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An investigation of regime shifts in UK commercial property returns : a time series analysis

Coleman, Simeon; Leone, Vitor - In: Applied economics 47 (2015) 58/60, pp. 6479-6492

Persistent link: https://www.econbiz.de/10011412030

The changing nature of transactions activity and liquidity in UK commercial property

Jones, Colin A.; Livingstone, Nicola; Dunse, Neil - In: International journal of strategic property management 20 (2016) 4, pp. 384-396

Persistent link: https://www.econbiz.de/10011684557

Bloody foreigners! : overseas equity on the London Stock Exchange, 1869 - 1928

Grossman, Richard S. - 2013

Persistent link: https://www.econbiz.de/10010363050

Bloody foreigners! : overseas equity on the London Stock Exchange, 1869 - 1929

Grossman, Richard S. - In: The economic history review : a journal of economic and … 68 (2015) 2, pp. 471-521

Persistent link: https://www.econbiz.de/10011344693

The behaviour of the equity yield and its relation with the bond yield : the role of inflation

McMillan, David G. - In: International Journal of Financial Studies : open … 6 (2018) 4, pp. 1-18

, Japanese, and UK data, suggests the recent rise in the equity yield is accompanied by an uptick in inflation volatility …

Persistent link: https://www.econbiz.de/10011963922

Estimating returns on commercial real estate : a new methodology using latent-variable models

Ling, David C.; Naranjo, Andy; Nimalendran, Mahendrarajah - In: Real estate economics : journal of the American Real … 28 (2000) 2, pp. 205-231

Persistent link: https://www.econbiz.de/10001489818

Linkages between office markets in Europe : a volatility spillover perspective

Liow, Kim Hiang; Schindler, Felix - In: Journal of property investment & finance 35 (2017) 1, pp. 2-25

Persistent link: https://www.econbiz.de/10011628148

Dynamics of Commercial Real Estate Asset Markets, Return Volatility, and the Investment Horizon

Rehring, Christian - 2020

The term structure of return volatility is estimated for both UK and US direct and securitized commercial real estate …, using vector auto-regressions. In a similar manner to the general stock market, returns of UK direct real estate and … property shares, as well as US real estate investment trust returns, exhibit strong mean reversion. By contrast, US direct real …

Persistent link: https://www.econbiz.de/10012827632

Lottery stocks in the UK : evidence, characteristics and cause

Khasawneh, Maher; McMillan, David G.; Kambouroudis, Dimos - In: International journal of banking, accounting and … 14 (2024) 1, pp. 58-96

Persistent link: https://www.econbiz.de/10015057209

Corporate acquisitions and firm-level uncertainty : domestic versus cross-border deals

Bai, Ye; Girma, Sourafel; Riaño, Alejandro - In: Journal of international money and finance 140 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014451397