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Kim Hiang Liow

Personal Details

First Name:Kim
Middle Name:Hiang
Last Name:Liow
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RePEc Short-ID:pli814
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http://courses.nus.edu.sg/courses/rstlkh/index.htm

Affiliation

Department of Real Estate
National University of Singapore (NUS)

Singapore, Singapore
http://www.rst.nus.edu.sg/
RePEc:edi:drnussg (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Kim Hiang Liow, 2012. "Volatility interdependence in European securitised real estate markets: who is the most influential?," ERES eres2012_020, European Real Estate Society (ERES).
  2. Kim Hiang Liow, 2012. "Convergence dynamics in international real estate securities markets," ERES eres2012_029, European Real Estate Society (ERES).
  3. Liow, Kim Hiang & Schindler, Felix, 2011. "An assessment of the relationship between public real estate markets and stock markets at the local, regional, and global levels," ZEW Discussion Papers 11-056, ZEW - Leibniz Centre for European Economic Research.
  4. Kim Hiang Liow, 2010. "Is There A Common Trend In Securitized Real Estate Market Correlations With The Regional Stock Market And The World Stock Market?," ERES eres2010_103, European Real Estate Society (ERES).
  5. Kim Hiang Liow & Alastair Adair, 2010. "Performance Dynamics And Diversification Benefits Of European Property Securities," ERES eres2010_104, European Real Estate Society (ERES).
  6. Ingrid Nappi-Choulet & Kim Hiang Liow, 2008. "A combined perspective of corporate real estate," Post-Print hal-00629226, HAL.
  7. Kim-Hiang Liow & Ooi Joseph, 2003. "Return and Volatility Spill overs in Securitised Real Estate Markets," ERES eres2003_203, European Real Estate Society (ERES).
  8. Linda Tay & Liow Kim-Hiang & Ooi Joseph, 2003. "Corporate real estate performance: A data-driven analysis," ERES eres2003_270, European Real Estate Society (ERES).
  9. Joseph Ooi & Liow Kim-Hiang, 2003. "Financial Structure of Real Estate Corporations: Some International Evidence," ERES eres2003_236, European Real Estate Society (ERES).
  10. Kim Hiang Liow, 2000. "Is Corporate Real Estate Priced In The Stock Market?," ERES eres2000_050, European Real Estate Society (ERES).
  11. Liow Kim Hiang, 1995. "Capital Market Theory and Real Estate Asset Valuation - Some Issues and Research Implications," ERES eres1995_157, European Real Estate Society (ERES).

Articles

  1. Liow, Kim Hiang & Song, Jeongseop, 2020. "Dynamic interdependence of ASEAN5 with G5 stock markets," Emerging Markets Review, Elsevier, vol. 45(C).
  2. Huang, Yuting & Li, Qiang & Liow, Kim Hiang & Zhou, Xiaoxia, 2020. "Is Housing the Business Cycle? A Multiresolution Analysis for OECD Countries," Journal of Housing Economics, Elsevier, vol. 49(C).
  3. KimHiang Liow & Xiaoxia Zhou & Qiang Li & Yuting Huang, 2019. "Dynamic interdependence between the US and the securitized real estate markets of the Asian-Pacific economies," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 37(1), pages 92-117, January.
  4. Kim Hiang Liow & Yuting Huang & Jeongseop Song, 2019. "Who Influences the Asian–Pacific Real Estate Markets: The US, Japan or China?," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 27(6), pages 50-78, November.
  5. Kim Hiang Liow & Xiaoxia Zhou & Qiang Li & Yuting Huang, 2019. "Co-movement between the US and the securitised real estate markets of the Asian-Pacific economies," Journal of Property Research, Taylor & Francis Journals, vol. 36(1), pages 27-58, January.
  6. Liow, Kim Hiang & Huang, Yuting & Song, Jeonseop, 2019. "Relationship between the United States housing and stock markets: Some evidence from wavelet analysis," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
  7. Kim Hiang Liow & Xiaoxia Zhou & Qiang Li & Yuting Huang, 2019. "Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence," JRFM, MDPI, vol. 12(1), pages 1-23, January.
  8. Kim Hiang Liow & Yuting Huang & Kai Li Heng, 2019. "Relationship between Foreign Macroeconomic Conditions and Asian-Pacific Public Real Estate Markets: The Relative Influence of the US and China," IJFS, MDPI, vol. 7(4), pages 1-28, October.
  9. Liow, Kim Hiang & Huang, Yuting, 2018. "The dynamics of volatility connectedness in international real estate investment trusts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 195-210.
  10. Kim Hiang LIOW & Sherry YEO, 2018. "Dynamic Relationships between Price and Net Asset Value for Asian Real Estate Stocks," IJFS, MDPI, vol. 6(1), pages 1-17, March.
  11. Kim Hiang Liow & Qing Ye, 2018. "Regime dependent volatilities and correlation in international securitized real estate markets," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(3), pages 457-487, August.
  12. Liow, Kim Hiang & Liao, Wen-Chi & Huang, Yuting, 2018. "Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty," Economic Modelling, Elsevier, vol. 68(C), pages 96-116.
  13. Kim Hiang Liow & Felix Schindler, 2017. "Linkages between office markets in Europe: a volatility spillover perspective," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 35(1), pages 3-25, February.
  14. Kim Hiang LIOW & Qing YE, 2017. "Switching Regime Beta Analysis of Global Financial Crisis: Evidence from International Public Real Estate Markets," Journal of Real Estate Research, American Real Estate Society, vol. 39(1), pages 127-164.
  15. Kim Hiang Liow & Shao Yue Angela, 2017. "Return and co-movement of major public real estate markets during global financial crisis," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 35(5), pages 489-508, August.
  16. KimHiang Liow, 2016. "Global financial crisis and cyclical co-movements of Asian financial markets," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 34(5), pages 465-495, August.
  17. Liow, Kim Hiang & Newell, Graeme, 2016. "Real estate global beta and spillovers: An international study," Economic Modelling, Elsevier, vol. 59(C), pages 297-313.
  18. Kim Hiang Liow, 2015. "Risk-return convergence in international public property markets," Journal of Property Research, Taylor & Francis Journals, vol. 32(1), pages 1-32, March.
  19. Kim Hiang Liow & Xiaoxia Zhou & Qing Ye, 2015. "Correlation Dynamics and Determinants in International Securitized Real Estate Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(3), pages 537-585, September.
  20. Liow, Kim Hiang, 2015. "Volatility spillover dynamics and relationship across G7 financial markets," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 328-365.
  21. Kim Hiang Liow & Qing Ye, 2014. "Switching volatility and cross-market linkages in public property markets," Journal of Property Research, Taylor & Francis Journals, vol. 31(4), pages 287-314, December.
  22. Kim Hiang Liow, 2014. "The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 32(6), pages 610-641, August.
  23. Kim Liow & Wei Chen, 2013. "Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets?," The Journal of Real Estate Finance and Economics, Springer, vol. 47(2), pages 370-390, August.
  24. Kwame Addae-Dapaah & James R. Webb & David Kim Hin Ho & Kim Hiang Liow, 2013. "Value versus Growth International Real Estate Investment," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 41(1), pages 65-101, March.
  25. Kim Hiang Liow & Graeme Newell, 2012. "Investment Dynamics of the Greater China Securitized Real Estate Markets," Journal of Real Estate Research, American Real Estate Society, vol. 34(3), pages 399-428.
  26. Kim Hiang Liow, 2012. "Co‐movements and Correlations Across Asian Securitized Real Estate and Stock Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(1), pages 97-129, March.
  27. Kim Liow & Zhiwei Chen & Jingran Liu, 2011. "Multiple Regimes and Volatility Transmission in Securitized Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 42(3), pages 295-328, April.
  28. Liow, Kim Hiang & Addae-Dapaah, Kwame, 2010. "Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts," Journal of Housing Economics, Elsevier, vol. 19(3), pages 205-218, September.
  29. Kim Liow & Muhammad Ibrahim, 2010. "Volatility Decomposition and Correlation in International Securitized Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 40(2), pages 221-243, February.
  30. Kim Hiang Liow, 2010. "Integration among USA, UK, Japanese and Australian securitised real estate markets: an empirical exploration," Journal of Property Research, Taylor & Francis Journals, vol. 27(4), pages 289-308, February.
  31. Kim Hiang Liow, 2009. "Firm value, growth, profitability and capital structure of listed real estate companies: an international perspective," Journal of Property Research, Taylor & Francis Journals, vol. 27(2), pages 119-146, November.
  32. Liow Kim Hiang & Seow Eng Ong, 2009. "Editorial," Journal of Property Research, Taylor & Francis Journals, vol. 26(4), pages 281-282, December.
  33. Kim Hiang Liow & Alastair Adair, 2009. "Do Asian real estate companies add value to investment portfolio?," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 27(1), pages 42-64, February.
  34. Graeme Newell & Chau Kwong Wing & Wong Siu Kei & Liow Kim Hiang, 2009. "The significance and performance of property securities markets in the Asian IFCs," Journal of Property Research, Taylor & Francis Journals, vol. 26(2), pages 125-148, October.
  35. Shi Ming Yu & Kim Hiang Liow, 2009. "Do retail firms benefit from real estate ownership?," Journal of Property Research, Taylor & Francis Journals, vol. 26(1), pages 25-60, February.
  36. Liow, Kim Hiang & Webb, James R., 2009. "Common factors in international securitized real estate markets," Review of Financial Economics, Elsevier, vol. 18(2), pages 80-89, April.
  37. Kim Liow & Kim Ho & Muhammad Ibrahim & Ziwei Chen, 2009. "Correlation and Volatility Dynamics in International Real Estate Securities Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 39(2), pages 202-223, August.
  38. Kim Liow, 2009. "Long-term Memory in Volatility: Some Evidence from International Securitized Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 39(4), pages 415-438, November.
  39. Kim Hiang Liow, 2008. "Extreme returns and value at risk in international securitized real estate markets," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 26(5), pages 418-446, August.
  40. Kim Hiang Liow, 2008. "Financial Crisis and Asian Real Estate Securities Market Interdependence: Some Additional Evidence," Journal of Property Research, Taylor & Francis Journals, vol. 25(2), pages 127-155, November.
  41. Kim Hiang Liow & James R. Webb, 2008. "Nonlinear Return Dependence in Major Real Estate Markets," Journal of Property Research, Taylor & Francis Journals, vol. 25(4), pages 285-319, December.
  42. Kim Hiang Liow, 2007. "Cycles and common cycles in real estate markets," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 3(3), pages 287-305, July.
  43. K.H. Liow & H. Zhu, 2007. "Regime switching and asset allocation," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 25(3), pages 274-288, May.
  44. Kim Hiang Liow, 2006. "The Dynamics of Return Volatilty and Systematic Risk in International Real Estate Security Markets," Journal of Property Research, Taylor & Francis Journals, vol. 24(1), pages 1-29, November.
  45. Kim Hiang Liow & Lanz C. W. J. Chan, 2005. "Co‐skewness and Co‐kurtosis in Global Real Estate Securities," Journal of Property Research, Taylor & Francis Journals, vol. 22(2-3), pages 163-203, June.
  46. Kim Liow & Haishan Yang, 2005. "Long-Term Co-Memories and Short-Run Adjustment: Securitized Real Estate and Stock Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 31(3), pages 283-300, November.
  47. Kim Hiang Liow, 2004. "Corporate Real Estate and Stock Market Performance," The Journal of Real Estate Finance and Economics, Springer, vol. 29(1), pages 119-140, July.
  48. 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.
  49. Liow, Kim Hiang, 2003. "Property Company Stock Price and Net Asset Value: A Mean Reversion Perspective," The Journal of Real Estate Finance and Economics, Springer, vol. 27(2), pages 235-255, September.
  50. Kim Hiang Liow & Joseph Ooi & Loke Kiat Wang, 2003. "Interest rate sensitivity and risk premium of property stocks," Journal of Property Research, Taylor & Francis Journals, vol. 20(2), pages 117-132, January.
  51. Gerald Brown & Kim Hiang Liow, 2001. "Cyclical relationship between commercial real estate and property stock prices," Journal of Property Research, Taylor & Francis Journals, vol. 18(4), pages 309-320.
  52. Liow Kim Hiang, 2001. "Real estate and corporate valuation: an asset pricing perspective," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 22(7), pages 355-368.
  53. Kim Hiang Liow, 2000. "The dynamics of the Singapore commercial property market," Journal of Property Research, Taylor & Francis Journals, vol. 17(4), pages 279-291.
    RePEc:taf:apfiec:v:16:y:2006:i:5:p:371-376 is not listed on IDEAS
    RePEc:taf:ijspmg:v:10:y:2006:i:2:p:93-111 is not listed on IDEAS

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-URE: Urban and Real Estate Economics (1) 2011-10-09

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