Browsing by Author Liow Kim Hiang

Select a letter below to browse by last name or type
0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z


Showing results 30 to 45 of 45 < previous 
Issue DateTitleAuthor(s)
2006Net asset value discounts for Asian-Pacific real estate companies: Long-run relationships and short-term dynamicsLiow, K.H. ; Li, Y.
2008Nonlinear return dependence in major real Estate marketsLiow, K.H. ; Webb, J.R.
2003Property Company Stock Price and Net Asset Value: A Mean Reversion PerspectiveLiow, K.H. 
2005Regime changes in international securitized property marketsLiow, K.H. ; Zhu, H.; Ho, D.K. ; Addae-Dapaah, K. 
5-Dec-2018Regime dependent linkages between securitized real estate market and major financial markets: some international evidenceKim Hiang Liow ; Qing Ye
2007Regime switching and asset allocation: Evidence from international real estate security marketsLiow, K.H. ; Zhu, H.Z.
2004Risk-adjusted performance of real estate stocks: Evidence from developing marketsOoi, J.T.L. ; Liow, K.-H. 
2015Risk-return convergence in international public property marketsLiow Kim Hiang 
2007The dynamics of return volatilty and systematic risk in international real estate security marketsLiow, K.H. 
2000The dynamics of the Singapore commercial property marketLiow, K.H. 
2009The significance and performance of property securities markets in the Asian IFCsNewell, G.; Wing, C.K.; Kei, W.S.; Hiang, L.K. 
2011Time series behavior of average dynamic conditional correlations in European real estate securities markets: An empirical explorationLiow, K.H. 
2004Time-varying macroeconomic risk and commercial real estate: An asset pricing perspectiveLiow, K.H. 
2013Value versus growth international real estate investmentAddae-Dapaah, K. ; Webb, J.R.; Kim Hin Ho, D.; Hiang Liow, K. 
2010Volatility decomposition and correlation in international securitized real estate marketsLiow, K.H. ; Ibrahim, M.F. 
Aug-2013Volatility interdependence in European real estate securities markets: Who is the most influential?Liow, K.H.