). Patsika, Victoria ; Kousenidis, Dimitrios ; Kosmidou, Kyriaki ; Gounopoulos, Dimitrios.
    In: The European Journal of Finance.
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  3. Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence. (2019). Liow, Kim ; Huang, Yuting ; Zhou, Xiaoxia.
    In: JRFM.
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  4. Relationship between the United States housing and stock markets: Some evidence from wavelet analysis. (2019). Liow, Kim ; Song, Jeonseop ; Huang, Yuting.
    In: The North American Journal of Economics and Finance.
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  5. Einblicke in die Gründe für nicht-normalverteilte Immobilienrenditen: eine explorative Untersuchung deutscher Wohnimmobilienportfolios. (2018). Wellner, Kristin ; Lausberg, Carsten ; Krieger, Patrick.
    In: Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research).
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  6. The Impact of the Global Financial Crisis on the Co-Integration Relationship between Reit and Stock Markets: A Dynamic Co-Integration Approach. (2017). Yuksel, Aydin S ; Ozturk, Hakki ; Erol, Umit .
    In: International Journal of Economics and Finance.
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  7. Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries. (2016). Vizek, Maruška ; Posedel, Petra ; Njavro, Mato .
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  8. The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains. (2015). Miller, Stephen ; GUPTA, RANGAN ; Chang, Tsangyao ; Balcilar, Mehmet ; Li, Xiao-Lin.
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  9. The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains. (2014). Miller, Stephen ; GUPTA, RANGAN ; Chang, Tsangyao ; Balcilar, Mehmet ; Li, Xiao-Lin.
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  10. Interactions between Real Estate and Equity Markets: an Investigation of Linkages in Developed and Emerging Countries. (2014). Vizek, Maruška ; Casni, Anita Ceh .
    In: Czech Journal of Economics and Finance (Finance a uver).
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  11. Are the Global REIT Markets Efficient by a New Approach?. (2013). Fang, Hao ; Lee, Yen-Hsien.
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  15. A Study of the Returns Behavior of Small Capitalization REITs. (2012). Rajagopal, Sanjay .
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  18. Non-linear causality between the stock and real estate markets of Western European countries: Evidence from rank tests. (2011). Su, Chi-Wei.
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  20. Long-term Memory in Volatility: Some Evidence from International Securitized Real Estate Markets. (2009). Liow, Kim.
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  21. Nonlinear Return Dependence in Major Real Estate Markets. (2008). Liow, Kim ; Webb, James R..
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    In: Working Paper Series.
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    In: Working Paper Series.
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    Full description at Econpapers || Download paper

  44. Testing for Evidence of Nonlinear Structure in Australian Real Estate Market Returns. (1996). Newell, Graham ; Stevenson, Max ; Peat, Maurice.
    In: Working Paper Series.
    RePEc:uts:wpaper:61.

    Full description at Econpapers || Download paper

  45. The fractal structure in multinational stock returns. (1995). Huang, Bwo-Nung ; Yang, Chin .
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  46. The Predictability of REIT Returns and Market Segmentatio. (1995). Wang, Ko.
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  47. Executive Compensation and Financial Performance in the Real Estate Industry. (1995). Davis, Barbara J. ; Shelor, Roger M..
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  48. Commercial Bank Exposure and Sensitivity to the Real Estate Market. (1995). Madura, Jeff ; Allen, Marcus T. ; Wiant, Kenneth J..
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  49. Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries. (). Njavro, Mato ; Vizek, Maruka ; Posedel, Petra .
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