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The asymmetric wealth effect in the US housing and stock markets : evidence from the threshold cointegration model
Tsai, I-chun; Lee, Cheng-feng; Chiang, Ming-chu - In: The journal of real estate finance and economics 45 (2012) 4, pp. 1005-1020
Persistent link: https://www.econbiz.de/10009689428
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The strucutre of REIT-beta
Tsai, I-chun; Sing, Tien-foo; Chen, Ming-chi; Ma, Tai - In: Applied financial economics 22 (2012) 10/12, pp. 827-836
Persistent link: https://www.econbiz.de/10009625079
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Asymmetric fluctuating behavior of China's housing prices
Lin, Wen-Yuan; Tsai, I-Chun - In: China & world economy 24 (2016) 2, pp. 107-126
Persistent link: https://www.econbiz.de/10011535672
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Dynamic information transfer in the United States housing and stock markets
Tsai, I-Chun - In: The North American journal of economics and finance : a … 34 (2015), pp. 215-230
Persistent link: https://www.econbiz.de/10011539947
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Ripple effect and contagious effect in the US regional housing markets
Chiang, Ming-Chu; Tsai, I-Chun - In: The annals of regional science : an international … 56 (2016) 1, pp. 55-82
Persistent link: https://www.econbiz.de/10011499272
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Are REITs a good shelter from financial crises? : evidence from the Asian markets
Chiang, Ming-chu; Tsai, I-chun; Sing, Tien-foo - In: Journal of property investment & finance 31 (2013) 3, pp. 237-253
Persistent link: https://www.econbiz.de/10009740838
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Market depth in the UK housing market
Tsai, Huey-Cherng; Tsai, I-Chun - In: Economic research 31 (2018) 1,1, pp. 406-427
Persistent link: https://www.econbiz.de/10012483526
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Economic policy uncertainty, investors' attention and US real estate investment trusts' herding behaviors
Huang, Wei-Ling; Tsai, I-Chun; Lin, Wen-Yuan - In: Journal of risk 22 (2019/2020) 6, pp. 35-63
Persistent link: https://www.econbiz.de/10012421707
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Exuberance and spillovers in housing markets : evidence from first- and second-tier cities in China
Tsai, I-Chun; Chiang, Shu-Hen - In: Regional science & urban economics 77 (2019), pp. 75-86
Persistent link: https://www.econbiz.de/10012267389
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Trader differences in Shanghai's A-share and B-share markets : effects on interaction with the Shanghai housing market
Lin, Wen-Yuan; Tsai, I-Chun - In: Journal of Asian economics 64 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012257779