Ogonna Nneji

University of Reading - ICMA Centre

Whiteknights Park

P.O. Box 242

Reading RG6 6BA

United Kingdom

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 24,078

SSRN RANKINGS

Top 24,078

in Total Papers Downloads

1,950

SSRN CITATIONS
Rank 44,152

SSRN RANKINGS

Top 44,152

in Total Papers Citations

2

CROSSREF CITATIONS

9

Scholarly Papers (9)

1.

Intrinsic and Rational Speculative Bubbles in the US Housing Market: 1960–2011

Journal of Real Estate Research, Forthcoming
Number of pages: 48 Posted: 10 Jan 2011 Last Revised: 13 Mar 2013
Ogonna Nneji, Chris Brooks and Charles W.R. Ward
University of Reading - ICMA Centre, University of Reading - ICMA Centre and University of Reading
Downloads 308 (97,932)
Citation 5

Abstract:

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intrinsic bubbles, rational bubbles, rents, US residential real estate market

2.

Commodity Risks and the Cross-Section of Equity Returns

British Accounting Review, Vol. 48, 134-150
Number of pages: 38 Posted: 02 Sep 2014 Last Revised: 20 May 2019
University of Reading - ICMA Centre, Auckland University of Technology, Audencia Nantes School of Management and University of Reading - ICMA Centre
Downloads 280 (108,547)
Citation 1

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Long-only commodity portfolio, term structure portfolio, commodity risk, cross-section of equity returns

3.

Speculative Bubble Spillovers Across Regional Housing Markets

Number of pages: 35 Posted: 27 Jan 2012 Last Revised: 13 Jul 2014
Ogonna Nneji, Chris Brooks and Charles W.R. Ward
University of Reading - ICMA Centre, University of Reading - ICMA Centre and University of Reading
Downloads 250 (122,167)
Citation 2

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speculative bubbles, real estate, regime-switching, regional spillovers

4.

House Price Dynamics and Their Reaction to Macroeconomic Changes

Economic Modelling, Forthcoming
Number of pages: 20 Posted: 23 Oct 2012 Last Revised: 13 Mar 2013
Ogonna Nneji, Chris Brooks and Charles W.R. Ward
University of Reading - ICMA Centre, University of Reading - ICMA Centre and University of Reading
Downloads 246 (124,247)
Citation 2

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house prices, monetary policy, Markov switching model, macroeconomic drivers

5.

Liquidity Shocks and Stock Bubbles

Number of pages: 30 Posted: 11 Jul 2013 Last Revised: 02 Jan 2014
Ogonna Nneji
University of Reading - ICMA Centre
Downloads 239 (127,897)

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funding liquidity, market liquidity, liquidity shocks, speculative bubble, trading

6.

Commercial Real Estate and Equity Market Bubbles: Are they Contagious to REITs?

Urban Studies, Forthcoming
Number of pages: 31 Posted: 06 Jun 2011 Last Revised: 13 Mar 2013
Ogonna Nneji, Chris Brooks and Charles W.R. Ward
University of Reading - ICMA Centre, University of Reading - ICMA Centre and University of Reading
Downloads 236 (129,530)

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periodically collapsing speculative bubbles, spillovers, contagion, REITs, real estate

7.

On the Predictive Content of Leading Indicators: The Case of U.S. Real Estate Markets

Number of pages: 45 Posted: 15 Mar 2013 Last Revised: 06 Sep 2013
Sotiris Tsolacos, Chris Brooks and Ogonna Nneji
University of Reading - Centre for Spatial and Real Estate Economics (CSpREE), University of Reading - ICMA Centre and University of Reading - ICMA Centre
Downloads 183 (164,701)

Abstract:

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Leading indicator, US rents, turning point forecasting, direction prediction

8.

Are CDS Spreads Predictable? An Analysis of Linear and Non-Linear Forecasting Models

International Review of Financial Analysis, Vol. 34, pp. 262-274, 2014
Number of pages: 34 Posted: 23 Nov 2012 Last Revised: 07 Mar 2019
Davide E. Avino and Ogonna Nneji
University of Liverpool and University of Reading - ICMA Centre
Downloads 155 (190,207)

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Credit default swap spreads, iTraxx, Forecasting, Markov switching, Market efficiency, Technical trading rules

9.

Intrinsic and Rational Speculative Bubbles in the U.S. Housing Market: 1960-2011

Journal of Real Estate Research, Vol. 35, No. 2, 2013
Number of pages: 32 Posted: 18 Jun 2013
Ogonna Nneji, Chris Brooks and Charles W.R. Ward
University of Reading - ICMA Centre, University of Reading - ICMA Centre and University of Reading
Downloads 53 (378,460)

Abstract:

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bubble, property market, residential

Other Papers (1)

Total Downloads: 19
1.

House Price Dynamics and Their Reaction to Macroeconomic Changes

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 19 Posted: 29 Aug 2012 Last Revised: 12 Mar 2013
Ogonna Nneji, Chris Brooks and Charles W.R. Ward
University of Reading - ICMA Centre, University of Reading - ICMA Centre and University of Reading
Downloads 19

Abstract:

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house prices, monetary policy, Markov switching model, macroeconomic drivers