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Hospitality REITs and financial crisis: a comprehensive assessment of market quality
Jain, Pawan; Robinson, Spenser J.; Singh, Arjun J.; … - In: Journal of Property Investment & Finance 35 (2017) 3, pp. 277-289
trading strategies based on the underlying liquidity and volatility of hospitality REITs as compared traditional REITs and the … volatility. Originality/value This study fills the gap in the literature relative to microstructure studies and provides …
Persistent link: https://www.econbiz.de/10014898967
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Market quality and structural changes in the trading system
Agudelo, Diego A.; Gutiérrez Daza, Ángelo; Múnera … - In: Academia Revista Latinoamericana de Administración 27 (2014) 3, pp. 324-340
market quality variables, such as liquidity (bid‐ask spread and price impact), daily and intraday volatility and trading … reduced the volatility of the overall market, especially of the most liquid stocks. Practical implications These results …
Persistent link: https://www.econbiz.de/10014677051
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Volatility transmission and asymmetric linkages between the stock and foreign exchange markets
Yong Fu, Tian; Holmes, Mark J.; Choi, Daniel F.S. - In: Studies in Economics and Finance 28 (2011) 1, pp. 36-50
Purpose – The purpose of this paper is to analyze volatility transmission between the Japanese stock and foreign … study period 1994‐2007, it was found that news shocks in the Japanese currency market account for volatility transmission in … industries. Research limitations/implications – While the BEKK‐GARCH model enables analysis of volatility transmission between …
Persistent link: https://www.econbiz.de/10015013626
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The impact of apartment vacancies on nearby housing rents over multiple time periods: application of smart meter data
Baba, Hiroki; Shimizu, Chihiro - In: International Journal of Housing Markets and Analysis 16 (2022) 7, pp. 27-41
Purpose This study aims to explore the spatial externalities of apartment vacancy rates on housing rent by considering multiple vacancy durations. Design/methodology/approach This research uses smart meter data to measure unobservable vacant houses. This study made a significant contribution by...
Persistent link: https://www.econbiz.de/10014777946
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Nonlinearity of housing price structure
Shimizu, Chihiro; Karato, Koji; Nishimura, Kiyohiko - In: International Journal of Housing Markets and Analysis 7 (2014) 4, pp. 459-488
Purpose – The purpose of this article, starting from linear regression, was to estimate a switching regression model, nonparametric model and generalized additive model as a semi-parametric model, perform function estimation with multiple nonlinear estimation methods and conduct comparative...
Persistent link: https://www.econbiz.de/10014778227
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Tokyo, Japan – urbanistic hybridity in a networked metropolis
Santos, João Rafael - In: Journal of Place Management and Development 15 (2021) 1, pp. 70-89
Purpose This paper aims to identify relevant innovations in Tokyo’s spatial articulation of infrastructure, building … analysis and urban space and architectural redrawing and discussion under the conceptual framework. Findings Under Japan …/value Tokyo represents an example of how a network-dependent metropolis, accommodates highly adaptive, inconspicuous and …
Persistent link: https://www.econbiz.de/10014899288
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Urban regeneration strategies and place development in contemporary Tokyo: the case of Shibuya Station area
Reggiani, Marco - In: Journal of Place Management and Development 15 (2021) 1, pp. 40-54
within the context of contemporary Tokyo’s place development strategies. The objectives are twofold: to illustrate the … the context of Tokyo’s current place development strategies, the study highlights the importance of an inclusive notion of …
Persistent link: https://www.econbiz.de/10014899335
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Urban public space regeneration in Tokyo's urban center by urban renaissance
Yang, Chenghao; Liu, Tongtong - In: Open House International 46 (2021) 4, pp. 548-561
) plans in Tokyo's urban center under the guidance of Urban Renaissance. It aims to clarify why public space has a close …. Design/methodology/approach Firstly, this paper investigated urbanization and urban renaissance in Tokyo, and analyzed the … development reasons and process of UPSR project in Tokyo from both internal and external factors, and summarizes the future …
Persistent link: https://www.econbiz.de/10014964932
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The Roles of Gentrification in Creation of Diverse Urbanities of Tokyo
Radovic, Darko - In: Open House International 35 (2010) 4, pp. 20-28
”, even well considered and well theorised examples of urban regeneration. Those examples are from Tokyo, the largest and one …
Persistent link: https://www.econbiz.de/10014965005
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The Effects of Automation on Liquidity, Volatility, Stock Returns and Efficiency: Evidence from the Tunisian Stock Market
Sioud, Olfa Benouda; Mezzez Hmaied, Dorra - In: Review of Middle East Economics and Finance 1 (2003) 2, pp. 43-56
This paper examines the effects of automation on the liquidity, volatility, returns and efficiency of shares traded on … decreased and no significant effects on volatility or efficiency were detected.  …
Persistent link: https://www.econbiz.de/10014618717