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The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages

Liow, Kim Hiang - In: Journal of property investment & finance 32 (2014) 6, pp. 610-641

Persistent link: https://www.econbiz.de/10010416248

Dynamic relationship between stock and property markets

Liow, Kim Hiang - In: Applied financial economics 16 (2006) 5, pp. 371-376

Persistent link: https://www.econbiz.de/10003289272

Corporate real estate and stock market performance

Liow, Kim Hiang - In: The journal of real estate finance and economics 29 (2004) 1, pp. 119-140

Persistent link: https://www.econbiz.de/10002103288

Exploring a three-factor dependence structure of conditional volatilities : some quantile regression evidence from real estate investment trusts

Liow, Kim Hiang - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-13

We propose a simple three-factor pricing model, consisting of a local stock market index, a global REIT market index, and a global stock market index, to examine the dependence structure of conditional volatilities in the real estate investment trust (REIT) market from 11 countries over the...

Persistent link: https://www.econbiz.de/10013273545

Common factors in international securitized real estate markets

Liow, Kim Hiang; Webb, James R. - In: Review of financial economics : RFE 18 (2009) 2, pp. 80-89

Persistent link: https://www.econbiz.de/10003900998

Net asset value discounts for Asian-Pacific real estate companies : long-run relationships and short-term dynamics

Liow, Kim Hiang; Li, Ying - In: The journal of real estate finance and economics 33 (2006) 4, pp. 363-388

Persistent link: https://www.econbiz.de/10003405226

Volatility decomposition and correlation in international securitized real estate markets

Liow, Kim Hiang; Ibrahim, Muhammad Faishal - In: The journal of real estate finance and economics 40 (2010) 2, pp. 221-243

Persistent link: https://www.econbiz.de/10003957757

Correlation and volatility dynamics in international real estate securities markets

Liow, Kim Hiang; Ho, Kim-hin David; Ibrahim, Muhammad … - In: The journal of real estate finance and economics 39 (2009) 2, pp. 202-223

Persistent link: https://www.econbiz.de/10003873980

Do Asian real estate companies add value to investment portfolio?

Liow, Kim Hiang; Adair, Alastair - In: Journal of property investment & finance 27 (2009) 1, pp. 42-64

Persistent link: https://www.econbiz.de/10009523932

Multiple regimes and volatility transmission in securitized real estate markets

Liow, Kim Hiang; Chen, Zhiwei; Liu, Jingran - In: The journal of real estate finance and economics 42 (2011) 3, pp. 295-328

Persistent link: https://www.econbiz.de/10009303113