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Publications

by alumni of

University of Reading → Henley Business School → Department of Real Estate and Planning

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2021

  1. Carol Alexander & Xi Chen & Charles Ward, 2021, "Risk-Adjusted Valuation for Real Option Decisions," Papers, arXiv.org, number 2109.04793, Sep.

2014

  1. Alexey Akimov & Chyi Lin Lee & Simon Stevenson, 2014, "The Sensitivity of European Publically Listed Real Estate to Interest Rates," ERES, European Real Estate Society (ERES), number eres2014_77, Jan.

2013

  1. Alexey Akimov & Simon Stevenson, 2013, "Securitised Real Estate Regime-Switching Behaviour and the Relationship with Market Interest Rates," ERES, European Real Estate Society (ERES), number eres2013_346, Jan.

2011

  1. Ogonna Nneji & Charles Ward, 2011, "An investigation of bubble spillovers from the stock market and the residential property market to REITs," ERES, European Real Estate Society (ERES), number eres2011_75, Jan.
  2. Ogonna Nneji & Chris Brooks & Charles Ward, 2011, "Intrinsic and Rational Speculative Bubbles in the U.S. Housing Market 1960-2009," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-01, Jan.
  3. Ogonna Nneji & Chris Brooks & Charles Ward, 2011, "Housing and equity bubbles: Are they contagious to REITs?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-11, Jun.

2008

  1. Jim Clayton & Gianluca Marcato & Charles Ward, 2008, "Systematic Influences On Reit Liquidity," ERES, European Real Estate Society (ERES), number eres2008_125, Jan.
  2. Yoshiki Kago & Charles W.R. Ward, 2008, "Hedging Effectiveness Of Total Returns Swaps: Application To The Japanese Market," ERES, European Real Estate Society (ERES), number eres2008_169, Jan.
  3. Gerald Blundell & Charles Ward, 2008, "The Accuracy of Valuations - Expectation and Reality," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2008-14.

2007

  1. Gianluca Marcato & Robert Fourt & Ch Ward & Robert Fourt & Charles Ward, 2007, "Real Option Pricing in Mixed-use Development Projects," ERES, European Real Estate Society (ERES), number eres2007_223, Jan.
  2. Chris Brooks & Konstantina Kappou & Charles Ward, 2007, "The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-05, May.
  3. Gianluca Marcato & Charles Ward, 2007, "Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2007-07.

2006

  1. Gianluca Marcato & Charles Ward, 2006, "Back from Beyond the Bid-Ask Spread: Perspectives on Liquidity," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2006-15.

2005

  1. Giacomo Morri & Charles Ward, 2005, "Explaining Deviations from NAV in UK Property Companies: Rationality and Sentimentality," ERES, European Real Estate Society (ERES), number eres2005_259, Jan.

2004

  1. Chris Brooks & Konstantina Kappou & Charles Ward, 2004, "Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-04, Mar.

2003

  1. Colin Lizieri & Patrick McAllister & Charles Ward, 2003, "Monetary Integration and Real Estate Markets: An Investigation of the Impact of the Introduction of a Single Currency on Real Estate Performance," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2003-12.

2002

  1. Patric H. Hendershott & Charles W.R. Ward, 2002, "Valuing and Pricing Retail Leases with Renewal and Overage Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 9214, Sep.

2001

  1. Philip McCann & Charles Ward, 2001, "The Optimal Length of Industrial and Commercial Leases: Pricing and Welfare Implications," ERES, European Real Estate Society (ERES), number eres2001_226, Jun.

2000

  1. Colin Lizieri & Charles Ward, 2000, "Commercial Real Estate Return Distributions: A Review Of Literature And Empirical Evidence," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2000-01.

1999

  1. Andrew E. Baum & Colin Beardsley & Charles Ward, 1999, "The Sensitivity of Option-based Approaches to Valuation Models: An Empirical Examination," ERES, European Real Estate Society (ERES), number eres1999_129, Jun.

1996

  1. Neil Crosby & Nick French & Charles Ward, 1996, "Contemporary UK Market Valuation Methods for Over-Rented Investment Properties: A Framework for Risk Adjustment," ERES, European Real Estate Society (ERES), number eres1996_149, Jun.

1995

  1. R.J. Barkham & C.W.R. Ward, 1995, "The Inflation Hedging Characteristics of Property and Prop. Company Shares," ERES, European Real Estate Society (ERES), number eres1995_133, Jul.

1993

  1. Nick French & Charles Ward, 1993, "Valuation and arbitrage," ERES, European Real Estate Society (ERES), number eres1993_121, Jul.

Journal articles

2021

  1. Alexander, Carol & Chen, Xi & Ward, Charles, 2021, "Risk-adjusted valuation for real option decisions," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 1046-1064, DOI: 10.1016/j.jebo.2021.09.011.

2020

  1. Alexey Akimov & Chyi Lin Lee & Simon Stevenson, 2020, "Interest Rate Sensitivity in European Public Real Estate Markets," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 25, issue 2, pages 138-150, August, DOI: 10.1080/10835547.2020.1803694.
  2. Charles Ward & Chao Yin & Yeqin Zeng, 2020, "Motivated monitoring by institutional investors and firm investment efficiency," European Financial Management, European Financial Management Association, volume 26, issue 2, pages 348-385, March, DOI: 10.1111/eufm.12232.

2018

  1. Ward, Charles & Yin, Chao & Zeng, Yeqin, 2018, "Institutional investor monitoring motivation and the marginal value of cash," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 49-75, DOI: 10.1016/j.jcorpfin.2017.10.017.
  2. Yin, Chao & Ward, Charles & Tsolacos, Sotiris, 2018, "Motivated monitoring: The importance of the institutional investment horizon," International Review of Financial Analysis, Elsevier, volume 60, issue C, pages 197-212, DOI: 10.1016/j.irfa.2018.08.011.

2016

  1. Alexey Akimov & Elaine Hutson & Simon Stevenson, 2016, "The Interaction of Volatility, Volume and Skewness: Empirical Evidence from REITs," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 22, issue 1, pages 1-17, January, DOI: 10.1080/10835547.2016.12089976.

2015

  1. Alexey Akimov & Simon Stevenson & Maxim Zagonov, 2015, "Public Real Estate and the Term Structure of Interest Rates: A Cross-Country Study," The Journal of Real Estate Finance and Economics, Springer, volume 51, issue 4, pages 503-540, November, DOI: 10.1007/s11146-014-9492-x.
  2. Alexey Akimov & Simon Stevenson & James Young, 2015, "Synchronisation and commonalities in metropolitan housing market cycles," Urban Studies, Urban Studies Journal Limited, volume 52, issue 9, pages 1665-1682, July, DOI: 10.1177/0042098014535643.
  3. Ogonna Nneji & Chris Brooks & Charles W. R. Ward, 2015, "Speculative Bubble Spillovers across Regional Housing Markets," Land Economics, University of Wisconsin Press, volume 91, issue 3, pages 516-535.

2014

  1. Simon Stevenson & Alexey Akimov & Elaine Hutson & Alexandra Krystalogianni, 2014, "Concordance in Global Office Market Cycles," Regional Studies, Taylor & Francis Journals, volume 48, issue 3, pages 456-470, March, DOI: 10.1080/00343404.2013.799763.
  2. Eran Shor & Arnout Rijt & Charles Ward & Saoussan Askar & Steven Skiena, 2014, "Is There a Political Bias? A Computational Analysis of Female Subjects' Coverage in Liberal and Conservative Newspapers," Social Science Quarterly, Southwestern Social Science Association, volume 95, issue 5, pages 1213-1229, December.

2013

  1. Brooks, Chris & Kappou, Konstantina & Stevenson, Simon & Ward, Charles, 2013, "The performance effects of composition changes on sector specific stock indices: The case of European listed real estate," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 132-142, DOI: 10.1016/j.irfa.2013.04.002.
  2. Ogonna Nneji & Chris Brooks & Charles Ward, 2013, "Intrinsic and Rational Speculative Bubbles in the US Housing Market: 1960-2011," Journal of Real Estate Research, American Real Estate Society, volume 35, issue 2, pages 121-152.
  3. Ogonna Nneji & Chris Brooks & Charles Ward, 2013, "Commercial Real Estate and Equity Market Bubbles: Are They Contagious to REITs?," Urban Studies, Urban Studies Journal Limited, volume 50, issue 12, pages 2496-2516, September, DOI: 10.1177/0042098013477700.

2010

  1. Kappou, Konstantina & Brooks, Chris & Ward, Charles, 2010, "The S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume," Journal of Banking & Finance, Elsevier, volume 34, issue 1, pages 116-126, January.

2008

  1. Kappou, Konstantina & Brooks, Chris & Ward, Charles W.R., 2008, "A re-examination of the index effect: Gambling on additions to and deletions from the S&P 500's [`]gold seal'," Research in International Business and Finance, Elsevier, volume 22, issue 3, pages 325-350, September.

2007

  1. Gianluca Marcato & Charles Ward, 2007, "Back from Beyond the Bid–Ask Spread: Estimating Liquidity in International Markets," Real Estate Economics, American Real Estate and Urban Economics Association, volume 35, issue 4, pages 599-622, December, DOI: 10.1111/j.1540-6229.2007.00202.x.

2004

  1. Patric H. Hendershott & Bryan D. MacGregor & Charles W.R. Ward, 2004, "Introduction," Real Estate Economics, American Real Estate and Urban Economics Association, volume 32, issue 2, pages 181-182, June, DOI: 10.1111/j.1080-8620.2004.00088.x.
  2. Philip McCann & Charles Ward, 2004, "Real Estate Rental Payments: Application of Stock-Inventory Modeling," The Journal of Real Estate Finance and Economics, Springer, volume 28, issue 2_3, pages 273-292, March.

2003

  1. David Collett & Colin Lizieri & Charles Ward, 2003, "Timing and the Holding Periods of Institutional Real Estate," Real Estate Economics, American Real Estate and Urban Economics Association, volume 31, issue 2, pages 205-222, June, DOI: 10.1111/1540-6229.00063.
  2. Colin Lizieri & Patrick McAllister & Charles Ward, 2003, "Continental Shift? An Analysis of Convergence Trends in European Real Estate Equities," Journal of Real Estate Research, American Real Estate Society, volume 25, issue 1, pages 1-22.
  3. Hendershott, Patric H & Ward, Charles W R, 2003, "Valuing and Pricing Retail Leases with Renewal and Overage Options," The Journal of Real Estate Finance and Economics, Springer, volume 26, issue 2-3, pages 223-240, March-May.

2001

  1. S L Lee & C W R Ward, 2001, "Persistence of UK real estate returns: A Markov chain analysis," Journal of Asset Management, Palgrave Macmillan, volume 1, issue 3, pages 279-291, January, DOI: 10.1057/palgrave.jam.2240022.

2000

  1. N French & J W Kay & C W R Ward, 2000, "Timing and diversification: Required information coefficients for tactical asset allocation," Journal of Asset Management, Palgrave Macmillan, volume 1, issue 1, pages 60-71, July, DOI: 10.1057/palgrave.jam.2240005.

1999

  1. Richard J. Barkham & Charles W. R. Ward, 1999, "Investor Sentiment and Noise Traders: Discount to Net Asset Value in Listed Property Companies in the U.K," Journal of Real Estate Research, American Real Estate Society, volume 18, issue 2, pages 291-312.

1997

  1. Szabó, S. & Ward, C., 1997, "Factoring abelian groups and tiling binary spaces," Pure Mathematics and Applications, Department of Mathematics, Corvinus University of Budapest, volume 8, issue 1, pages 111-115.
  2. Neil Crosby & Nick French & Charles Ward, 1997, "Contemporary UK market valuation methods for over-rented investment properties: a framework for risk adjustment," Journal of Property Research, Taylor & Francis Journals, volume 14, issue 2, pages 99-115, January, DOI: 10.1080/095999197368663.

1990

  1. Limmack, R. J. & Ward, C. W. R., 1990, "The October 1987 stock market crash : An exploratory analysis of share price models," Journal of Banking & Finance, Elsevier, volume 14, issue 2-3, pages 273-289, August.

1989

  1. Choi, Daniel F S & Ward, Charles W R, 1989, "The Reconciliation of the Smith's and Jarrow and Rudd's Option Sensitivity Formulae: A Teaching Note," The Financial Review, Eastern Finance Association, volume 24, issue 3, pages 507-510, August.

1981

  1. Gandhi, Devinder K. & Saunders, Anthony & Woodward, Richard & Ward, Charles, 1981, "The British investor's gains from international portfolio investment," Journal of Banking & Finance, Elsevier, volume 5, issue 2, pages 155-165, June.

1980

  1. Saunders, Anthony & Ward, Charles & Woodward, Richard, 1980, "Stochastic Dominance and the Performance of U.K. Unit Trusts," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 15, issue 2, pages 323-330, June.

1979

  1. Saunders, Anthony & Ward, Charles, 1979, "Bid Behaviour and the Determination of UK Treasury Bill Rates, 1970-1976," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 41, issue 3, pages 215-226, August.

1976

  1. Saunders, Anthony & Ward, Charles, 1976, "Regulation, Risk and Performance of U.K. Clearing Banks 1965-75," Journal of Industrial Economics, Wiley Blackwell, volume 25, issue 2, pages 143-159, December.

Chapters

1983

  1. C. W. R. Ward, 1983, "Methods of Incorporating Risk in the Analysis of Commercial Property Investment: Multi-Period Asset Pricing Approach," Palgrave Macmillan Books, Palgrave Macmillan, chapter 7, in: Desmond Corner & David G. Mayes, "Modern Portfolio Theory and Financial Institutions", DOI: 10.1007/978-1-349-05843-3_7.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.