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

17

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12

CROSSREF CITATIONS

20

Scholarly Papers (17)

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 1,529 (13,088)
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 631 (47,030)
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 427 (76,628)
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 317 (107,808)
Citation 7

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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 254 (136,049)
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 252 (137,172)
Citation 3

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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 238 (145,080)
Citation 1

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

Motivated Monitoring by Institutional Investors and Firm Investment Efficiency

European Financial Management, 2019 Forthcoming
Number of pages: 50 Posted: 26 Mar 2018 Last Revised: 18 Sep 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 112 (276,287)

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

Motivated Monitoring by Institutional Investors and Firm Investment Efficiency

European Financial Management, Vol. 26, Issue 2, pp. 348-385, 2020
Number of pages: 38 Posted: 19 May 2020
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 1 (761,452)
Citation 2
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agency problem, index switch, institutional investors, investment efficiency, monitoring attention

9.

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 100 (297,155)
Citation 2

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

10.

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 (379,954)

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European, monetary integration, stock returns, real estate companies

11.

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 63 (389,211)

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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 33 (519,014)

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Valuing and Pricing Retail Leases with Renewal and Overage Options

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

13.

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 (666,064)
Citation 1
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14.

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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15.

Real Estate Rental Payments: Application of Stock-Inventory Modelling

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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16.

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

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

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17.

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: 22
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 22

Abstract:

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