Simon Stevenson

University of Reading - Henley Business School

Greenlands

Reading, Henley on Thames RG6 6AH

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

234

SSRN CITATIONS

3

CROSSREF CITATIONS

6

Scholarly Papers (7)

1.

The Interaction of Volatility, Volume and Skewness: Empirical Evidence from REITs

Journal of Real Estate Portfolio Management, Vol. 22, No. 1, 2016
Number of pages: 24 Posted: 13 Feb 2017
Alexey Akimov, Elaine Hutson and Simon Stevenson
Lancaster University Management School, Monash University - Dept of Banking and Finance and University of Reading - Henley Business School
Downloads 72 (436,422)

Abstract:

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REITs, volume, skewness, volatility

2.

Nowhere to Go but Up: A Study of Listed Real Estate Sensitivity to Changes in Interest Rates

Number of pages: 29 Posted: 14 Mar 2017
Alexey Akimov and Simon Stevenson
Lancaster University Management School and University of Reading - Henley Business School
Downloads 71 (439,687)

Abstract:

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Listed Real Estate, REITs, International Real Estate, Interest Rate Risk

Public Real Estate and the Term Structure of Interest Rates: A Cross-Country Study

Journal of Real Estate Finance and Economics, Forthcoming
Number of pages: 39 Posted: 01 Feb 2015
Alexey Akimov, Simon Stevenson and Maxim Zagonov
Lancaster University Management School, University of Reading - Henley Business School and Toulouse Business School, Université de Toulouse
Downloads 60 (485,994)

Abstract:

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Securitised real estate, Interest rate risk, Yield curve modelling

Public Real Estate and the Term Structure of Interest Rates: A Cross-Country Study

Journal of Real Estate Finance and Economics, Vol. 51, No. 4, 2015
Posted: 23 Sep 2015
Alexey Akimov, Simon Stevenson and Maxim Zagonov
Lancaster University Management School, University of Reading - Henley Business School and Toulouse Business School, Université de Toulouse

Abstract:

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Securitised real estate; Interest rate risk; Yield curve modeling

4.

Concordance in Global Office Market Cycles

Regional Studies, Vol. 48, Issue 3, pp. 456-470, 2014
Number of pages: 26 Posted: 19 Aug 2013 Last Revised: 14 Jun 2014
University of Reading - Henley Business School, Lancaster University Management School, Monash University - Dept of Banking and Finance and Independent
Downloads 21 (686,534)

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real estate, international office markets, economic diversification

5.

Synchronisation and Commonalities in Metropolitan Housing Market Cycles

Urban Studies, Forthcoming
Number of pages: 22 Posted: 15 Jun 2014
Alexey Akimov, Simon Stevenson and James Young
Lancaster University Management School, University of Reading - Henley Business School and Independent
Downloads 10 (779,491)
Citation 1

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house price diffusion, metropolitan housing markets

6.

Futures Trading, Spot Price Volatility and Market Efficiency: Evidence from European Real Estate Securities Futures

Journal of Real Estate Finance and Economics, Vol. 48, No. 2, 2014
Posted: 21 Jan 2014
Chyi Lin Lee, Simon Stevenson and Ming-Long Lee
University of Western Sydney, University of Reading - Henley Business School and National Yunlin University of Science and Technology

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Real estate securities futures: GARCH; Volatility; Hedging effectiveness and Europe

The Role of Undisclosed Reserves in English Open Outcry Auctions

Real Estate Economics, Vol. 43, Issue 2, pp. 375-402, 2015
Number of pages: 28 Posted: 19 May 2015
Simon Stevenson and James Young
University of Reading - Henley Business School and Independent
Downloads 0
Citation 2

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The Role of Undisclosed Reserves in English Open Outcry Auctions

Real Estate Economics, Forthcoming
Posted: 06 Dec 2013
Simon Stevenson and James Young
University of Reading - Henley Business School and Independent

Abstract:

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housing auctions