Simon Stevenson
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Stevenson |
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University of Washington
/ Runstad Department of Real Estate
Research profile
author of:
- Modeling Long Memory in REITs (RePEc:arx:papers:1103.5414)
by John Cotter & Simon Stevenson - Uncovering Volatility Dynamics in Daily REIT Returns (RePEc:arx:papers:1103.5417)
by John Cotter & Simon Stevenson - Multivariate Modeling of Daily REIT Volatility (RePEc:arx:papers:1103.5660)
by John Cotter & Simon Stevenson - Commercial Real Estate and International Diversification (RePEc:arz:wpaper:eres1998_140)
by Simon Stevenson - A Long Term Analysis of Regional Housing markets and Inflation (RePEc:arz:wpaper:eres1999_111)
by Simon Stevenson - Hedging International Real Estate Investments: Decomposing Returns into Capital and Income Components (RePEc:arz:wpaper:eres1999_136)
by Simon Stevenson - Government Intervention and Its Impact on the Housing Market in Greater Dublin (RePEc:arz:wpaper:eres1999_191)
by James Berry & James Berry & Stanley McGreal & Simon Stevenson & James Young - Real Estate Portfolio Construction And Estimation Risk (RePEc:arz:wpaper:eres2000_070)
by Stephen Lee & Simon Stevenson - A Comparison of Alternative Rental Forecasting Models: Empirical Tests on the London Office Market (RePEc:arz:wpaper:eres2000_105)
by Simon Stevenson - Time Weighted Portfolio Optimisation (RePEc:arz:wpaper:eres2001_207)
by Stephen L. Lee & Simon Stevenson - Volatility in the Ripple Effect of Regional House Market Dynamics (RePEc:arz:wpaper:eres2002_125)
by Simon Stevenson - Hedonic Estimation of Apartment Submarkets (RePEc:arz:wpaper:eres2002_227)
by James Berry & James Berry & Stanley McGreal & Simon Stevenson - Economic, Demographic and Fiscal Influences on Housing Market Dynamics (RePEc:arz:wpaper:eres2003_266)
by Simon Stevenson - New Empirical Evidence on the Speculative Behaviour Present in Residential Property Markets (RePEc:arz:wpaper:eres2004_549)
by Simon Stevenson - Real estate in the mixed-asset portfolio: the question of consistency (RePEc:arz:wpaper:eres2004_559)
by Stephen Lee & Simon Stevenson - The Distributional Characteristics of REIT Returns (RePEc:arz:wpaper:eres2005_201)
by Elaine Hutson & Simon Stevenson - NY-LON: Does a Single Cross-Continental Office Market Exist? (RePEc:arz:wpaper:eres2005_210)
by Cath Jackson & Simon Stevenson & Craig Watkins - Modelling Housing Market Fundamentals: Empirical Evidence of Extreme Market Conditions (RePEc:arz:wpaper:eres2005_322)
by Simon Stevenson - Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities (RePEc:arz:wpaper:eres2005_323)
by Simon Stevenson & Pat Wilson & Ralf Zurbruegg - An Analysis of Residential Auction Sale Prices and Quoted Guide Prices (RePEc:arz:wpaper:eres2005_324)
by Simon Stevenson & James Young - Permanent And Transitory Drivers Of Securitised Real Estate (RePEc:arz:wpaper:eres2006_159)
by Chee Cheong & Richard Gerlach & Simon Stevenson & Patrick Wilson & Ralf Zurbrugg - An Asset Pricing Model Of The London Residential Market (RePEc:arz:wpaper:eres2006_275)
by Fotis Mouzakis & Simon Stevenson - Monetary Policy and Real Estate Investment Trusts (RePEc:arz:wpaper:eres2007_168)
by Simon Stevenson & Don Bredin & G. O’Reilly & Don Bredin & Gerard O’Reilly - Panel Modelling of Regional Commercial Property Markets: Empirical Evidence from Finland (RePEc:arz:wpaper:eres2007_182)
by Mikael Postila & Simon Stevenson & Hanna Kaleva - Mean-Variance Spanning Tests of Real Estateís Portfolio Contribution (RePEc:arz:wpaper:eres2007_245)
by Stephen Lee & Simon Stevenson & Alexandra Krystalogianni - Asymmetric Betaís in Bull and Bear Markets: Evidence from US Equity REITs (RePEc:arz:wpaper:eres2007_291)
by Alexandra Krystalogianni & Simon Stevenson & George A. Matysiak - Conditional Correlations and Real Estate Investment Trusts (RePEc:arz:wpaper:eres2007_345)
by Simon Stevenson & James Chong & Jo Miffre & James Chong & Joelle Miffre - Tests of Dynamic Asymmetric Correlations across REIT Sub-Sectors (RePEc:arz:wpaper:eres2007_346)
by Simon Stevenson & Alexandra Krystalogianni - Dynamics of Residential Market in Ghana: A Comparison (RePEc:arz:wpaper:eres2009_380)
by Wilfred Anim-Odame & Tony Key & Simon Stevenson - INREV Panel on the Education Requirements of the Indirect Investment Market (RePEc:arz:wpaper:eres2011_edu_109)
by Matthias Thomas & Robin Goodchild & Tobias Pfeffer & Simon Stevenson - Herding in real estate security analysis (RePEc:arz:wpaper:eres2012_149)
by Paul Gallimore Ro & Simon Stevenson - The Case for Risk Parity as an Alternative Strategy for Asset Allocation in Real Estate Portfolios (RePEc:arz:wpaper:eres2013_294)
by Mutale Katyoka & Simon Stevenson - Performance and Cash Flow Drivers of Private Real Estate Funds (RePEc:arz:wpaper:eres2013_326)
by Kieran Farrelly & Simon Stevenson - Securitised Real Estate Regime-Switching Behaviour and the Relationship with Market Interest Rates (RePEc:arz:wpaper:eres2013_346)
by Alexey Akimov & Simon Stevenson - Sponsor, Corporate Governance and Asian REITs Performance (RePEc:arz:wpaper:eres2013_351)
by Annisa Dian Prima & Simon Stevenson & Peter Wyatt - The Sensitivity of European Publically Listed Real Estate to Interest Rates (RePEc:arz:wpaper:eres2014_77)
by Alexey Akimov & Chyi Lin Lee & Simon Stevenson - Toward a Liability Driven Investment Paradigm for DC Pensions: Implication for Real Estate Allocations (RePEc:arz:wpaper:eres2015_140)
by Frank Kwakutse Ametefe & Simon Stevenson & Steven Devaney - Real estate market risk modelling (RePEc:arz:wpaper:eres2015_211)
by Mutale Katyoka & Simon Stevenson - Rationality and Momentum in Real Estate Investment Forecasts (RePEc:arz:wpaper:eres2015_297)
by Fotis Mouzakis & Dimitrios Papastamos & Simon Stevenson - How do Optimal Reserves Compare to Actual Undisclosed Reserve Prices? Empirical Evidence from English Open Outcry Auctions of Residential Property (RePEc:arz:wpaper:eres2015_68)
by Simon Stevenson & James Young - Volatility Transmission: A Global Tri-Variate Analysis of Public Real Estate and Foreign Exchange Markets (RePEc:arz:wpaper:eres2015_69)
by Simon Stevenson - Investor Protection, Corporate Governance and Firm Performance: Evidence from Asian Real Estate Investment Trusts (RePEc:arz:wpaper:eres2015_70)
by Annisa Dian Prima & Simon Stevenson - Low‐frequency volatility of real estate securities and macroeconomic risk (RePEc:bla:acctfi:v:58:y:2018:i:s1:p:311-342)
by Chyi Lin Lee & Simon Stevenson & Ming‐Long Lee - Modeling Housing Market Fundamentals: Empirical Evidence of Extreme Market Conditions (RePEc:bla:reesec:v:36:y:2008:i:1:p:1-29)
by Simon Stevenson - Modeling Long Memory in REITs (RePEc:bla:reesec:v:36:y:2008:i:3:p:533-554)
by John Cotter & Simon Stevenson - The Role of Undisclosed Reserves in English Open Outcry Auctions (RePEc:bla:reesec:v:43:y:2015:i:2:p:375-402)
by Simon Stevenson & James Young - Emerging markets, downside risk and the asset allocation decision (RePEc:eee:ememar:v:2:y:2001:i:1:p:50-66)
by Stevenson, Simon - The performance effects of composition changes on sector specific stock indices: The case of European listed real estate (RePEc:eee:finana:v:29:y:2013:i:c:p:132-142)
by Brooks, Chris & Kappou, Konstantina & Stevenson, Simon & Ward, Charles - Assessing the accuracy and dispersion of real estate investment forecasts (RePEc:eee:finana:v:42:y:2015:i:c:p:141-152)
by Papastamos, Dimitrios & Matysiak, George & Stevenson, Simon - New empirical evidence on heteroscedasticity in hedonic housing models (RePEc:eee:jhouse:v:13:y:2004:i:2:p:136-153)
by Stevenson, Simon - Special issue based on the European Real Estate Society (ERES) Conference, Dublin, Ireland, June 2005 (RePEc:eee:jhouse:v:15:y:2006:i:3:p:167-168)
by Meen, Geoffrey & Stevenson, Simon - A comparison of the appraisal process for auction and private treaty residential sales (RePEc:eee:jhouse:v:19:y:2010:i:2:p:145-154)
by Stevenson, Simon & Young, James & Gurdgiev, Constantin - A Long-Term Analysis of Regional Housing Markets and Inflation (RePEc:eee:jhouse:v:9:y:2000:i:1-2:p:24-39)
by Stevenson, Simon - Equity and fixed income markets as drivers of securitised real estate (RePEc:eee:revfin:v:18:y:2009:i:2:p:103-111)
by Cheong, Chee Seng & Gerlach, Richard & Stevenson, Simon & Wilson, Patrick J. & Zurbruegg, Ralf - Unknown item RePEc:eme:ijhmap:v:3:y:2010:i:3:p:216-232 (article)
- Unknown item RePEc:eme:ijhmap:v:3:y:2010:i:4:p:308-326 (article)
- Unknown item RePEc:eme:jpifpp:v:25:y:2007:i:3:p:223-240 (article)
- A Re-Examination of the Inflation-Hedging Ability of Real Estate Securities: Empirical Tests Using International Orthogonalized & Hedged Data (RePEc:ire:issued:v:04:n:01:2001:p:26-42)
by Simon Stevenson - Tax Policies and Residential Mobility (RePEc:ire:issued:v:04:n:01:2001:p:95-117)
by Mark Hoven Stohs & Paul Childs & Simon Stevenson - International Real Estate Diversification: Empirical Tests using Hedged Indices (RePEc:jre:issued:v:19:n:1:2000:p:105-131)
by Simon Stevenson - Bayes-Stein Estimators and International Real Estate Asset Allocation (RePEc:jre:issued:v:21:n:1/2:2001:p:89-104)
by Simon Stevenson - Momentum Effects and Mean Reversion in Real Estate Securities (RePEc:jre:issued:v:23:n:1/2:2002:p:47-64)
by Simon Stevenson - Estimation of Apartment Submarkets (RePEc:jre:issued:v:25:n:2:2003:p:159-170)
by James Berry & Stanley McGreal & Simon Stevenson & James Young & James Webb - Macro-Economic and Financial Determinants of Comovement across Global Real Estate Security Markets (RePEc:jre:issued:v:38:n:4:2016:p:595_624)
by Simon Stevenson - Multivariate Modeling of Daily REIT Volatility (RePEc:kap:jrefec:v:32:y:2006:i:3:p:305-325)
by John Cotter & Simon Stevenson - Foreign Property Shocks and the Impact on Domestic Securitized Real Estate Markets: An Unobserved Components Approach (RePEc:kap:jrefec:v:34:y:2007:i:3:p:407-424)
by Patrick Wilson & Simon Stevenson & Ralf Zurbruegg - Monetary Shocks and REIT Returns (RePEc:kap:jrefec:v:35:y:2007:i:3:p:315-331)
by Don Bredin & Gerard O’Reilly & Simon Stevenson - Futures Trading, Spot Price Volatility and Market Efficiency: Evidence from European Real Estate Securities Futures (RePEc:kap:jrefec:v:48:y:2014:i:2:p:299-322)
by Chyi Lee & Simon Stevenson & Ming-Long Lee - Public Real Estate and the Term Structure of Interest Rates: A Cross-Country Study (RePEc:kap:jrefec:v:51:y:2015:i:4:p:503-540)
by Alexey Akimov & Simon Stevenson & Maxim Zagonov - The Sensitivity of European Bank Stocks to German Interest Rates Changes (RePEc:mfj:journl:v:6:y:2002:i:3-4:p:223-249)
by Simon Stevenson - Openness, hedging incentives and foreign exchange exposure: A firm-level multi-country study (RePEc:pal:jintbs:v:41:y:2010:i:1:p:105-122)
by Elaine Hutson & Simon Stevenson - Modeling Long Memory in REITs (RePEc:pra:mprapa:3500)
by Cotter, John & Stevenson, Simon - Multivariate Modeling of Daily REIT Volatility (RePEc:pra:mprapa:3524)
by Cotter, John & Stevenson, Simon - Uncovering Volatility Dynamics in Daily REIT Returns (RePEc:pra:mprapa:3533)
by Cotter, John & Stevenson, Simon - The Case for REITs in the Mixed-Asset Portfolio in the Short and Long Run (RePEc:rdg:repxwp:rep-wp2004-06)
by Stephen Lee & Simon Stevenson - Real Estate in the Mixed-asset Portfolio: The Question of Consistency (RePEc:rdg:repxwp:rep-wp2004-10)
by Stephen Lee & Simon Stevenson - Separating Skill from Luck in REIT Mutual Funds (RePEc:rdg:repxwp:rep-wp2011-05)
by Luke Layfield & Simon Stevenson - Dynamic Correlations across REIT Sub-Sectors (RePEc:rdg:repxwp:rep-wp2011-07)
by James Chong & Alexandra Krystalogianni & Simon Stevenson - Capital Market Expectations and the London Office Market (RePEc:rdg:repxwp:rep-wp2011-09)
by Simon Stevenson & James Young - Residential Property Loans and Bank Performance during Property Price Booms: Evidence from Europe (RePEc:rdg:repxwp:rep-wp2014-05)
by António Miguel Martins & Ana Paula Serra & Francisco Vitorino Martins & Simon Stevenson - A Comparative Analysis of the Accuracy and Uncertainty in Real Estate and Macroeconomic Forecasts (RePEc:rdg:repxwp:rep-wp2014-06)
by Dimitrios Papastamos & George Matysiak & Simon Stevenson - Rationality and Momentum in Real Estate Investment Forecasts (RePEc:rdg:repxwp:rep-wp2014-07)
by Dimitrios Papastamos & Fotis Mouzakis & Simon Stevenson - The probability of sale and price premiums in withdrawn auctioned properties (RePEc:sae:urbstu:v:52:y:2015:i:2:p:279-297)
by Simon Stevenson & James Young - Synchronisation and commonalities in metropolitan housing market cycles (RePEc:sae:urbstu:v:52:y:2015:i:9:p:1665-1682)
by Alexey Akimov & Simon Stevenson & James Young - The substitutability of REITs and value stocks (RePEc:taf:apfiec:v:17:y:2007:i:7:p:541-557)
by Stephen Lee & Simon Stevenson - Dynamic correlations between REIT sub-sectors and the implications for diversification (RePEc:taf:apfiec:v:22:y:2012:i:13:p:1089-1109)
by James Chong & Alexandra Krystalogianni & Simon Stevenson - A Multiple Error-Correction Model of Housing Supply (RePEc:taf:chosxx:v:29:y:2014:i:3:p:362-379)
by Simon Stevenson & James Young - A performance evaluation of portfolio managers: tests of micro and macro forecasting (RePEc:taf:eurjfi:v:10:y:2004:i:5:p:391-411)
by Simon Stevenson - Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities (RePEc:taf:eurjfi:v:13:y:2007:i:8:p:705-715)
by Simon Stevenson & Patrick Wilson & Ralf Zurbruegg - Forecasting Housing Supply: Empirical Evidence from the Irish Market (RePEc:taf:eurjhp:v:7:y:2007:i:1:p:1-17)
by Simon Stevenson & James Young - Real estate's role in an international multi-asset portfolio: empirical evidence using Irish data (RePEc:taf:jpropr:v:16:y:1999:i:3:p:219-242)
by Simon Stevenson - Contagion effects and intra industry information flows: the example of Olympia & York (RePEc:taf:jpropr:v:17:y:2000:i:2:p:133-145)
by Simon Stevenson - Empirical evidence on the micro and macro forecasting ability of real estate funds (RePEc:taf:jpropr:v:20:y:2003:i:3:p:207-234)
by Stephen Lee & Simon Stevenson - A comparison of alternative rental forecasting models: empirical tests on the London office market (RePEc:taf:jpropr:v:20:y:2003:i:3:p:235-260)
by Simon Stevenson & Oliver McGarth - House price diffusion and inter‐regional and cross‐border house price dynamics (RePEc:taf:jpropr:v:21:y:2005:i:4:p:301-320)
by Simon Stevenson - Measuring Spillover Effects Across Asian Property Stocks (RePEc:taf:jpropr:v:24:y:2007:i:2:p:123-138)
by Patrick Wilson & Simon Stevenson & Ralf Zurbruegg - Performance drivers of private real estate funds (RePEc:taf:jpropr:v:33:y:2016:i:3:p:214-235)
by Kieran Farrelly & Simon Stevenson - Concordance in Global Office Market Cycles (RePEc:taf:regstd:v:48:y:2014:i:3:p:456-470)
by Simon Stevenson & Alexey Akimov & Elaine Hutson & Alexandra Krystalogianni - Multivariate Modelling of Daily REIT Volatility (RePEc:ucd:wpaper:2005/17)
by John Cotter & Simon Stevenson - Monetary policy transmission and real estate investment trusts (RePEc:wly:ijfiec:v:16:y:2011:i:1:p:92-102)
by Don Bredin & Gerard O'Reilly & Simon Stevenson