Simon Stevenson
Title
Cited by
Cited by
Year
Multivariate modeling of daily REIT volatility
J Cotter, S Stevenson
The Journal of Real Estate Finance and Economics 32 (3), 305-325, 2006
1562006
The case for REITs in the mixed-asset portfolio in the short and long run
L Stephen, S Simon
Journal of Real Estate Portfolio Management 11 (1), 55-80, 2005
1412005
International real estate diversification: empirical tests using hedged indices
S Stevenson
Journal of Real Estate Research 19 (1), 105-131, 2000
1132000
An examination of volatility spillovers in REIT returns
S Stevenson
Journal of Real Estate Portfolio Management 8 (3), 229-238, 2002
1042002
House price diffusion and inter‐regional and cross‐border house price dynamics
S Stevenson
Journal of Property Research 21 (4), 301-320, 2004
1032004
New empirical evidence on heteroscedasticity in hedonic housing models
S Stevenson
Journal of Housing Economics 13 (2), 136-153, 2004
942004
Modeling housing market fundamentals: Empirical evidence of extreme market conditions
S Stevenson
Real estate economics 36 (1), 1-29, 2008
932008
Monetary shocks and REIT returns
D Bredin, G O’Reilly, S Stevenson
The Journal of Real Estate Finance and Economics 35 (3), 315-331, 2007
922007
Openness, hedging incentives and foreign exchange exposure: A firm-level multi-country study
E Hutson, S Stevenson
Journal of International Business Studies 41 (1), 105-122, 2010
912010
Momentum effects and mean reversion in real estate securities
S Simon
Journal of Real Estate Research 23 (1-2), 47-64, 2002
702002
A long-term analysis of regional housing markets and inflation
S Stevenson
Journal of Housing Economics 9 (1-2), 24-39, 2000
662000
Emerging markets, downside risk and the asset allocation decision
S Stevenson
Emerging markets review 2 (1), 50-66, 2001
602001
The linkages between real estate securities in the Asia-Pacific
R Garvey, G Santry, S Stevenson
Pacific Rim Property Research Journal 7 (4), 240-258, 2001
582001
Modeling long memory in REITs
J Cotter, S Stevenson
Real Estate Economics 36 (3), 533-554, 2008
512008
A comparison of the forecasting ability of ARIMA models
S Stevenson
Journal of Property Investment & Finance, 2007
492007
An examination of the inflation hedging ability of Irish real estate
S Stevenson, L Murray
Journal of Real Estate Portfolio Management 5 (1), 59-69, 1999
491999
A comparison of alternative rental forecasting models: empirical tests on the London office market
S Stevenson, O McGarth
Journal of Property Research 20 (3), 235-260, 2003
482003
Real estate in the mixed‐asset portfolio: the question of consistency
S Lee, S Stevenson
Journal of Property Investment & Finance, 2006
432006
Futures trading, spot price volatility and market efficiency: evidence from European real estate securities futures
CL Lee, S Stevenson, ML Lee
The Journal of Real Estate Finance and Economics 48 (2), 299-322, 2014
422014
Uncovering volatility dynamics in daily REIT returns
J Cotter, S Stevenson
Journal of Real Estate Portfolio Management 13 (2), 119-128, 2007
422007
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Articles 1–20