Citations of
Ko Wang

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Articles

1. Ko Wang & Yuqing Zhou, 2006. "Equilibrium Real Options Exercise Strategies with Multiple Players: The Case of Real Estate Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 34(1), pages 1-49, 03. [Downloadable!] (restricted)

   Cited by:

   1. YongQiang Chu & Tien Sing, 2007. "Optimal Timing of Real Estate Investment under an Asymmetric Duopoly," The Journal of Real Estate Finance and Economics, Springer, vol. 34(3), pages 327-345, April. [Downloadable!] (restricted)
   2. Rose Lai & Ko Wang & Jing Yang, 2007. "Stickiness of Rental Rates and Developers’ Option Exercise Strategies," The Journal of Real Estate Finance and Economics, Springer, vol. 34(1), pages 159-188, January. [Downloadable!] (restricted)
   3. Charles Ka Yui Leung & Wei Wang, 2007. "An Examination of the Chinese Housing Market through the Lens of the DiPasquale- Wheaton Model: a Graphical Attempt," International Real Estate Review, Asian Real Estate Society, vol. 10(2), pages 131-165. [Downloadable!]
   4. Dominik Weiß, 2009. "Keeping the Bubble Alive! The Effects of Urban Renewal and Demolition Subsidies in the East German Housing Market," IWH Discussion Papers 11-09, Halle Institute for Economic Research. [Downloadable!]

2. Su Han Chan & Wai-Kin Leung & Ko Wang, 2005. "Changes in REIT Structure and Stock Performance: Evidence from the Monday Stock Anomaly," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 33(1), pages 89-120, 03. [Downloadable!] (restricted)

   Cited by:

   1. Dirk Brounen & Yair Ben-Hamo, 2009. "Calendar Anomalies: The Case of International Property Shares," The Journal of Real Estate Finance and Economics, Springer, vol. 38(2), pages 115-136, February. [Downloadable!] (restricted)
   2. Jonathan Wiley & Leonard Zumpano, 2009. "Institutional Investment and the Turn-of-the-Month Effect: Evidence from REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 39(2), pages 180-201, August. [Downloadable!] (restricted)
   3. Joseph T.L. Ooi & James R. Webb & Dingding Zhou, 2007. "Extrapolation Theory and the Pricing of REIT Stocks," Journal of Real Estate Research, American Real Estate Society, vol. 29(1), pages 27-56. [Downloadable!]
   4. Veera Lenkkeri & Wessel Marquering & Ben Strunkmann-Meister, 2006. "The Friday Effect in European Securitized Real Estate Index Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 33(1), pages 31-50, August. [Downloadable!] (restricted)

3. Rose Neng Lai & Ko Wang & Yuqing Zhou, 2004. "Sale before Completion of Development: Pricing and Strategy," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(2), pages 329-357, 06. [Downloadable!] (restricted)

   Cited by:

   1. K. Chau & S. Wong & C. Yiu, 2007. "Housing Quality in the Forward Contracts Market," The Journal of Real Estate Finance and Economics, Springer, vol. 34(3), pages 313-325, April. [Downloadable!] (restricted)
   2. S. Wong & C. Yiu & M. Tse & K. Chau, 2006. "Do the Forward Sales of Real Estate Stabilize Spot Prices?," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 289-304, May. [Downloadable!] (restricted)
   3. Richard Buttimer & Steven Clark & Steven Ott, 2008. "Land Development: Risk, Return and Risk Management," The Journal of Real Estate Finance and Economics, Springer, vol. 36(1), pages 81-102, January. [Downloadable!] (restricted)

4. Su Han Chan & Wai-Kin Leung & Ko Wang, 2004. "The Impact of Institutional Investors on the Monday Seasonal," Journal of Business, University of Chicago Press, vol. 77(4), pages 967-986, October. [Downloadable!]

   Cited by:

   1. Jonathan Wiley & Leonard Zumpano, 2009. "Institutional Investment and the Turn-of-the-Month Effect: Evidence from REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 39(2), pages 180-201, August. [Downloadable!] (restricted)
   2. Bohl, Martin T. & Gottschalk, Katrin & Pál, Rozália, 2006. "Institutional investors and stock market efficiency: The case of the January anomaly," MPRA Paper 677, University Library of Munich, Germany, revised Nov 2006. [Downloadable!]

5. Ko Wang & Leslie Young & Yuqing Zhou, 2002. "Nondiscriminating Foreclosure and Voluntary Liquidating Costs," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 15(3), pages 959-985.

   Cited by:

   1. David Kelly & Stephen LeRoy, 2007. "Liquidity and Liquidation," Economic Theory, Springer, vol. 31(3), pages 553-572, June. [Downloadable!] (restricted)
      Other versions:
      • David Kelly & Stephen LeRoy, 2001. "Liquidity and Liquidation," University of California at Santa Barbara, Economics Working Paper Series 3-02, Department of Economics, UC Santa Barbara. [Downloadable!]
   2. Danny Ben-Shahar, 2008. "Default, Credit Scoring, and Loan-to-Value: a Theoretical Analysis under Competitive and Non-Competitive Mortgage Markets," Journal of Real Estate Research, American Real Estate Society, vol. 30(2), pages 161-190. [Downloadable!]
   3. Michelle A. Danis & Anthony Pennington-Cross, 2005. "A dynamic look at subprime loan performance," Working Papers 2005-029, Federal Reserve Bank of St. Louis. [Downloadable!]
   4. Anthony Pennington-Cross, 2006. "The duration of foreclosures in the subprime mortgage market: a competing risks model with mixing," Working Papers 2006-027, Federal Reserve Bank of St. Louis. [Downloadable!]
   5. Michelle A. Danis & Anthony Pennington-Cross, 2005. "The delinquency of subprime mortgages," Working Papers 2005-022, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
      • Danis, Michelle A. & Pennington-Cross, Anthony, 2008. "The delinquency of subprime mortgages," Journal of Economics and Business, Elsevier, vol. 60(1-2), pages 67-90. [Downloadable!] (restricted)

6. Ko Wang & Yuqing Zhou & Su Han Chan & K. W. Chau, 2000. "Over-Confidence and Cycles in Real Estate Markets: Cases in Hong Kong and Asia," International Real Estate Review, Asian Real Estate Society, vol. 3(1), pages 93-108. [Downloadable!]

   Cited by:

   1. Charles K. Leung & Kelvin S. Wong, 2004. "The Construction and Related Industries in a Changing Socio-Economic Environment: The Case of Hong Kong," International Real Estate Review, Asian Real Estate Society, vol. 7(1), pages 139-170. [Downloadable!]
      Other versions:
      • Charles Ka Yui Leung & Kelvin S. Wong, 2004. "The Construction and Related Industries in a Changing Socio-Economic Environment: The case of Hong Kong„X," Discussion Papers 00011, Chinese University of Hong Kong, Department of Economics, revised May 2005. [Downloadable!]
   2. Chien-An Wang & Chin-Oh Chang, 2008. "Is It a Heavy Log that Broke the Camel’s Back? Evidence of the Credit Channel in Taiwan’s Construction Industry," International Real Estate Review, Asian Real Estate Society, vol. 11(1), pages 38-64. [Downloadable!]
   3. Frank Caliendo & Kevin X.D. Huang, 2007. "Overconfidence and Consumption over the Life Cycle," Working Papers 0712, Department of Economics, Vanderbilt University. [Downloadable!]
   4. Su Han Chan & Ko Wang & Jing Yang, 2003. "Pricing Factors in Real Estate Markets: A Simple Preference Based Approach," International Real Estate Review, Asian Real Estate Society, vol. 6(1), pages 102-120. [Downloadable!]

7. Ko Wang & Yuqing Zhou, 2000. "Overbuilding: A Game-Theoretic Approach," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 28(3), pages 493-522. [Downloadable!] (restricted)

   Cited by:

   1. Charles K. Leung & Kelvin S. Wong, 2004. "The Construction and Related Industries in a Changing Socio-Economic Environment: The Case of Hong Kong," International Real Estate Review, Asian Real Estate Society, vol. 7(1), pages 139-170. [Downloadable!]
      Other versions:
      • Charles Ka Yui Leung & Kelvin S. Wong, 2004. "The Construction and Related Industries in a Changing Socio-Economic Environment: The case of Hong Kong„X," Discussion Papers 00011, Chinese University of Hong Kong, Department of Economics, revised May 2005. [Downloadable!]
   2. Chien-An Wang & Chin-Oh Chang, 2008. "Is It a Heavy Log that Broke the Camel’s Back? Evidence of the Credit Channel in Taiwan’s Construction Industry," International Real Estate Review, Asian Real Estate Society, vol. 11(1), pages 38-64. [Downloadable!]
   3. Rose Lai & Ko Wang & Jing Yang, 2007. "Stickiness of Rental Rates and Developers’ Option Exercise Strategies," The Journal of Real Estate Finance and Economics, Springer, vol. 34(1), pages 159-188, January. [Downloadable!] (restricted)
   4. Charles Ka Yui Leung & Wei Wang, 2007. "An Examination of the Chinese Housing Market through the Lens of the DiPasquale- Wheaton Model: a Graphical Attempt," International Real Estate Review, Asian Real Estate Society, vol. 10(2), pages 131-165. [Downloadable!]
   5. Su Han Chan & Ko Wang & Jing Yang, 2003. "Pricing Factors in Real Estate Markets: A Simple Preference Based Approach," International Real Estate Review, Asian Real Estate Society, vol. 6(1), pages 102-120. [Downloadable!]
   6. Dominik Weiß, 2009. "Keeping the Bubble Alive! The Effects of Urban Renewal and Demolition Subsidies in the East German Housing Market," IWH Discussion Papers 11-09, Halle Institute for Economic Research. [Downloadable!]

8. Neng Lai & Ko Wang, 1999. "Land-Supply Restrictions, Developer Strategies and Housing Policies: The Case in Hong Kong," International Real Estate Review, Asian Real Estate Society, vol. 2(1), pages 143-159. [Downloadable!]

   Cited by:

   1. Charles K. Leung & Kelvin S. Wong, 2004. "The Construction and Related Industries in a Changing Socio-Economic Environment: The Case of Hong Kong," International Real Estate Review, Asian Real Estate Society, vol. 7(1), pages 139-170. [Downloadable!]
      Other versions:
      • Charles Ka Yui Leung & Kelvin S. Wong, 2004. "The Construction and Related Industries in a Changing Socio-Economic Environment: The case of Hong Kong„X," Discussion Papers 00011, Chinese University of Hong Kong, Department of Economics, revised May 2005. [Downloadable!]
   2. Chien-An Wang & Chin-Oh Chang, 2008. "Is It a Heavy Log that Broke the Camel’s Back? Evidence of the Credit Channel in Taiwan’s Construction Industry," International Real Estate Review, Asian Real Estate Society, vol. 11(1), pages 38-64. [Downloadable!]
   3. Su H. Chan & Mark H. Stohs & Ko Wang, 2001. "Are Real Estate IPOs a Different Species? Evidence from Hong Kong IPOs," Journal of Real Estate Research, American Real Estate Society, vol. 21(3), pages 337-356. [Downloadable!]
   4. Charles Ka Yui Leung & Wei Wang, 2007. "An Examination of the Chinese Housing Market through the Lens of the DiPasquale- Wheaton Model: a Graphical Attempt," International Real Estate Review, Asian Real Estate Society, vol. 10(2), pages 131-165. [Downloadable!]

9. Su Han Chan & Wai Kin Leung & Ko Wang, 1998. "Institutional Investment in REITs: Evidence and Implications," Journal of Real Estate Research, American Real Estate Society, vol. 16(3), pages 357-374. [Downloadable!]

   Cited by:

   1. Michael S. Young, 2000. "REIT Property-Type Sector Integration," Journal of Real Estate Research, American Real Estate Society, vol. 19(1), pages 3-21. [Downloadable!]
   2. John L. Crain & Mike Cudd & Christopher L. Brown, 2000. "The Impact of the Revenue Reconciliation Act of 1993 on the Pricing Structure of Equity REITs," Journal of Real Estate Research, American Real Estate Society, vol. 19(3), pages 275-285. [Downloadable!]
   3. Ming-Long Lee & Ming-Te Lee & Kevin Chiang, 2008. "Real Estate Risk Exposure of Equity Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, vol. 36(2), pages 165-181, February. [Downloadable!] (restricted)
   4. Su H. Chan & Mark H. Stohs & Ko Wang, 2001. "Are Real Estate IPOs a Different Species? Evidence from Hong Kong IPOs," Journal of Real Estate Research, American Real Estate Society, vol. 21(3), pages 337-356. [Downloadable!]
   5. Bing Han, 2006. "Insider Ownership and Firm Value: Evidence from Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, vol. 32(4), pages 471-493, June. [Downloadable!] (restricted)
   6. Han, Bing, 2004. "Insider Ownership and Corporate Value: Evidences from Real Estate Investment Trust," Working Paper Series 2004-1, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
   7. Qiang Li & Hua Sun & Seow Ong, 2006. "REIT Splits and Dividend Changes: Tests of Signaling and Information Substitutability," The Journal of Real Estate Finance and Economics, Springer, vol. 33(2), pages 127-150, September. [Downloadable!] (restricted)
   8. William M. Gentry & Deen Kemsley & Christopher J. Mayer, 2001. "Dividend Taxes and Share Prices: Evidence from Real Estate Investment Trusts," NBER Working Papers 8486, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
      • William M. Getry & Deen Kemsley & Christopher J. Mayer, 2003. "Dividend Taxes and Share Prices: Evidence from Real Estate Investment Trusts," Journal of Finance, American Finance Association, vol. 58(1), pages 261-282, 02. [Downloadable!] (restricted)
   9. James Payne & George Waters, 2007. "Have Equity REITs Experienced Periodically Collapsing Bubbles?," The Journal of Real Estate Finance and Economics, Springer, vol. 34(2), pages 207-224, February. [Downloadable!] (restricted)
   10. Robert Edelstein & Branko Urošević & Nicholas Wonder, 2005. "Ownership Dynamics of REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 30(4), pages 447-466, June. [Downloadable!] (restricted)
   11. Steven Dolvin & Mark Pyles, 2009. "REIT IPOs and the Cost of Going Public," The Journal of Real Estate Finance and Economics, Springer, vol. 39(1), pages 92-106, July. [Downloadable!] (restricted)

10. George H. Lentz & Ko Wang, 1998. "Residential Appraisal and the Lending Process: A Survey of Issues," Journal of Real Estate Research, American Real Estate Society, vol. 15(1), pages 11-40. [Downloadable!]

    Cited by:

    1. Maurizio d’Amato, 2007. "Comparing Rough Set Theory with Multiple Regression Analysis as Automated Valuation Methodologies," International Real Estate Review, Asian Real Estate Society, vol. 10(2), pages 42-65. [Downloadable!]
    2. John A. Kilpatrick & Ronald C. Throupe & John I. Carruthers & Andrew Krause, 2007. "The Impact of Transit Corridors on Residential Property Values," Journal of Real Estate Research, American Real Estate Society, vol. 29(3), pages 303-320. [Downloadable!]

11. Tsong-Yue Lai & Ko Wang, 1998. "Appraisal Smoothing: The Other Side of the Story," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 26(3), pages 511-535. [Downloadable!] (restricted)

    Cited by:

    1. John Knight & Colin Lizieri & Stephen Satchell, 2005. "Diversification When It Hurts? The Joint Distributions of Real Estate and Equity Markets," Real Estate & Planning Working Papers rep-wp2005-16, Henley Business School, Reading University. [Downloadable!]
    2. Jeff Fisher & David Geltner & Henry Pollakowski, 2007. "A Quarterly Transactions-based Index of Institutional Real Estate Investment Performance and Movements in Supply and Demand," The Journal of Real Estate Finance and Economics, Springer, vol. 34(1), pages 5-33, January. [Downloadable!] (restricted)
    3. Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2008. "The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 36(2), pages 183-206, February. [Downloadable!] (restricted)
       Other versions:
       • Martin Hoesli & Colin Lizieri & Bryan MacGregor, . "The Inflation Hedging Characteristics of US and UK Investments: A Multifactor Error Correction Approach," Swiss Finance Institute Research Paper Series 06-04, Swiss Finance Institute. [Downloadable!]
       • Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2006. "The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach," Real Estate & Planning Working Papers rep-wp2006-01, Henley Business School, Reading University. [Downloadable!]
    4. Steven H. Ott & Timothy J. Riddiough & Ha-Chin Yi, 2008. "On Demand: Cross-Country Evidence From Commercial Real Estate Asset Markets," International Real Estate Review, Asian Real Estate Society, vol. 11(1), pages 1-37. [Downloadable!]
    5. Robert Edelstein & Daniel Quan, 2006. "How Does Appraisal Smoothing Bias Real Estate Returns Measurement?," The Journal of Real Estate Finance and Economics, Springer, vol. 32(1), pages 41-60, February. [Downloadable!] (restricted)
    6. Shaun A. Bond & Soosung Hwang & Gianluca Marcato, 2006. "An Analysis of Commercial Real Estate Returns: Is there a Smoothing Puzzle?," Real Estate & Planning Working Papers rep-wp2006-17, Henley Business School, Reading University. [Downloadable!]
    7. Joseph L. Pagliari, Jr. & James R. Webb & Todd A. Canter & Frederich Lieblich, 1997. "A Fundamental Comparison of International Real Estate Returns," Journal of Real Estate Research, American Real Estate Society, vol. 13(3), pages 317-348. [Downloadable!]
    8. Richard A. Graff & Michael S. Young, 1997. "Serial Persistence in Equity REIT Returns," Journal of Real Estate Research, American Real Estate Society, vol. 14(3), pages 183-214. [Downloadable!]
    9. Simon Stevenson, 2000. "International Real Estate Diversification: Empirical Tests using Hedged Indices," Journal of Real Estate Research, American Real Estate Society, vol. 19(1), pages 105-131. [Downloadable!]

12. Ko Wang & John Erickson, 1997. "The Stock Performance of Securitized Real Estate and Master Limited Partnerships," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 25(2), pages 295-319. [Downloadable!] (restricted)

    Cited by:

    1. Su Han Chan & Wai Kin Leung & Ko Wang, 1998. "Institutional Investment in REITs: Evidence and Implications," Journal of Real Estate Research, American Real Estate Society, vol. 16(3), pages 357-374. [Downloadable!]
    2. Joseph T.L. Ooi & Kim-Hiang Liow, 2004. "Risk-Adjusted Performance of Real Estate Stocks: Evidence From Developing Markets," Journal of Real Estate Research, American Real Estate Society, vol. 26(4), pages 371-396. [Downloadable!]

13. Wang, Ko & Li, Yuming & Erickson, John, 1997. " A New Look at the Monday Effect," Journal of Finance, American Finance Association, vol. 52(5), pages 2171-86, December. [Downloadable!] (restricted)

    Cited by:

    1. Anirut Pisedtasalasai & Abeyratna Gunasekarage, 2007. "Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia," Asia-Pacific Financial Markets, Springer, vol. 14(4), pages 277-297, December. [Downloadable!] (restricted)
    2. J. Michael Pinegar, 2002. "Losing Sleep at the Market: Comment," American Economic Review, American Economic Association, vol. 92(4), pages 1251-1256, September. [Downloadable!]
    3. Andrew Worthington, 2003. "Losing sleep at the market: An empirical note on the daylight saving anomaly in Australia," School of Economics and Finance Discussion Papers and Working Papers Series 146, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
    4. Peter Hansen & Asger Lunde, 2003. "Testing the Significance of Calendar Effects," Working Papers 2003-03, Brown University, Department of Economics. [Downloadable!]
       Other versions:
       • Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2005. "Testing the significance of calendar effects," Working Paper 2005-02, Federal Reserve Bank of Atlanta. [Downloadable!]
    5. Anthony Gu, 2004. "The Reversing Weekend Effect: Evidence from the U.S. Equity Markets," Review of Quantitative Finance and Accounting, Springer, vol. 22(1), pages 5-14, January. [Downloadable!] (restricted)
    6. Ryan Sullivan & Allan Timmermann & Halbert White, 1998. "Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," University of California at San Diego, Economics Working Paper Series 1998-16, Department of Economics, UC San Diego. [Downloadable!]
       Other versions:
       • Ryan Sullivan & Allan Timmermann & Halbert White, 1998. "Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," University of California at San Diego, Economics Working Paper Series 98-16, Department of Economics, UC San Diego. [Downloadable!]
    7. Paul B. McGuinness, 2006. "'Turn-of the-month’ return effects for small cap Hong Kong stocks," Applied Economics Letters, Taylor and Francis Journals, vol. 13(14), pages 891-898, November. [Downloadable!] (restricted)
    8. Al-Rjoub, Samer & Hassan, M. Kabir & Varela, Oscar Albert, 2003. "January reversal in the US weekend effect," Working Papers 2003-05, University of New Orleans, Department of Economics and Finance. [Downloadable!]
    9. Oded Galor & Omer Moav & Dietrich Vollrath, 2004. "Land Inequality and the Origin of Divergence and Overtaking in the Growth Process: Theory and Evidence," Working Papers 2003-04, Brown University, Department of Economics. [Downloadable!]
       Other versions:
       • Galor, Oded & Moav, Omer & Vollrath, Dietrich, 2003. "Land Inequality and the Origin of Divergence and Overtaking in the Growth Process: Theory and Evidence," CEPR Discussion Papers 3817, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
       • Oded Galor & Omer Moav, 2005. "Land Inequality and the Origin of Divergence and Overtaking in the Growth Process: Theory and Evidence," 2005 Meeting Papers 24, Society for Economic Dynamics. [Downloadable!]

14. Tsong-Yue Lai & Ko Wang, 1996. "Comparing the Accuracy of the Minimum-Variance Grid Method to Multiple Regression in Appraised Value Estimates," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 24(4), pages 531-549. [Downloadable!] (restricted)

    Cited by:

    1. George H. Lentz & Ko Wang, 1998. "Residential Appraisal and the Lending Process: A Survey of Issues," Journal of Real Estate Research, American Real Estate Society, vol. 15(1), pages 11-40. [Downloadable!]

15. Ko Wang & John Erickson & Su Han Chan, 1995. "Does the REIT Stock Market Resemble the General Stock Market?," Journal of Real Estate Research, American Real Estate Society, vol. 10(4), pages 445-460. [Downloadable!]

    Cited by:

    1. Su Han Chan & Wai Kin Leung & Ko Wang, 1998. "Institutional Investment in REITs: Evidence and Implications," Journal of Real Estate Research, American Real Estate Society, vol. 16(3), pages 357-374. [Downloadable!]

16. Yuming Li & Ko Wang, 1995. "The Predictability of REIT Returns and Market Segmentatio," Journal of Real Estate Research, American Real Estate Society, vol. 10(4), pages 471-482. [Downloadable!]

    Cited by:

    1. James E. Payne & Hassan Mohammadi, 2004. "The transmission of shocks across real estate investment trust (REIT) markets," Applied Financial Economics, Taylor and Francis Journals, vol. 14(17), pages 1211-1217, November. [Downloadable!] (restricted)
    2. Su Han Chan & Wai Kin Leung & Ko Wang, 1998. "Institutional Investment in REITs: Evidence and Implications," Journal of Real Estate Research, American Real Estate Society, vol. 16(3), pages 357-374. [Downloadable!]
    3. James E. Payne, 2003. "Shocks to macroeconomic state variables and the risk premium of REITs," Applied Economics Letters, Taylor and Francis Journals, vol. 10(11), pages 671-677, September. [Downloadable!] (restricted)
    4. Michael Cooper & David H. Downs, 1999. "Real Estate Securities and a Filter-based, Short-term Trading Strategy," Journal of Real Estate Research, American Real Estate Society, vol. 18(2), pages 313-334. [Downloadable!]
    5. Simon Stevenson, 2002. "Momentum Effects and Mean Reversion in Real Estate Securities," Journal of Real Estate Research, American Real Estate Society, vol. 23(1/2), pages 47-64. [Downloadable!]
    6. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2006. "Investing for the long-run in European real estate," Working Papers 2006-028, Federal Reserve Bank of St. Louis. [Downloadable!]
       Other versions:
       • Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2007. "Investing for the Long-run in European Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 34(1), pages 35-80, January. [Downloadable!] (restricted)
    7. Cotter, John & Stevenson, Simon, 2004. "Uncovering Volatility Dynamics in Daily REIT Returns," MPRA Paper 3533, University Library of Munich, Germany, revised 2005. [Downloadable!]
    8. Jaroslaw Morawski & Heinz Rehkugler & Roland Füss, 2008. "The nature of listed real estate companies: property or equity market?," Financial Markets and Portfolio Management, Springer, vol. 22(2), pages 101-126, June. [Downloadable!] (restricted)
    9. Cotter, John & Stevenson, Simon, 2005. "Multivariate Modeling of Daily REIT Volatility," MPRA Paper 3524, University Library of Munich, Germany. [Downloadable!]
       Other versions:
       • John Cotter & Simon Stevenson, 2006. "Multivariate Modeling of Daily REIT Volatility," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 305-325, May. [Downloadable!] (restricted)
    10. James E. Payne, 2006. "The response of sub-sector REIT returns to shocks in fundamental state variables," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(2), pages 71-75, March. [Downloadable!] (restricted)
    11. Edward Nelling & Joseph Gyourko, 1998. "The Predictability of Equity REIT Returns," Journal of Real Estate Research, American Real Estate Society, vol. 16(3), pages 251-268. [Downloadable!]

17. Ko Wang & John Erickson & George Gau & Su Han Chan, 1995. "Market Microstructure and Real Estate Returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 23(1), pages 85-100. [Downloadable!] (restricted)

    Cited by:

    1. Su Han Chan & Wai Kin Leung & Ko Wang, 1998. "Institutional Investment in REITs: Evidence and Implications," Journal of Real Estate Research, American Real Estate Society, vol. 16(3), pages 357-374. [Downloadable!]
    2. Scott D. Below & Joseph K. Kiely & Willard McIntosh, 1996. "REIT Pricing Efficiency; Should Investors Still Be Concerned?," Journal of Real Estate Research, American Real Estate Society, vol. 12(3), pages 397-412. [Downloadable!]
    3. Jonathan Wiley & Leonard Zumpano, 2009. "Institutional Investment and the Turn-of-the-Month Effect: Evidence from REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 39(2), pages 180-201, August. [Downloadable!] (restricted)
    4. Erik Devos & Seow Ong & Andrew Spieler, 2007. "Analyst Activity and Firm Value: Evidence from the REIT Sector," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 333-356, October. [Downloadable!] (restricted)
    5. Benjamas Jirasakuldech & Robert Campbell & John Knight, 2006. "Are There Rational Speculative Bubbles in REITs?," The Journal of Real Estate Finance and Economics, Springer, vol. 32(2), pages 105-127, March. [Downloadable!] (restricted)
    6. James Payne & George Waters, 2007. "Have Equity REITs Experienced Periodically Collapsing Bubbles?," The Journal of Real Estate Finance and Economics, Springer, vol. 34(2), pages 207-224, February. [Downloadable!] (restricted)
    7. Benjamas Jirasakuldech & Robert Campbell & Riza Emekter, 2009. "Conditional Volatility of Equity Real Estate Investment Trust Returns: A Pre- and Post-1993 Comparison," The Journal of Real Estate Finance and Economics, Springer, vol. 38(2), pages 137-154, February. [Downloadable!] (restricted)
    8. Yuming Li & Ko Wang, 1995. "The Predictability of REIT Returns and Market Segmentatio," Journal of Real Estate Research, American Real Estate Society, vol. 10(4), pages 471-482. [Downloadable!]
    9. Scott D. Below & Joseph K. Kiely & Willard McIntosh, 1995. "An Examination of Informed Traders and the Market Microstructure of Real Estate Investment Trusts," Journal of Real Estate Research, American Real Estate Society, vol. 10(3), pages 335-361. [Downloadable!]

18. Chan, Su Han & Gau, George W. & Wang, Ko, 1995. "Stock Market Reaction to Capital Investment Decisions: Evidence from Business Relocations," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 30(01), pages 81-100, March. [Downloadable!]

    Cited by:

    1. Martha A. O’Mara, 1999. "Strategic Drivers of Location Decisions for Information-Age Companies," Journal of Real Estate Research, American Real Estate Society, vol. 17(3), pages 365-386. [Downloadable!]
    2. Edward Jones & Jo Danbolt & Ian Hirst, 2004. "Company investment announcements and the market value of the firm," European Journal of Finance, Taylor and Francis Journals, vol. 10(5), pages 437-452, October. [Downloadable!] (restricted)
    3. Hugh O. Nourse & Stephen E. Roulac & Stellan Lundstrom, 1993. "Linking Real Estate Decisions to Corporate Strategy," Journal of Real Estate Research, American Real Estate Society, vol. 8(4), pages 475-494. [Downloadable!]
    4. Chris Manning & Mauricio Rodriguez & Chinmoy Ghosh, 1999. "Devising a Corporate Facility Location Strategy to Maximize Shareholder Wealth," Journal of Real Estate Research, American Real Estate Society, vol. 17(3), pages 321-340. [Downloadable!]
    5. Chris Manning & Stephen E. Roulac, 2001. "Lessons from the Past and Future Directions for Corporate Real Estate Research," Journal of Real Estate Research, American Real Estate Society, vol. 22(1/2), pages 7-58. [Downloadable!]
    6. Joseph S. Rabianski & James R. DeLisle & Neil G. Carn, 2001. "Corporate Real Estate Site Selection: A Community-Specific Information Framework," Journal of Real Estate Research, American Real Estate Society, vol. 22(1/2), pages 165-198. [Downloadable!]
    7. Stephen E. Roulac, 2001. "Corporate Property Strategy is Integral to Corporate Business Strategy," Journal of Real Estate Research, American Real Estate Society, vol. 22(1/2), pages 129-152. [Downloadable!]

19. Gau, George W & Wang, Ko, 1994. "The Tax-Induced Holding Periods of Real Estate Investors: Theory and Empirical Evidence," The Journal of Real Estate Finance and Economics, Springer, vol. 8(1), pages 71-85, January.

    Cited by:

    1. Winston T.H. Koh & Edward H.K. Ng, 2005. "Investing in Real Estate: Mortgage Financing Practices and Optimal Holding Period," Working Papers 03-2005, Singapore Management University, School of Economics. [Downloadable!]
       Other versions:
       • Winston T.H. Koh & Edward H.K. Ng, 2004. "Investing in Real Estate: Mortgage Financing Practices and Optimal Holding Period," International Real Estate Review, Asian Real Estate Society, vol. 7(1), pages 71-97. [Downloadable!]
    2. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2007. "Optimal Holding Period for a Real Estate Portfolio," ESSEC Working Papers DR 07008, ESSEC Research Center, ESSEC Business School. [Downloadable!]

20. Ko Wang & John Erickson & George W. Gau, 1993. "Dividend Policies and Dividend Announcement Effects for Real Estate Investment Trusts," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 21(2), pages 185-201. [Downloadable!] (restricted)

    Cited by:

    1. Su Han Chan & Wai Kin Leung & Ko Wang, 1998. "Institutional Investment in REITs: Evidence and Implications," Journal of Real Estate Research, American Real Estate Society, vol. 16(3), pages 357-374. [Downloadable!]
    2. Mine Ertugrul & Özcan Sezer & C. Sirmans, 2008. "Financial Leverage, CEO Compensation,and Corporate Hedging: Evidence from Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, vol. 36(1), pages 53-80, January. [Downloadable!] (restricted)
    3. Jonathan Wiley & Leonard Zumpano, 2009. "Institutional Investment and the Turn-of-the-Month Effect: Evidence from REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 39(2), pages 180-201, August. [Downloadable!] (restricted)
    4. William Hardin & Michael Highfield & Matthew Hill & G. Kelly, 2009. "The Determinants of REIT Cash Holdings," The Journal of Real Estate Finance and Economics, Springer, vol. 39(1), pages 39-57, July. [Downloadable!] (restricted)
    5. Zhilan Feng & Chinmoy Ghosh & C. Sirmans, 2007. "CEO Involvement in Director Selection: Implications for REIT Dividend Policy," The Journal of Real Estate Finance and Economics, Springer, vol. 35(4), pages 385-410, November. [Downloadable!] (restricted)
    6. William Hardin & Kartono Liano & Gow-Cheng Huang, 2005. "REIT Stock Splits and Market Efficiency," The Journal of Real Estate Finance and Economics, Springer, vol. 30(3), pages 297-315, April. [Downloadable!] (restricted)

21. George W. Gau & Tsong-Yue Lai & Ko Wang, 1992. "Optimal Comparable Selection and Weighting in Real Property Valuation: An Extension," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 20(1), pages 107-123. [Downloadable!] (restricted)

    Cited by:

    1. R. Kelley Pace, 1998. "Total Grid Estimation," Journal of Real Estate Research, American Real Estate Society, vol. 15(1), pages 101-114. [Downloadable!]
    2. George H. Lentz & Ko Wang, 1998. "Residential Appraisal and the Lending Process: A Survey of Issues," Journal of Real Estate Research, American Real Estate Society, vol. 15(1), pages 11-40. [Downloadable!]
    3. Donald R. Epley, 1997. "A Note on the Optimal Selection and Weighting of Comparable Properties," Journal of Real Estate Research, American Real Estate Society, vol. 14(2), pages 175-182. [Downloadable!]
    4. James A. Bryant & Donald R. Epley, 1998. "Cancerphobia: Electromagnetic Fields and Their Impact on Residential Loan Values," Journal of Real Estate Research, American Real Estate Society, vol. 15(1), pages 115-129. [Downloadable!]

22. Terry V. Grissom & Ko Wang & James R. Webb, 1992. "The Spatial Equilibrium of Intra-Regional Rates of Return and the Implications for Real Estate Portfolio Diversification," Journal of Real Estate Research, American Real Estate Society, vol. 7(1), pages 59-72. [Downloadable!]

    Cited by:

    1. Mark G. Dotzour & Terry V. Grissom & Crocker H. Liu & Thomas Pearson, 1990. "Highest and Best Use: The Evolving Paradigm," Journal of Real Estate Research, American Real Estate Society, vol. 5(1), pages 17-32. [Downloadable!]

23. Tsong-Yue Lai & Ko Wang & Su Han Chan & Daniel C. Lee, 1992. "A Note on Optimal Portfolio Selection and Diversification Benefits with a Short Sale Restriction on Real Estate Assets," Journal of Real Estate Research, American Real Estate Society, vol. 7(4), pages 493-501. [Downloadable!]

    Cited by:

    1. Solange M. Berstein & Rómulo A. Chumacero, 2003. "Quantifying the Costs of Investment Limits for Chilean Pension Funds," Working Papers Central Bank of Chile 248, Central Bank of Chile. [Downloadable!]
       Other versions:
       • Solange M. Berstein & Rómulo A. Chumacero, 2006. "Quantifying the costs of investment limits for Chilean pension funds," Fiscal Studies, Institute for Fiscal Studies, vol. 27(1), pages 99-123, March.

24. Wang, Ko & Chan, Su Han & Gau, George W., 1992. "Initial public offerings of equity securities *1: Anomalous evidence using REITs," Journal of Financial Economics, Elsevier, vol. 31(3), pages 381-410, June. [Downloadable!] (restricted)

    Cited by:

    1. Su Han Chan & Wai Kin Leung & Ko Wang, 1998. "Institutional Investment in REITs: Evidence and Implications," Journal of Real Estate Research, American Real Estate Society, vol. 16(3), pages 357-374. [Downloadable!]
    2. Kenbata Bangassa, 2000. "Performance Of The UK Investment Trust IPO's," Research Papers 2000_20, University of Liverpool Management School. [Downloadable!]
    3. Kathleen Weiss Hanley & Charles Lee & Paul Seguin, 1995. "The Marketing of Closed-End Fund IPOs," Center for Financial Institutions Working Papers 94-21, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    4. Scott D. Below & Joseph K. Kiely & Willard McIntosh, 1996. "REIT Pricing Efficiency; Should Investors Still Be Concerned?," Journal of Real Estate Research, American Real Estate Society, vol. 12(3), pages 397-412. [Downloadable!]
    5. Su H. Chan & Mark H. Stohs & Ko Wang, 2001. "Are Real Estate IPOs a Different Species? Evidence from Hong Kong IPOs," Journal of Real Estate Research, American Real Estate Society, vol. 21(3), pages 337-356. [Downloadable!]
    6. Marc C. Chopin & Ross N. Dickens & Roger M. Shelor, 1995. "An Empirical Examination of Compensation of REIT Managers," Journal of Real Estate Research, American Real Estate Society, vol. 10(3), pages 263-278. [Downloadable!]
    7. Hsuan-Chi Chen & Chiuling Lu, 2006. "How Much Do REITs Pay for Their IPOs?," The Journal of Real Estate Finance and Economics, Springer, vol. 33(2), pages 105-125, September. [Downloadable!] (restricted)
    8. William Dimovski & Robert Brooks, 2006. "The Pricing of Property Trust IPOs in Australia," The Journal of Real Estate Finance and Economics, Springer, vol. 32(2), pages 185-199, March. [Downloadable!] (restricted)
    9. Joseph T.L. Ooi & James R. Webb & Dingding Zhou, 2007. "Extrapolation Theory and the Pricing of REIT Stocks," Journal of Real Estate Research, American Real Estate Society, vol. 29(1), pages 27-56. [Downloadable!]
    10. Scott D. Below & Joseph K. Kiely & Willard McIntosh, 1995. "An Examination of Informed Traders and the Market Microstructure of Real Estate Investment Trusts," Journal of Real Estate Research, American Real Estate Society, vol. 10(3), pages 335-361. [Downloadable!]

25. Wang, Ko & Grissom, Terry V. & Webb, James R. & Spellman, Lewis, 1991. "The impact of rental properties on the value of single-family residences," Journal of Urban Economics, Elsevier, vol. 30(2), pages 152-166, September. [Downloadable!] (restricted)

    Cited by:

    1. Thomas M. Springer & Neil G. Waller, 1996. "Maintenance of Residential Rental Property: An Empirical Analysis," Journal of Real Estate Research, American Real Estate Society, vol. 12(1), pages 89-100. [Downloadable!]
    2. George H. Lentz & Ko Wang, 1998. "Residential Appraisal and the Lending Process: A Survey of Issues," Journal of Real Estate Research, American Real Estate Society, vol. 15(1), pages 11-40. [Downloadable!]
    3. John A. Kilpatrick & Ronald C. Throupe & John I. Carruthers & Andrew Krause, 2007. "The Impact of Transit Corridors on Residential Property Values," Journal of Real Estate Research, American Real Estate Society, vol. 29(3), pages 303-320. [Downloadable!]
    4. Su Han Chan & Shin-Hering Michelle Chu & George H. Lentz & Ko Wang, 1998. "Intra-Project Externality and Layout Variables in Residential Condominium Appraisals," Journal of Real Estate Research, American Real Estate Society, vol. 15(2), pages 131-146. [Downloadable!]
    5. Janmaat, John A, 2007. "Factors Affecting Residential Property Values in a Small Historic Canadian University Town," MPRA Paper 6145, University Library of Munich, Germany. [Downloadable!]

26. George W. Gau & Ko Wang, 1990. "A Further Examination of Appraisal Data and the Potential Bias in Real Estate Return Indexes," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 18(1), pages 40-48. [Downloadable!] (restricted)

    Cited by:

    1. Waldo L. Born & Stephen A. Pyhrr, 1994. "Real Estate Valuation: The Effect of Market and Property Cycles," Journal of Real Estate Research, American Real Estate Society, vol. 9(4), pages 455-486. [Downloadable!]
    2. Richard D. Evans, 1990. "A Transfer Function Analysis of Real Estate Capitalization Rates," Journal of Real Estate Research, American Real Estate Society, vol. 5(3), pages 371-380. [Downloadable!]
    3. William B. Brueggeman & A.H. Chen & T.G. Thibodeau, 1992. "Some Additional Evidence on the Performance of Commingled Real Estate Investment Funds," Journal of Real Estate Research, American Real Estate Society, vol. 7(4), pages 433-448. [Downloadable!]
    4. Mukesh K. Chaudhry & Rohan A. Christie-David & William H. Sackley, 1999. "Long-Term Structural Price Relationships in Real Estate Markets," Journal of Real Estate Research, American Real Estate Society, vol. 18(2), pages 335-354. [Downloadable!]
    5. Stanley D. Smith & Larry R. Woodward & Craig T. Schulman, 2000. "The Effect of the Tax Reform Act of 1986 and Overbuilt Markets on Commercial Office Property Values," Journal of Real Estate Research, American Real Estate Society, vol. 19(3), pages 301-320. [Downloadable!]
    6. Stanley D. Smith & Larry R. Woodward, 1996. "The Effect of the Tax Reform Act of 1986 and Regional Economies on Apartment Values," Journal of Real Estate Research, American Real Estate Society, vol. 11(3), pages 259-276. [Downloadable!]
    7. G. Donald Jud & John D. Benjamin & G. Stacy Sirmans, 1996. "What Do We Know about Apartments and Their Markets?," Journal of Real Estate Research, American Real Estate Society, vol. 11(3), pages 243-258. [Downloadable!]

27. George W. Gau & Ko Wang, 1990. "Capital Structure Decisions in Real Estate Investment," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 18(4), pages 501-521. [Downloadable!] (restricted)

    Cited by:

    1. Winston T.H. Koh & Edward H.K. Ng, 2005. "Investing in Real Estate: Mortgage Financing Practices and Optimal Holding Period," Working Papers 03-2005, Singapore Management University, School of Economics. [Downloadable!]
       Other versions:
       • Winston T.H. Koh & Edward H.K. Ng, 2004. "Investing in Real Estate: Mortgage Financing Practices and Optimal Holding Period," International Real Estate Review, Asian Real Estate Society, vol. 7(1), pages 71-97. [Downloadable!]

28. Ko Wang & Terry V. Grissom & Su Han Chan, 1990. "The Functional Relationships and Use of Going-In and Going-Out Capitalization Rates," Journal of Real Estate Research, American Real Estate Society, vol. 5(2), pages 231-246. [Downloadable!]

    Cited by:

    1. G. Donald Jud & Daniel T. Winkler, 1995. "The Capitalization Rate of Commercial Properties and Market Returns," Journal of Real Estate Research, American Real Estate Society, vol. 10(5), pages 509-518. [Downloadable!]

This page was last updated on 2009-11-24.