Kim Hiang Liow
Names
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Kim |
| middle: |
Hiang |
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Liow |
Identifer
Contact
Affiliations
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National University of Singapore (NUS)
/ Department of Real Estate
Research profile
author of:
- Capital Market Theory and Real Estate Asset Valuation - Some Issues and Research Implications (RePEc:arz:wpaper:eres1995_157)
by Liow Kim Hiang - Is Corporate Real Estate Priced In The Stock Market? (RePEc:arz:wpaper:eres2000_050)
by Kim Hiang Liow - Return and Volatility Spill overs in Securitised Real Estate Markets (RePEc:arz:wpaper:eres2003_203)
by Kim-Hiang Liow & Ooi Joseph - Financial Structure of Real Estate Corporations: Some International Evidence (RePEc:arz:wpaper:eres2003_236)
by Joseph Ooi & Liow Kim-Hiang - Corporate real estate performance: A data-driven analysis (RePEc:arz:wpaper:eres2003_270)
by Linda Tay & Liow Kim-Hiang & Ooi Joseph - Is There A Common Trend In Securitized Real Estate Market Correlations With The Regional Stock Market And The World Stock Market? (RePEc:arz:wpaper:eres2010_103)
by Kim Hiang Liow - Performance Dynamics And Diversification Benefits Of European Property Securities (RePEc:arz:wpaper:eres2010_104)
by Kim Hiang Liow & Alastair Adair - Volatility interdependence in European securitised real estate markets: who is the most influential? (RePEc:arz:wpaper:eres2012_020)
by Kim Hiang Liow - Convergence dynamics in international real estate securities markets (RePEc:arz:wpaper:eres2012_029)
by Kim Hiang Liow - Who Influences the Asian–Pacific Real Estate Markets: The US, Japan or China? (RePEc:bla:chinae:v:27:y:2019:i:6:p:50-78)
by Kim Hiang Liow & Yuting Huang & Jeongseop Song - Co‐movements and Correlations Across Asian Securitized Real Estate and Stock Markets (RePEc:bla:reesec:v:40:y:2012:i:1:p:97-129)
by Kim Hiang Liow - Value versus Growth International Real Estate Investment (RePEc:bla:reesec:v:41:y:2013:i:1:p:65-101)
by Kwame Addae-Dapaah & James R. Webb & David Kim Hin Ho & Kim Hiang Liow - Correlation Dynamics and Determinants in International Securitized Real Estate Markets (RePEc:bla:reesec:v:43:y:2015:i:3:p:537-585)
by Kim Hiang Liow & Xiaoxia Zhou & Qing Ye - Industrial tail exposure risk and asset price: Evidence from US REITs (RePEc:bla:reesec:v:51:y:2023:i:5:p:1209-1245)
by Jeongseop Song & Kim Hiang Liow - Real estate global beta and spillovers: An international study (RePEc:eee:ecmode:v:59:y:2016:i:c:p:297-313)
by Liow, Kim Hiang & Newell, Graeme - Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty (RePEc:eee:ecmode:v:68:y:2018:i:c:p:96-116)
by Liow, Kim Hiang & Liao, Wen-Chi & Huang, Yuting - Volatility spillover dynamics and relationship across G7 financial markets (RePEc:eee:ecofin:v:33:y:2015:i:c:p:328-365)
by Liow, Kim Hiang - Relationship between the United States housing and stock markets: Some evidence from wavelet analysis (RePEc:eee:ecofin:v:50:y:2019:i:c:s106294081930035x)
by Liow, Kim Hiang & Huang, Yuting & Song, Jeonseop - Dynamic interdependence of ASEAN5 with G5 stock markets (RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300042)
by Liow, Kim Hiang & Song, Jeongseop - Frequency volatility connectedness and market integration in international real estate investment trusts (RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002464)
by Liow, Kim Hiang & Song, Jeong Seop - The dynamics of volatility connectedness in international real estate investment trusts (RePEc:eee:intfin:v:55:y:2018:i:c:p:195-210)
by Liow, Kim Hiang & Huang, Yuting - Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts (RePEc:eee:jhouse:v:19:y:2010:i:3:p:205-218)
by Liow, Kim Hiang & Addae-Dapaah, Kwame - Is Housing the Business Cycle? A Multiresolution Analysis for OECD Countries (RePEc:eee:jhouse:v:49:y:2020:i:c:s1051137720300280)
by Huang, Yuting & Li, Qiang & Liow, Kim Hiang & Zhou, Xiaoxia - Common factors in international securitized real estate markets (RePEc:eee:revfin:v:18:y:2009:i:2:p:80-89)
by Liow, Kim Hiang & Webb, James R. - Cycles and common cycles in real estate markets (RePEc:eme:ijmfpp:v:3:y:2007:i:3:p:287-305)
by Kim Hiang Liow - The long‐term investment performance of Singapore real estate and property stocks (RePEc:eme:jpifpp:14635780110383703)
by Kim Hiang Liow - Mean reversion of Singapore property stock prices towards their fundamental values (RePEc:eme:jpifpp:14635780210435056)
by Tien Foo Sing & Kim Hiang Liow & Wei‐Jin Chan - Does corporate real estate create wealth for shareholders? (RePEc:eme:jpifpp:14635780410556870)
by Kim Hiang Liow & Joseph T.L. Ooi - Cross‐market dynamics in property stock markets (RePEc:eme:jpifpp:14635780510575094)
by Kim Hiang Liow & Joseph Ooi & Yantao Gong - Interest rate risk and time‐varying excess returns for Asian property stocks (RePEc:eme:jpifpp:14635780610659919)
by Kim Hiang Liow & Qiong Huang - Macroeconomic risk influences on the property stock market (RePEc:eme:jpifpp:14635780610674507)
by Kim Hiang Liow & Muhammad Faishal Ibrahim & Qiong Huang - Return and co-movement of major public real estate markets during global financial crisis (RePEc:eme:jpifpp:jpif-01-2017-0002)
by Kim Hiang Liow & Shao Yue Angela - Linkages between office markets in Europe: a volatility spillover perspective (RePEc:eme:jpifpp:jpif-02-2016-0010)
by Kim Hiang Liow & Felix Schindler - Dynamic interdependence between the US and the securitized real estate markets of the Asian-Pacific economies (RePEc:eme:jpifpp:jpif-07-2018-0048)
by KimHiang Liow & Xiaoxia Zhou & Qiang Li & Yuting Huang - Regime switching and asset allocation (RePEc:eme:jpifpp:v:25:y:2007:i:3:p:274-288)
by K.H. Liow & H. Zhu - Extreme returns and value at risk in international securitized real estate markets (RePEc:eme:jpifpp:v:26:y:2008:i:5:p:418-446)
by Kim Hiang Liow - Do Asian real estate companies add value to investment portfolio? (RePEc:eme:jpifpp:v:27:y:2009:i:1:p:42-64)
by Kim Hiang Liow & Alastair Adair - The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages (RePEc:eme:jpifpp:v:32:y:2014:i:6:p:610-641)
by Kim Hiang Liow - Global financial crisis and cyclical co-movements of Asian financial markets (RePEc:eme:jpifpp:v:34:y:2016:i:5:p:465-495)
by KimHiang Liow - Dynamic Relationships between Price and Net Asset Value for Asian Real Estate Stocks (RePEc:gam:jijfss:v:6:y:2018:i:1:p:28-:d:134953)
by Kim Hiang LIOW & Sherry YEO - Relationship between Foreign Macroeconomic Conditions and Asian-Pacific Public Real Estate Markets: The Relative Influence of the US and China (RePEc:gam:jijfss:v:7:y:2019:i:4:p:60-:d:276716)
by Kim Hiang Liow & Yuting Huang & Kai Li Heng - Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence (RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:16-:d:199346)
by Kim Hiang Liow & Xiaoxia Zhou & Qiang Li & Yuting Huang - Exploring a Three-Factor Dependence Structure of Conditional Volatilities: Some Quantile Regression Evidence from Real Estate Investment Trusts (RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:234-:d:824016)
by Kim Hiang Liow - A combined perspective of corporate real estate (RePEc:hal:journl:hal-00629226)
by Ingrid Nappi-Choulet & Kim Hiang Liow - Extreme Dependence between Public Real Estate and Stock Markets: Some Asia-Pacific Evidence (RePEc:ire:issued:v:16:n:02:2013:p:147-165)
by Kim Hiang Liow & Zhuo Lee - An Assessment of the Relationship between Public Real Estate and Stock Markets at the Local, Regional, and Global Levels (RePEc:ire:issued:v:17:n:02:2014:p:157-202)
by Kim Hiang Liow & Felix Schindler - Market Integration Among the US and Asian Real Estate Investment Trusts in Crisis Times (RePEc:ire:issued:v:22:n:04:2019:p:463-512)
by Kim Hiang LIOW & Jeongseop SONG - Risk-Adjusted Performance of Real Estate Stocks: Evidence From Developing Markets (RePEc:jre:issued:v:26:n:4:2004:p:371-396)
by Joseph T.L. Ooi & Kim-Hiang Liow - Investment Dynamics of the Greater China Securitized Real Estate Markets (RePEc:jre:issued:v:34:n:3:2012:p:399-428)
by Kim Hiang Liow & Graeme Newell - Switching Regime Beta Analysis of Global Financial Crisis: Evidence from International Public Real Estate Markets (RePEc:jre:issued:v:39:n:2:2017:p:127_164)
by Kim Hiang LIOW & Qing YE - Regime dependent volatilities and correlation in international securitized real estate markets (RePEc:kap:empiri:v:45:y:2018:i:3:d:10.1007_s10663-017-9368-4)
by Kim Hiang Liow & Qing Ye - Property Company Stock Price and Net Asset Value: A Mean Reversion Perspective (RePEc:kap:jrefec:v:27:y:2003:i:2:p:235-55)
by Liow, Kim Hiang - Corporate Real Estate and Stock Market Performance (RePEc:kap:jrefec:v:29:y:2004:i:1:p:119-140)
by Kim Hiang Liow - Long-Term Co-Memories and Short-Run Adjustment: Securitized Real Estate and Stock Markets (RePEc:kap:jrefec:v:31:y:2005:i:3:p:283-300)
by Kim Liow & Haishan Yang - Correlation and Volatility Dynamics in International Real Estate Securities Markets (RePEc:kap:jrefec:v:39:y:2009:i:2:p:202-223)
by Kim Liow & Kim Ho & Muhammad Ibrahim & Ziwei Chen - Long-term Memory in Volatility: Some Evidence from International Securitized Real Estate Markets (RePEc:kap:jrefec:v:39:y:2009:i:4:p:415-438)
by Kim Liow - Volatility Decomposition and Correlation in International Securitized Real Estate Markets (RePEc:kap:jrefec:v:40:y:2010:i:2:p:221-243)
by Kim Liow & Muhammad Ibrahim - Multiple Regimes and Volatility Transmission in Securitized Real Estate Markets (RePEc:kap:jrefec:v:42:y:2011:i:3:p:295-328)
by Kim Liow & Zhiwei Chen & Jingran Liu - Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets? (RePEc:kap:jrefec:v:47:y:2013:i:2:p:370-390)
by Kim Liow & Wei Chen - Unknown item RePEc:taf:apfiec:v:16:y:2006:i:5:p:371-376 (article)
- Unknown item RePEc:taf:ijspmg:v:10:y:2006:i:2:p:93-111 (article)
- The dynamics of the Singapore commercial property market (RePEc:taf:jpropr:v:17:y:2000:i:4:p:279-291)
by Kim Hiang Liow - Cyclical relationship between commercial real estate and property stock prices (RePEc:taf:jpropr:v:18:y:2001:i:4:p:309-320)
by Gerald Brown & Kim Hiang Liow - Interest rate sensitivity and risk premium of property stocks (RePEc:taf:jpropr:v:20:y:2003:i:2:p:117-132)
by Kim Hiang Liow & Joseph Ooi & Loke Kiat Wang - Co‐skewness and Co‐kurtosis in Global Real Estate Securities (RePEc:taf:jpropr:v:22:y:2005:i:2-3:p:163-203)
by Kim Hiang Liow & Lanz C. W. J. Chan - The Dynamics of Return Volatilty and Systematic Risk in International Real Estate Security Markets (RePEc:taf:jpropr:v:24:y:2006:i:1:p:1-29)
by Kim Hiang Liow - Financial Crisis and Asian Real Estate Securities Market Interdependence: Some Additional Evidence (RePEc:taf:jpropr:v:25:y:2008:i:2:p:127-155)
by Kim Hiang Liow - Nonlinear Return Dependence in Major Real Estate Markets (RePEc:taf:jpropr:v:25:y:2008:i:4:p:285-319)
by Kim Hiang Liow & James R. Webb - Do retail firms benefit from real estate ownership? (RePEc:taf:jpropr:v:26:y:2009:i:1:p:25-60)
by Shi Ming Yu & Kim Hiang Liow - The significance and performance of property securities markets in the Asian IFCs (RePEc:taf:jpropr:v:26:y:2009:i:2:p:125-148)
by Graeme Newell & Chau Kwong Wing & Wong Siu Kei & Liow Kim Hiang - Editorial (RePEc:taf:jpropr:v:26:y:2009:i:4:p:281-282)
by Liow Kim Hiang & Seow Eng Ong - Firm value, growth, profitability and capital structure of listed real estate companies: an international perspective (RePEc:taf:jpropr:v:27:y:2009:i:2:p:119-146)
by Kim Hiang Liow - Integration among USA, UK, Japanese and Australian securitised real estate markets: an empirical exploration (RePEc:taf:jpropr:v:27:y:2010:i:4:p:289-308)
by Kim Hiang Liow - Switching volatility and cross-market linkages in public property markets (RePEc:taf:jpropr:v:31:y:2014:i:4:p:287-314)
by Kim Hiang Liow & Qing Ye - Risk-return convergence in international public property markets (RePEc:taf:jpropr:v:32:y:2015:i:1:p:1-32)
by Kim Hiang Liow - Co-movement between the US and the securitised real estate markets of the Asian-Pacific economies (RePEc:taf:jpropr:v:36:y:2019:i:1:p:27-58)
by Kim Hiang Liow & Xiaoxia Zhou & Qiang Li & Yuting Huang - Time-Varying Macroeconomic Risk and Commercial Real Estate: An Asset Pricing Perspective (RePEc:taf:repmxx:v:10:y:2004:i:1:p:47-57)
by Kim Liow - Regime Changes in International Securitized Property Markets (RePEc:taf:repmxx:v:11:y:2005:i:2:p:147-165)
by Kim Liow & Haihong Zhu & David Ho & Kwame Addae-Dapaah - Integration between Securitized Real Estate and Stock Markets: A Global Perspective (RePEc:taf:repmxx:v:16:y:2010:i:3:p:249-265)
by Kim Hiang Liow - International Direct Real Estate Market Linkages: Evidence from Time-Varying Correlation and Cointegration Tests (RePEc:taf:rjelxx:v:18:y:2010:i:2:p:283-312)
by Kim Hiang Liow - Risk-Adjusted Performance of Real Estate Stocks: Evidence from Developing Markets (RePEc:taf:rjerxx:v:26:y:2004:i:4:p:371-396)
by Joseph Ooi & Kim-Hiang Liow - Investment Dynamics of the Greater China Securitized Real Estate Markets (RePEc:taf:rjerxx:v:34:y:2012:i:3:p:399-428)
by Kim Hiang Liow & Graeme Newell - Switching Regime Beta Analysis of Global Financial Crisis: Evidence from International Public Real Estate Markets (RePEc:taf:rjerxx:v:39:y:2017:i:1:p:127-164)
by Kim Hiang Liow & Qing Ye - Comovement of Greater China Real Estate Markets: Some Time Scale Evidence (RePEc:taf:rjerxx:v:41:y:2019:i:3:p:473-512)
by Kim Hiang Liow & Xiaoxia Zhou & Qiang Li & Yuting Huang - Sustainability of Sustainable Real Property Development (RePEc:taf:rsrexx:v:1:y:2009:i:1:p:203-225)
by Kwame Addae-Dapaah & Liow Kim Hiang & Neo Yen Shi Sharon - Real estate and corporate valuation: an asset pricing perspective (RePEc:wly:mgtdec:v:22:y:2001:i:7:p:355-368)
by Liow Kim Hiang - Common factors in international securitized real estate markets (RePEc:wly:revfec:v:18:y:2009:i:2:p:80-89)
by Kim Hiang Liow & James R. Webb - An assessment of the relationship between public real estate markets and stock markets at the local, regional, and global levels (RePEc:zbw:zewdip:11056)
by Liow, Kim Hiang & Schindler, Felix