Charles W.R. Ward

University of Reading

Emeritus Professor

ICMA Centre,

Henley Business School

Reading , RG6 6AB

United Kingdom

http://www.icmacentre.ac.uk/about_us/academic_staff/professor_charles_ward,

SCHOLARLY PAPERS

18

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CITATIONS
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Top 25,262

in Total Papers Citations

24

Scholarly Papers (18)

1.

Commercial Real Estate Return Distributions: A Review of Literature and Empirical Evidence

University of Reading Working Paper No. 01/00
Number of pages: 37 Posted: 15 Jan 2001
Colin Lizieri and Charles W.R. Ward
University of Cambridge - Department of Land Economy and University of Reading
Downloads 1,477 (11,764)
Citation 2

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Real estate, returns, distributions, normality, asset class

2.

The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-By-Tick Stock Price Performance

Number of pages: 33 Posted: 11 Jun 2007
Konstantina Kappou, Chris Brooks and Charles W.R. Ward
University of Reading - ICMA Centre, University of Reading - ICMA Centre and University of Reading
Downloads 602 (43,384)
Citation 1

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Index effect, S&P 500, market efficiency, price pressure

3.

Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect

Number of pages: 44 Posted: 17 May 2004
Chris Brooks, Konstantina Kappou and Charles W.R. Ward
University of Reading - ICMA Centre, University of Reading - ICMA Centre and University of Reading
Downloads 402 (71,832)
Citation 1

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Index effect, S&P 500, market efficiency, price pressure, three-factor model

4.

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 305 (98,293)
Citation 5

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

5.

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 (121,359)
Citation 2

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

6.

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 (123,379)
Citation 1

Abstract:

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

7.

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 (128,665)

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

8.

Risk-Adjusted Valuation of the Real Option to Invest

Number of pages: 30 Posted: 01 Mar 2013 Last Revised: 10 Mar 2015
Carol Alexander, Xi Chen and Charles W.R. Ward
University of Sussex Business School, University of Reading - ICMA Centre and University of Reading
Downloads 98 (266,966)

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Cost of capital, discount rate, hedging, idiosyncratic risk, implied return, required return

9.

Motivated Monitoring by Institutional Investors and Firm Investment Efficiency

European Financial Management, 2019 Forthcoming
Number of pages: 50 Posted: 26 Mar 2018 Last Revised: 05 Jun 2019
Charles W.R. Ward, Chao Yin and Yeqin Zeng
University of Reading, University of Reading - ICMA Centre and Durham University Business School, Finance and Economics
Downloads 93 (276,225)

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Institutional Investors; Investment Efficiency; Monitoring Attention; Agency Problem; Index Switch

10.

Institutional Investor Monitoring Motivation and the Marginal Value of Cash

Journal of Corporate Finance, Vol. 48, 2018
Number of pages: 60 Posted: 30 Oct 2017 Last Revised: 15 Jul 2019
Charles W.R. Ward, Chao Yin and Yeqin Zeng
University of Reading, University of Reading - ICMA Centre and Durham University Business School, Finance and Economics
Downloads 81 (300,983)

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Institutional Investors; Marginal Value of Cash; Monitoring Motivation; Index Switch

11.

Continental Shift? An Analysis of Convergence Trends in European Real Estate Equities

Journal of Real Estate Research Vol. 25, No. 1, 2003
Number of pages: 22 Posted: 07 Jan 2007
Colin Lizieri, Patrick McAllister and Charles W.R. Ward
University of Cambridge - Department of Land Economy, affiliation not provided to SSRN and University of Reading
Downloads 66 (337,803)

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European, monetary integration, stock returns, real estate companies

12.

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 (376,086)

Abstract:

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bubble, property market, residential

Valuing and Pricing Retail Leases with Renewal and Overage Options

NBER Working Paper No. w9214
Number of pages: 28 Posted: 20 Sep 2002 Last Revised: 29 Oct 2010
Patric H. Hendershott and Charles W.R. Ward
University of Aberdeen - Centre for Property Research and University of Reading
Downloads 32 (466,559)

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Valuing and Pricing Retail Leases with Renewal and Overage Options

Journal of Real Estate Finance & Economics, Vol. 26, No. 2
Posted: 14 Aug 2002
Patric H. Hendershott and Charles W.R. Ward
University of Aberdeen - Centre for Property Research and University of Reading

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retail leases, valuation, risk neutral discounting, risk discount rates

14.

Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets

Real Estate Economics, Vol. 35, No. 4, pp. 599-622, Winter 2007
Number of pages: 24 Posted: 18 Nov 2007
Gianluca Marcato and Charles W.R. Ward
Henley Business School - University of Reading and University of Reading
Downloads 8 (591,065)
Citation 1
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15.

Can Profitable Trading Strategies Be Derived from Investment Best-Sellers?

Journal of Asset Management, Vol. 2, No. 2, pp. 162-179, 2001
Posted: 05 Dec 2004
Chris Brooks, William Chow and Charles W.R. Ward
University of Reading - ICMA Centre, University of Reading - ICMA Centre and University of Reading

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16.

Real Estate Rental Payments: Application of Stock-Inventory Modelling

Journal of Real Estate Finance and Economics, Vol. 28, No. 2
Posted: 07 Oct 2003
Philip McCann and Charles W.R. Ward
University of Reading - Department of Economics and University of Reading

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17.

Investor Sentiment and Noise Traders: Discount to Net Asset Value in Listed Property Companies in the U.K.

Journal of Real Estate Research
Posted: 09 Dec 1999
Richard J. Barkham and Charles W.R. Ward
University of Reading and University of Reading

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18.

Contemporary UK Market Valuation Methods for Over-Rented Investment Properties: A Framework for Risk Adjustment

J. OF PROPERTY RESEARCH, Vol. 14 No. 2
Posted: 26 Sep 1997
Neil Crosby, Nick French and Charles W.R. Ward
University of Reading, University of Reading and University of Reading

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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