Stanimira Milcheva

University College London

Associate Professor

1-19 Torrington Place

Department of Construction and Project Management

London, London WC1E 7HB

United Kingdom

  • University College London

SCHOLARLY PAPERS

15

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Scholarly Papers (15)

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1.

Cross-Border Capital Flows into Real Estate

Number of pages: 41 Posted: 10 Nov 2013 Last Revised: 17 Apr 2014
Franz Fuerst, Stanimira Milcheva and Andrew Baum
University of Cambridge - Department of Land Economy, University College London and University of Oxford, Said Business School
Downloads 386 (77,784)

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Real Estate Investment, Cross-border flows, Panel data analysis

2.

Is Financial Regulation Good or Bad for Real Estate Companies? – An Event Study

Swiss Finance Institute Research Paper No. 16-20
Number of pages: 45 Posted: 09 Mar 2016 Last Revised: 30 Aug 2017
Martin Hoesli, Stanimira Milcheva and Alex Moss
University of Geneva - Geneva School of Economics and Management (GSEM), University College London and University of Reading - Henley Business School
Downloads 148 (202,346)

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Financial market regulation, Basel III, AIFMD, EMIR, event study, listed property companies, CAPM

3.

Performance and Persistence in Private Equity Infrastructure Funds

Number of pages: 40 Posted: 14 Feb 2019
Martin Haran, Daniel Lo and Stanimira Milcheva
Ulster University, Ulster University and University College London
Downloads 121 (237,066)

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private equity infrastructure funds, performance, internal rate of return, public market equivalent, multiples, persistence

4.

Spatial Dependence in Asset Pricing Models

Number of pages: 37 Posted: 30 Sep 2016
Bing Zhu and Stanimira Milcheva
University of Reading - Henley Business School and University College London
Downloads 90 (290,496)

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Spatial factor model, asset pricing, listed real estate companies, weight matrix.

5.

Asset Pricing, Spatial Linkages and Contagion in Real Estate Stocks

Number of pages: 42 Posted: 30 Sep 2016 Last Revised: 31 Aug 2017
Stanimira Milcheva and Bing Zhu
University College London and University of Reading - Henley Business School
Downloads 80 (312,317)

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Spatial CAPM, Systemic Risk, Idiosyncratic Risk, Contagion, Spillovers, Listed Property Returns, Economic Integration

6.

Conform or Resist? Spatio-Temporal Spillover Effects of Surrounding Apartment Transactions in a Boom and a Recession

Number of pages: 31 Posted: 30 Sep 2016
Dongwoo Hyun and Stanimira Milcheva
University of Reading - Henley Business School and University College London
Downloads 56 (377,648)

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Hedonic House Price Model, Spatio-Temporal Autoregressive Model, Spatial Spillover Effects, Transaction Apartment Data, Boom and Recession

7.

The Pricing of Spatial Linkages in Companies’ Underlying Assets

Number of pages: 51 Posted: 24 Feb 2017
Bing Zhu and Stanimira Milcheva
University of Cambridge - Faculty of Economics and University College London
Downloads 49 (400,893)

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Asset pricing, Factor Models, Spatial Weights, Properties, Distance, Hedging Strategies

8.

Renter Protection and Institutional Investment in Multifamily Rental Housing

Number of pages: 61 Posted: 27 Nov 2018 Last Revised: 19 Sep 2019
Meagan McCollum and Stanimira Milcheva
University of Tulsa - Collins College of Business and University College London
Downloads 48 (404,328)

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Multifamily rental housing, institutional investors, net operating income, housing affordability

9.

Spatio-Temporal Effects of an Urban Development Announcement and Its Cancellation on House Prices – A Quasi-Natural Experiment

Number of pages: 34 Posted: 11 Sep 2017
Dongwoo Hyun and Stanimira Milcheva
University of Reading - Henley Business School and University College London
Downloads 41 (430,283)

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Announcement effect, spatial spillover, spatio-temporal autoregressive model, difference-in-differences, apartment transaction prices.

10.

Bank Liquidity Management through the Issuance of Bonds in the Aftermath of the Global Financial Crisis

Number of pages: 34 Posted: 19 Jul 2017 Last Revised: 05 Dec 2018
Stanimira Milcheva, Holger Markmann and Heidi Falkenbach
University College London, EBS Universität für Wirtschaft und Recht and Aalto University
Downloads 37 (446,818)

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Bank Funding, Capital Structure, Long-Term Wholesale Funding, Covered Bonds, MBS, Senior Unsecured Bonds

11.

Information Asymmetries, Financial Constraints and Institutional Investment: Evidence from the Real Estate Market

Number of pages: 41 Posted: 24 Oct 2019
Dragana Cvijanovic, Stanimira Milcheva and Alex Van de Minne
Warwick Business School, University of Warwick, University College London and University of Connecticut - Department of Finance
Downloads 17 (558,046)

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12.

Market Integration, Country Institutions and IPO Underpricing

Number of pages: 42 Posted: 13 Dec 2018
Gianluca Marcato, Stanimira Milcheva and Cheng Zheng
Henley Business School - University of Reading, University College London and Independent
Downloads 14 (570,531)

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Financial Market Integration, IPO Underpricing, Country Institutions, Hierarchical Linear Modelling, Foreign IPOs

13.

Performance and Persistence in Private Infrastructure Funds

Number of pages: 28 Posted: 08 Dec 2019
Martin Haran, Daniel Lo and Stanimira Milcheva
Ulster University, Ulster University and University College London
Downloads 9 (602,643)

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Private infrastructure funds, performance, persistence, internal rate of return, public market equivalent

14.

Preferences of Institutional Investors in Commercial Real Estate

Number of pages: 46
Dragana Cvijanovic, Stanimira Milcheva and Alex Van de Minne
Warwick Business School, University of Warwick, University College London and University of Connecticut - Department of Finance
Downloads 1

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hazard model, frailty, segmentation

15.

Urban Economic Openness and IPO Underpricing

Journal of Real Estate Finance and Economics, Vol. 56, No. 3, 2018
Posted: 14 Mar 2018
Gianluca Marcato, Stanimira Milcheva and Cheng Zheng
Henley Business School - University of Reading, University College London and Independent

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Ipo Underpricing; Urban Economic Openness; Real Estate; China