Purpose COVID-19 has had a significant global impact at many levels, including an impact
on global real estate capital flows. This paper examines the impact of COVID-19 on global …

In this paper, we study the international and sectoral diversification potential in real estate
portfolios. Building on a unique dataset of direct real estate markets covering 16 OECD …

In this paper, we investigate the role of eight commodity futures in asset allocation in China
during the period January 2004–December 2015. The Chinese commodities and stocks are …

Purpose–The purpose of this paper is to explore how tenant end demand dependence and
investment market segmentation, as estimated through sector type, impacts real estate …

This study investigates a question relevant to many investors: do the broad Real Estate
Investment Trust (REIT) return characteristics reflect those of the broad direct real estate …

In this study, we developed a framework to analyze the impact of land use policies on water
area changes. We used quantitative and qualitative approaches in our model, including …

Spatial linkages in returns have not yet received much attention in an asset pricing context,
however, they can capture important information about idiosyncratic externalities associated …

Purpose US commercial property is an important investment opportunity for institutional
investors. The purpose of this paper is to assess the significance, risk-adjusted performance …

This paper examines short-and long-term behavior of the price-to net asset value ratio in six
Asian public real estate markets. We find mean-reverting behavior of the ratio and spillover …

This five-volume set was compiled following the 2006 International Conference on
Computational Science and its Applications, ICCSA 2006, held in Glasgow, UK, during May …