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2007 Book Chapter An econometric model of downside riskBond, Shaun (2007). An econometric model of downside risk. Forecasting Volatility in the Financial Markets. (pp. 301-331) Elsevier Ltd. doi: 10.1016/B978-075066942-9.50016-9 |
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2007 Journal Article Smoothing, nonsynchronous appraisal and cross-sectional aggregation in real estate price indicesBond, Shaun A. and Hwang, Soosung (2007). Smoothing, nonsynchronous appraisal and cross-sectional aggregation in real estate price indices. Real Estate Economics, 35 (3), 349-382. doi: 10.1111/j.1540-6229.2007.00193.x |
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2007 Journal Article Marketing period risk in a portfolio context: Theory and empirical estimates from the UK commercial real estate marketBond, S. A., Hwang, S., Lin, Z. and Vandell, K. (2007). Marketing period risk in a portfolio context: Theory and empirical estimates from the UK commercial real estate market. Journal of Real Estate Finance and Economics, 34 (4), 447-461. doi: 10.1007/s11146-007-9022-1 |
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2007 Journal Article Will private equity and hedge funds replace real estate in mixed-asset portfolios? Not likelyBond, Shaun A., Hwang, Soosung, Mitchell, Paul and Satchell, Stephen E. (2007). Will private equity and hedge funds replace real estate in mixed-asset portfolios? Not likely. Journal of Portfolio Management, 33 (SPEC. ISS.), 74-84. doi: 10.3905/jpm.2007.698908 |
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2006 Journal Article Asymmetry, Loss Aversion, and Forecasting*Bond, Shaun A. and Satchell, Stephen E. (2006). Asymmetry, Loss Aversion, and Forecasting*. The Journal of Business, 79 (4), 1809-1830. doi: 10.1086/503649 |
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2006 Journal Article Asymmetry and downside risk in foreign exchange marketsBond, Shaun A. and Satchell, Stephen E. (2006). Asymmetry and downside risk in foreign exchange markets. The European Journal of Finance, 12 (4), 313-332. doi: 10.1080/13518470500459808 |
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2006 Journal Article Optimal allocation to real estate incorporating illiquidity riskBond, Shaun A, Hwang, Soosung and Richards, Kimberley (2006). Optimal allocation to real estate incorporating illiquidity risk. Journal of Asset Management, 7 (1), 2-16. doi: 10.1057/palgrave.jam.2240197 |
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2006 Conference Publication A web of shocks: Crises across Asian real estate marketsBond, Shaun A., Dungey, Mardi and Fry, Renée (2006). A web of shocks: Crises across Asian real estate markets. New York, NY, United States: Springer New York LLC. doi: 10.1007/s11146-006-6800-0 |
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2003 Journal Article A measure of fundamental volatility in the commercial property marketBond, Shaun A. and Hwang, Soosung (2003). A measure of fundamental volatility in the commercial property market. Real Estate Economics, 31 (4), 577-600. doi: 10.1046/j.1080-8620.2003.00077.x |
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2003 Journal Article International real estate returns: A multifactor, multicountry approachBond, Shaun A., Karolyi, G. Andrew and Sanders, Anthony B. (2003). International real estate returns: A multifactor, multicountry approach. Real Estate Economics, 31 (3), 481-500. doi: 10.1111/1540-6229.00074 |
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2003 Conference Publication The conditional distribution of real estate returns: Are higher moments time varying?Bond, Shaun A. and Patel, Kanak (2003). The conditional distribution of real estate returns: Are higher moments time varying?. New York, NY, United States: Springer New York LLC. doi: 10.1023/a:1022939127383 |
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2002 Journal Article Statistical properties of the sample semi-varianceBond, Shaun A. and Satchell, Stephen E. (2002). Statistical properties of the sample semi-variance. Applied Mathematical Finance, 9 (4), 219-239. doi: 10.1080/1350486022000015850 |
