1-19 Torrington Place
Bartlett School of Sustainable Construction
London, London WC1E 7HB
United Kingdom
http://www.stanimilcheva.com
University College London
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Real Estate Investment, Cross-border flows, Panel data analysis
Private infrastructure funds, performance, persistence, internal rate of return, public market equivalent.
Low-risk effect, coronavirus, COVID-19 risk factor, pandemic, financial constraints, behavioral effects, factor model, cross-section of returns, commercial real estate, REITs, systemic risk, idiosyncratic volatility
COVID-19 case proximity, listed real estate company returns, difference-in-difference spatial discontinuity, spatial effects.
Financial market regulation, Basel III, AIFMD, EMIR, event study, listed property companies, CAPM
Asset pricing, spatial dependence, spatial spillover risk.
Multifamily rental housing, cap rates, volatility risk, NOI, renter protection.
hazard model, frailty, segmentation
Spatial CAPM, Systemic Risk, Idiosyncratic Risk, Contagion, Spillovers, Listed Property Returns, Economic Integration
COVID-19, work from home, real estate investment trusts, stock return, tenant
Investor size; Bayesian estimation, price and holding period, market segmentation, bargaining intensity.
Announcement effect, spatial spillover, spatio-temporal autoregressive model, difference-in-differences, apartment transaction prices.
Hedonic House Price Model, Spatio-Temporal Autoregressive Model, Spatial Spillover Effects, Transaction Apartment Data, Boom and Recession
Declining Discount Rates, Hedonic Model, Repeat Sales Model, Housing, Asset Pricing.
Stochastic Volatility, Institutional Ownership, Investor Size, Real Estate Asset Volatility, Bayesian Estimation, Repeat Sales Model
Asset pricing, Factor Models, Spatial Weights, Properties, Distance, Hedging Strategies
Bank Funding, Capital Structure, Long-Term Wholesale Funding, Covered Bonds, MBS, Senior Unsecured Bonds
Time on market, TOM, house price, 2SLS, chain-free, big data.
Financial Market Integration, IPO Underpricing, Country Institutions, Hierarchical Linear Modelling, Foreign IPOs
Distance to headquarter, real estate returns
Uncertainty, Stochastic Volatility, Noise, Valuation Uncertainty, Bayesian Estimation, Repeat Sales Model, Commercial Real Estate, Illiquid Markets
Property transaction tax, stamp duty land tax, house prices, price spread, redistribution effects, bargaining power, big data.
consumption; housing markets; mortgage markets; residential investment
Ipo Underpricing; Urban Economic Openness; Real Estate; China
