All Stories

  1. Co-movement between the US and the securitised real estate markets of the Asian-Pacific economies

    Article • Journal of Property Research, January 2019, Taylor & Francis

    Professor Kim Hiang Liow

  2. Regime-dependent linkages between securitized real estate market and major financial markets: some international evidence

    Article • Pacific Rim Property Research Journal, September 2018, Taylor & Francis

    Professor Kim Hiang Liow

  3. Return and co-movement of major public real estate markets during global financial crisis

    Article • Journal of Property Investment & Finance, August 2017, Emerald

    Professor Kim Hiang Liow

  4. Linkages between office markets in Europe: a volatility spillover perspective

    Article • Journal of Property Investment & Finance, February 2017, Emerald

    Professor Kim Hiang Liow

  5. Global financial crisis and cyclical co-movements of Asian financial markets

    Article • Journal of Property Investment & Finance, August 2016, Emerald

    Professor Kim Hiang Liow

  6. Linkages between cross-country business cycles, cross-country stock market cycles and cross-country real estate market cycles

    Article • Journal of European Real Estate Research, August 2016, Emerald

    Professor Kim Hiang Liow

  7. Volatility spillover dynamics and relationship across G7 financial markets

    Article • The North American Journal of Economics and Finance, July 2015, Elsevier

    Professor Kim Hiang Liow

  8. Conditional Volatility Spillover Effects Across Emerging Financial Markets

    Article • Asia-Pacific Journal of Financial Studies, April 2015, Wiley

    Professor Kim Hiang Liow

  9. Correlation Dynamics and Determinants in International Securitized Real Estate Markets

    Article • Real Estate Economics, January 2015, Wiley

    Professor Kim Hiang Liow

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

    Article • Journal of Property Investment & Finance, August 2014, Emerald

    Professor Kim Hiang Liow

  11. Switching volatility and cross-market linkages in public property markets

    Article • Journal of Property Research, January 2014, Taylor & Francis

    Professor Kim Hiang Liow

  12. Risk-return convergence in international public property markets

    Article • Journal of Property Research, January 2014, Taylor & Francis

    Professor Kim Hiang Liow

  13. Dynamic Relationships Between Economic Globalisation and Cross-Public Property Market Correlations

    Article • Pacific Rim Property Research Journal, January 2014, Taylor & Francis

    Professor Kim Hiang Liow

  14. Volatility interdependence in European real estate securities markets

    Article • Journal of European Real Estate Research, August 2013, Emerald

    Professor Kim Hiang Liow

  15. Summary of the Value vs Growth Real Estate Investment Strategies

    Article • Real Estate Economics, July 2012, Wiley

    Professor Kim Hiang Liow, Kim Hin / David HO

  16. Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets?

    Article • The Journal of Real Estate Finance and Economics, December 2011, Springer Science + Business Media

    Professor Kim Hiang Liow

  17. Co-movements and Correlations Across Asian Securitized Real Estate and Stock Markets

    Article • Real Estate Economics, October 2011, Wiley

    Professor Kim Hiang Liow

  18. Time series behavior of average dynamic conditional correlations in European real estate securities markets

    Article • Journal of European Real Estate Research, August 2011, Emerald

    Professor Kim Hiang Liow

  19. Integration among USA, UK, Japanese and Australian securitised real estate markets: an empirical exploration

    Article • Journal of Property Research, December 2010, Taylor & Francis

    Professor Kim Hiang Liow

  20. Is real estate an important factor in corporate valuation? Evidence from listed retail firms

    Article • Journal of Corporate Real Estate, November 2010, Emerald

    Professor Kim Hiang Liow

  21. Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts

    Article • Journal of Housing Economics, September 2010, Elsevier

    Professor Kim Hiang Liow

  22. Firm value, growth, profitability and capital structure of listed real estate companies: an international perspective

    Article • Journal of Property Research, June 2010, Taylor & Francis

    Professor Kim Hiang Liow

  23. Editorial

    Article • Journal of Property Research, December 2009, Taylor & Francis

    Professor Kim Hiang Liow

  24. Multiple Regimes and Volatility Transmission in Securitized Real Estate Markets

    Article • The Journal of Real Estate Finance and Economics, August 2009, Springer Science + Business Media

    Professor Kim Hiang Liow

  25. The significance and performance of property securities markets in the Asian IFCs

    Article • Journal of Property Research, June 2009, Taylor & Francis

    Professor Kim Hiang Liow

  26. Common factors in international securitized real estate markets

    Article • Review of Financial Economics, April 2009, Elsevier

    Professor Kim Hiang Liow

  27. Do retail firms benefit from real estate ownership?

    Article • Journal of Property Research, March 2009, Taylor & Francis

    Professor Kim Hiang Liow

  28. Do Asian real estate companies add value to investment portfolio?

    Article • Journal of Property Investment & Finance, February 2009, Emerald

    Professor Kim Hiang Liow

  29. Nonlinear Return Dependence in Major Real Estate Markets

    Article • Journal of Property Research, December 2008, Taylor & Francis

    Professor Kim Hiang Liow

  30. Extreme returns and value at risk in international securitized real estate markets

    Article • Journal of Property Investment & Finance, August 2008, Emerald

    Professor Kim Hiang Liow

  31. Volatility Decomposition and Correlation in International Securitized Real Estate Markets

    Article • The Journal of Real Estate Finance and Economics, June 2008, Springer Science + Business Media

    Professor Kim Hiang Liow

  32. Financial Crisis and Asian Real Estate Securities Market Interdependence: Some Additional Evidence

    Article • Journal of Property Research, June 2008, Taylor & Francis

    Professor Kim Hiang Liow

  33. Long-term Memory in Volatility: Some Evidence from International Securitized Real Estate Markets

    Article • The Journal of Real Estate Finance and Economics, May 2008, Springer Science + Business Media

    Professor Kim Hiang Liow

  34. The role of property in the capital markets

    Article • Journal of Property Investment & Finance, March 2008, Emerald

    Professor Kim Hiang Liow

  35. A combined perspective of corporate real estate

    Article • Journal of Corporate Real Estate, February 2008, Emerald

    Professor Kim Hiang Liow

  36. Correlation and Volatility Dynamics in International Real Estate Securities Markets

    Article • The Journal of Real Estate Finance and Economics, January 2008, Springer Science + Business Media

    Professor Kim Hiang Liow, Kim Hin / David HO

  37. Cycles and common cycles in real estate markets

    Article • International Journal of Managerial Finance, July 2007, Emerald

    Professor Kim Hiang Liow

  38. The Dynamics of Return Volatilty and Systematic Risk in International Real Estate Security Markets

    Article • Journal of Property Research, March 2007, Taylor & Francis

    Professor Kim Hiang Liow

  39. Net Asset Value Discounts for Asian-Pacific Real Estate Companies: Long-Run Relationships and Short-Term Dynamics

    Article • The Journal of Real Estate Finance and Economics, November 2006, Springer Science + Business Media

    Professor Kim Hiang Liow

  40. Macroeconomic risk influences on the property stock market

    Article • Journal of Property Investment & Finance, July 2006, Emerald

    Professor Kim Hiang Liow

  41. Interest rate risk and time‐varying excess returns for Asian property stocks

    Article • Journal of Property Investment & Finance, May 2006, Emerald

    Professor Kim Hiang Liow

  42. Dynamic relationship between stock and property markets

    Article • Applied Financial Economics, March 2006, Taylor & Francis

    Professor Kim Hiang Liow

  43. The Risk and Return Profile of Asian Real Estate Stocks

    Article • Pacific Rim Property Research Journal, January 2006, Taylor & Francis

    Professor Kim Hiang Liow

  44. Long-Term Co-Memories and Short-Run Adjustment: Securitized Real Estate and Stock Markets

    Article • The Journal of Real Estate Finance and Economics, September 2005, Springer Science + Business Media

    Professor Kim Hiang Liow

  45. Co‐skewness and Co‐kurtosis in Global Real Estate Securities

    Article • Journal of Property Research, June 2005, Taylor & Francis

    Professor Kim Hiang Liow

  46. Cross‐market dynamics in property stock markets

    Article • Journal of Property Investment & Finance, February 2005, Emerald

    Professor Kim Hiang Liow

  47. Relationship Between the Shanghai and Hong Kong Property Stock Markets

    Article • Pacific Rim Property Research Journal, January 2005, Taylor & Francis

    Professor Kim Hiang Liow

  48. The Impact of Information Transparency and Market Capitalisation on Out-Performance in Asian Property Companies

    Article • Pacific Rim Property Research Journal, January 2005, Taylor & Francis

    Professor Kim Hiang Liow

  49. Does corporate real estate create wealth for shareholders?

    Article • Journal of Property Investment & Finance, October 2004, Emerald

    Professor Kim Hiang Liow

  50. Corporate Real Estate and Stock Market Performance

    Article • The Journal of Real Estate Finance and Economics, July 2004, Springer Science + Business Media

    Professor Kim Hiang Liow

  51. The Wealth Effects of Securitising Commercial Real Estate: A Case on Raffles Holdings, Singapore

    Article • Pacific Rim Property Research Journal, March 2003, Taylor & Francis

    Professor Kim Hiang Liow

  52. Interest rate sensitivity and risk premium of property stocks

    Article • Journal of Property Research, January 2003, Taylor & Francis

    Professor Kim Hiang Liow

  53. Mean reversion of Singapore property stock prices towards their fundamental values

    Article • Journal of Property Investment & Finance, August 2002, Emerald

    Professor Kim Hiang Liow

  54. Real estate corporations: the quest for value

    Article • Journal of Property Investment & Finance, February 2002, Emerald

    Professor Kim Hiang Liow

  55. Real Estate Ownership and Stock Returns: An Empirical Perspective

    Article • Pacific Rim Property Research Journal, January 2002, Taylor & Francis

    Professor Kim Hiang Liow

  56. The long‐term investment performance of Singapore real estate and property stocks

    Article • Journal of Property Investment & Finance, April 2001, Emerald

    Professor Kim Hiang Liow

  57. Real estate and corporate valuation: an asset pricing perspective

    Article • Managerial and Decision Economics, January 2001, Wiley

    Professor Kim Hiang Liow

  58. Corporate Real Estate in the Singapore Stock Market

    Article • Pacific Rim Property Research Journal, January 2001, Taylor & Francis

    Professor Kim Hiang Liow

  59. The Abnormal Return Performance of Singapore Property Companies

    Article • Pacific Rim Property Research Journal, January 2001, Taylor & Francis

    Professor Kim Hiang Liow

  60. Cyclical relationship between commercial real estate and property stock prices

    Article • Journal of Property Research, January 2001, Taylor & Francis

    Professor Kim Hiang Liow

  61. Current issues in strategic corporate real estate asset analysis and management

    Article • Journal of Corporate Real Estate, July 2000, Emerald

    Professor Kim Hiang Liow

  62. The dynamics of the Singapore commercial property market

    Article • Journal of Property Research, January 2000, Taylor & Francis

    Professor Kim Hiang Liow

  63. Corporate investment and ownership in real estate in Singapore: Some empirical evidence

    Article • Journal of Corporate Real Estate, October 1999, Emerald

    Professor Kim Hiang Liow

  64. The historical performance of Singapore property stocks

    Article • Journal of Property Finance, June 1997, Emerald

    Professor Kim Hiang Liow

  65. An empirical investigation of UK retail companies’ property asset strategies

    Article • Journal of Property Finance, March 1997, Emerald

    Professor Kim Hiang Liow

  66. Property companies’ share price discounts and property market returns The Singapore evidence

    Article • Journal of Property Finance, December 1996, Emerald

    Professor Kim Hiang Liow

  67. Acquisition and disposal of corporate real estate: some UK evidence

    Article • Journal of Property Finance, December 1995, Emerald

    Professor Kim Hiang Liow

  68. Property in corporate financial statements: The UK evidence

    Article • Journal of Property Research, March 1995, Taylor & Francis

    Professor Kim Hiang Liow

  69. An Assessment of the Relationship between Public Real Estate Markets and Stock Markets at the Local, Regional, and Global Levels

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Kim Hiang Liow

  70. The Dynamics of Long Memory in Return and Volatility for International Real Estate Markets

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Kim Hiang Liow

  71. Investment Dynamics of Greater China Securitized Real Estate Markets and International Linkages

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Kim Hiang Liow

  72. Regime Changes and Dynamic Linkages in Major Securitized Real Estate Markets

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Kim Hiang Liow

  73. Corporate Real Estate and Stock Market Performance (Revised)

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Kim Hiang Liow

  74. Property Company Stock Price and Net Asset Value: A Mean Reversion Perspective

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Kim Hiang Liow

  75. Real Estate Return Volatilty and Systematic Risk: Evidence from International Markets

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Kim Hiang Liow

  76. Co-Movements and Correlations Across Asian Securitized Real Estate and Stock Markets

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Kim Hiang Liow

  77. Convergence Dynamics Across International Securitized Real Estate Markets

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Kim Hiang Liow