<title>Abstract</title> Corporate real estate management (CREM) practices in Asia have been a relatively under‐researched area compared with those from Europe and North America. This paper represents an attempt to enhance the current knowledge of CREM in Asia. Part I of this study provides a snapshot of CREM...

<title>Summary</title> The major contribution of this paper is to recognize the possible presence of nonlinear return dependence in six major real estate markets (the US, UK, Japan, Australia, Hong Kong and Singapore) as well the resulting implications on return predictability and market interdependence. We...

The main contribution of this study is to examine the extreme dependence between the real estate securities and stock markets in Australia, China, Hong Kong, Japan, Malaysia, the Philippines, Singapore and Taiwan between January 1995 and March 2011. For each market, we derive time series tail...

The primary contribution of this study is to examine the changes in cross-market relationship in international public property markets from a volatility regime switching perspective from January 1990 to January 2012. We find that global developed public property markets can be adequately...

Purpose – The paper seeks to examine cycles and common cycles in the real estate markets of the UK, Japan, Singapore, Hong Kong and Malaysia using a combination of time domain and frequency domain methods. Design/methodology/approach – The paper identifies the patterns of cyclical movement...

This study investigates the presence of common factors in the securitized real estate markets of the Untied States (US), United Kingdom (UK), Hong Kong (HK), and Singapore (SG). Using a combination of factor analysis and canonical correlation analysis on 10-year monthly return data for 142 real...

The primary contribution of this study is to assess whether public real estate markets and stock markets are linked at the local, regional, and global levels, and to assess the evolution of their dynamic relationship and gradual integration during the last two decades. For individual pairs of...

This research assesses the role of European property securities traded in Austria, Belgium, Finland, France, Germany, Italy, Spain, Sweden, Switzerland, United Kingdom and United States in domestic mixed-asset and international investment portfolios over a 10-year period, 1999-2009. This is an...

This paper investigates interdependence of weekly conditional volatility in 10 FTSE-NAREIT-EPRA European developed securitized real estate markets (The United Kingdom, France, Germany, Netherlands, Italy, Finland, Norway, Sweden, Switzerland and Spain) from November 1990 to December 2011. We...