The relationship between property size and property investment yield is an interesting issue in the real estate market. Previous studies usually use the mean-variance criterion to compare the return-risk profiles of the yields of different property sizes in the US. However, this criterion has a...

This paper uses linear and nonlinear Granger causality tests to study information transmission among stock markets of Greater China. In sharp contrast to the results disclosed by its linear counterpart, a nonlinear causality test provides evidence of isolated bi-directional causal relations...