Liow, Kim Hiang; Angela, Shao Yue - In: Journal of Property Investment & Finance 35 (2017) 5, pp. 489-508
Purpose The purpose of this paper is to investigate the volatility spectral of five major public real estate markets, namely, the USA, the UK, Japan (JP), Hong Kong (HK), and Singapore (SG), during the pre- and post-global financial crisis (GFC) periods. Design/methodology/approach First,...