Stephen Lee

with Stevenson · 2005

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Stephen Lee trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. S. Stevenson
  2. Jim Clayton
  3. Martin Hoesli

Papers from Stephen Lee's perspective

Ordered by how strongly the researchers Stephen Lee trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Time-Varying Nature of the Link between REIT, Real Estate and Financial Asset Returns
  2. Further Evidence on the Integration of REIT, Bond, and Stock Returns
  3. An Examination of Volatility Spillovers in REIT Returns
  4. The Markowitz Optimization Enigma: Is 'Optimized' Optimal?
  5. International evidence on real estate as a portfolio diversifier
  6. Generalized autoregressive conditional heteroskedasticity
  7. Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index
  8. Time varying risk premia for real estate investment trusts: A GARCH-M model
  9. The Global Transmission of Volatility in the Foreign Exchange Market (Review of Economics and Statistics)
  10. House Price Appreciation, Transactions and Structural Change in the British Housing Market: A Macroeconomic Perspective

Their papers