Ogonna Nneji

University of Reading - ICMA Centre

Whiteknights Park

P.O. Box 242

Reading RG6 6BA

United Kingdom

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 22,106

SSRN RANKINGS

Top 22,106

in Total Papers Downloads

1,705

CITATIONS

2

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 276 (83,490)
Citation 1

Abstract:

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

2.

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 212 (105,637)

Abstract:

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

3.

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 204 (111,303)

Abstract:

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

4.

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 190 (113,820)

Abstract:

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

5.

Commodity Risks and the Cross-Section of Equity Returns

Number of pages: 38 Posted: 02 Sep 2014 Last Revised: 04 Jul 2015
University of Reading - ICMA Centre, Auckland University of Technology, EDHEC Business School and University of Reading - ICMA Centre
Downloads 155 (102,978)

Abstract:

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

6.

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 141 (147,999)

Abstract:

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

7.

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 138 (172,985)

Abstract:

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

8.

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

Number of pages: 34 Posted: 23 Nov 2012 Last Revised: 03 Mar 2014
Davide Avino and Ogonna Nneji
Swansea University and University of Reading - ICMA Centre
Downloads 113 (174,976)

Abstract:

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 32 (339,869)
Citation 1

Abstract:

bubble, property market, residential

Other Papers (1)

Total Downloads: 13    Citations: 0
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 0 (172,985)

Abstract:

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