Shaun A. Bond

UQ Business School

Frank Finn Professor of Finance

The University of Queensland

Brisbane, QLD 4072

Australia

  • UQ Business School

SCHOLARLY PAPERS

24

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32

CROSSREF CITATIONS

34

Scholarly Papers (24)

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1.

The Capital Structure Decision for Listed Real Estate Companies

Number of pages: 33 Posted: 20 Jan 2006
Shaun A. Bond and Peter J. Scott
UQ Business School and University of Cambridge - Department of Land Economy
Downloads 1,819 (12,756)
Citation 5

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Capital structure, pecking order, trade off theory, property companies, real estate.

2.

International Real Estate Returns: A Multifactor, Multicountry Approach

Dice Center Working Paper No. 2003-8
Number of pages: 28 Posted: 06 Jun 2003
Shaun A. Bond, George Andrew Karolyi and Anthony B. Sanders
UQ Business School, Cornell University - Samuel Curtis Johnson Graduate School of Management and George Mason University - School of Business
Downloads 1,248 (22,683)
Citation 6

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3.

The Performance and Diversification Benefits of European Public Real Estate Securities

Number of pages: 41 Posted: 18 Apr 2006
Shaun A. Bond and John L. Glascock
UQ Business School and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies
Downloads 961 (33,039)
Citation 8

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real estate, diversification benefits, europe

4.

Asymmetry and Downside Risk in Foreign Exchange Markets

Number of pages: 51 Posted: 30 Nov 2000
Shaun A. Bond
UQ Business School
Downloads 586 (64,031)
Citation 3

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Double-gamma, skewness, lower partial moments, garch

5.

Alpha and Persistence in Real Estate Fund Performance

Downloads 409 ( 99,051)

Alpha and Persistence in Real Estate Fund Performance

Number of pages: 30 Posted: 19 Mar 2009
Shaun A. Bond and Paul Mitchell
UQ Business School and affiliation not provided to SSRN
Downloads 409 (98,219)
Citation 7

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commercial real estate investment, fund manager performance

Alpha and Persistence in Real Estate Fund Performance

Journal of Real Estate Finance and Economics, Vol. 41, No. 1, 2010
Posted: 11 Feb 2010
Shaun A. Bond
UQ Business School

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commercial real estate investment, fund manager performance

6.

Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market

Downloads 408 ( 99,330)
Citation 7

Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market

Cass Business School Research Paper
Number of pages: 26 Posted: 20 Jan 2006
Shaun A. Bond, Soosung Hwang, Zhenguo (Len) Lin and Kerry D. Vandell
UQ Business School, Sungkyunkwan University - Department of Economics, Florida International University (FIU) - Hollo School of Real Estate and University of California, Irvine - Paul Merage School of Business
Downloads 408 (98,492)
Citation 7

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liquidity risk, commercial real estate

Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market

Journal of Real Estate Finance and Economics, Vol. 34, No. 4, 2007
Posted: 11 Jan 2007
Shaun A. Bond, Soosung Hwang, Zhenguo (Len) Lin and Kerry D. Vandell
UQ Business School, Sungkyunkwan University - Department of Economics, Florida International University (FIU) - Hollo School of Real Estate and University of California, Irvine - Paul Merage School of Business

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liquidity risk, commercial real estate, time on market, transaction process, UK

7.

The Impact of Leveraged and Inverse ETFs on Underlying Stock Returns

46th Annual AREUEA Conference Paper
Number of pages: 44 Posted: 01 Dec 2010 Last Revised: 19 Aug 2012
Qing Bai, Shaun A. Bond and Brian C. Hatch
Dickinson College, UQ Business School and University of Cincinnati - Department of Finance - Real Estate
Downloads 371 (110,661)
Citation 9

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Leverage and Inverse exchange traded funds (ETFs), REITs, Financial Crisis, rebalancing demand

8.

Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price Indices

Downloads 367 (112,036)
Citation 10

Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price Indices

EFA 2004 Maastricht Meetings Paper No. 4782, Cass Business School Research Paper
Number of pages: 56 Posted: 10 Jun 2004
Shaun A. Bond and Soosung Hwang
UQ Business School and Sungkyunkwan University - Department of Economics
Downloads 334 (123,551)
Citation 4

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Smoothing, Nonsynchronous Appraisal, Long Memory

Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price Indices

Real Estate Economics, Vol. 35, No. 3, pp. 349-382, Fall 2007
Number of pages: 34 Posted: 24 Aug 2007
Shaun A. Bond and Soosung Hwang
UQ Business School and Sungkyunkwan University - Department of Economics
Downloads 33 (612,634)
Citation 1

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9.

Liquidity Risk and Stock Returns: A Return Decomposition Approach

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 44 Posted: 18 Sep 2012 Last Revised: 11 Mar 2013
Shaun A. Bond and Qingqing Chang
UQ Business School and Office of the Comptroller of the Currency
Downloads 316 (131,599)
Citation 1

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Liquidity Risk, Cash-flow news, Expected-return news

10.

Certification Matters: Is Green Talk Cheap Talk?

Downloads 289 (144,697)
Citation 4

Certification Matters: Is Green Talk Cheap Talk?

Number of pages: 30 Posted: 22 Sep 2014
Shaun A. Bond and Avis Devine
UQ Business School and York University - Schulich School of Business
Downloads 289 (143,963)
Citation 4

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Energy Efficiency, Sustainability, Rent Premium, Occupancy Rates, Residential

Certification Matters: Is Green Talk Cheap Talk?

Journal of Real Estate Finance and Economics, Vol. 52, No. 2, 2016
Posted: 21 Jan 2016
Shaun A. Bond and Avis Devine
UQ Business School and York University - Schulich School of Business

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Energy efficiency; Sustainability; Rent premium; Multifamily

11.

Evaluating Unsmoothing Procedures for Appraisal Data

Number of pages: 32 Posted: 16 Aug 2009
Shaun A. Bond, Soosung Hwang and Gianluca Marcato
UQ Business School, Sungkyunkwan University - Department of Economics and Henley Business School - University of Reading
Downloads 278 (150,530)
Citation 1

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Smoothing, Nonsynchronous Appraisal, Long Memory

12.

The Optimal Portfolio Weight for Real Estate with Liquidity Risk and Uncertainty Aversion

Number of pages: 37 Posted: 14 Oct 2010
Shaun A. Bond and Steve L. Slezak
UQ Business School and University of Cincinnati - Department of Finance - Real Estate
Downloads 263 (159,238)
Citation 2

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liquidity risk, portfolio allocation, commercial real estate

13.

Secured Debt and Corporate Performance:Evidence from REITs

Number of pages: 30 Posted: 29 Jan 2010
Brent W. Ambrose, Shaun A. Bond and Joseph T. L. Ooi
Pennsylvania State University, UQ Business School and National University of Singapore (NUS) - Department of Real Estate
Downloads 195 (211,414)
Citation 1

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REITs, Commercial Real Estate, Secured Debt, Performance

14.

A Web of Shocks: Crises Across Asian Real Estate

Number of pages: 36 Posted: 03 Nov 2004
Shaun A. Bond, Mardi Dungey and Renee Fry
UQ Business School, University of Cambridge - Cambridge Endowment for Research in Finance (CERF) and Australian National University (ANU) - Department of Economics
Downloads 164 (245,249)

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Latent factor, contagion, indirect estimation, real estate

15.

The Role of Parents on the Home Ownership Experience of Their Children: Evidence from the Health and Retirement Study

University of Cincinnati Lindner College of Business Research Paper No. 2017-001
Number of pages: 41 Posted: 02 Oct 2017 Last Revised: 18 Jul 2019
Shaun A. Bond and Michael D. Eriksen
UQ Business School and University of Cincinnati - Department of Finance - Real Estate
Downloads 58 (480,753)

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Home Ownership, Foreclosure, Household Formation, Inter-Generational Transfers

16.

Systematic Mispricing: Evidence from Real Estate Markets

The Journal of Real Estate Finance and Economics, 2022
Number of pages: 51 Posted: 14 Apr 2022
Shaun A. Bond, Hui Guo and Changyu Yang
UQ Business School, University of Cincinnati - Department of Finance - Real Estate and University of Wisconsin - La Crosse
Downloads 47 (526,663)

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mispricing, financial intermediaries, limited participation, REITs

17.

The Impact of Dividend Reinvestment Plans on Firm Payout Choices—Evidence from Real Estate Investment Trusts

Real Estate Economics, Vol. 47, Issue 1, pp. 178-213, 2019
Number of pages: 36 Posted: 20 Feb 2019
Shaun A. Bond, Yu-Jou Pai, Peng Wang and Suyan Zheng
UQ Business School, Concordia University, University of Cincinnati and University of Cincinnati
Downloads 1 (857,957)

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18.

The Impact of Leveraged and Inverse ETFs on Underlying Real Estate Returns

Downloads 1 (857,957)
Citation 2

The Impact of Leveraged and Inverse ETFs on Underlying Real Estate Returns

Real Estate Economics, Vol. 43, Issue 1, pp. 37-66, 2015
Number of pages: 30 Posted: 17 Feb 2015
Qing Bai, Shaun A. Bond and Brian C. Hatch
Dickinson College, UQ Business School and University of Cincinnati - Department of Finance - Real Estate
Downloads 1 (896,203)
Citation 2

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19.

Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns

Downloads 1 (857,957)
Citation 1

Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns

Real Estate Economics, Vol. 40, Issue 4, pp. 637-661, 2012
Number of pages: 25 Posted: 28 Dec 2012
Shaun A. Bond, Soosung Hwang and Gianluca Marcato
UQ Business School, Sungkyunkwan University - Department of Economics and Henley Business School - University of Reading
Downloads 1 (896,203)
Citation 1

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Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns

Real Estate Economics, Forthcoming
Posted: 11 Aug 2011
Shaun A. Bond, Soosung Hwang and Gianluca Marcato
UQ Business School, Sungkyunkwan University - Department of Economics and Henley Business School - University of Reading

Abstract:

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Commercial real estate, smoothing, ARFIMA

20.

Commercial Real Estate Market Property Level Capital Expenditures: An Options Analysis

Journal of Real Estate Finance and Economics, October 2019, Volume 59, Issue 3, pp 372–390
Posted: 05 Dec 2019
Shaun A. Bond, James D. Shilling and Charles Wurtzebach
UQ Business School, DePaul University and DePaul University

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Real options; Investment and uncertainty; Commercial real estate

21.

The Cross Section of Expected Real Estate Returns: Insights from Investment-Based Asset Pricing

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The Cross Section of Expected Real Estate Returns: Insights from Investment-Based Asset Pricing

Journal of Real Estate Finance and Economics, Vol. 54, No. 3, 2017
Posted: 18 Mar 2017
Shaun A. Bond and Chen Xue
UQ Business School and University of Cincinnati

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REITs; Asset Pricing

The Cross Section of Expected Real Estate Returns: Insights from Investment-Based Asset Pricing

Journal of Real Estate Finance and Economics, Vol. 54, No. 3, 2017, University of Cincinnati Lindner College of Business Research Paper
Posted: 03 Nov 2017
Shaun A. Bond and Chen Xue
UQ Business School and University of Cincinnati

Abstract:

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REITs, Asset pricing

22.

Incentivizing Green Single-Family Construction: Identifying Effective Government Policies and Their Features

Journal of Real Estate Finance and Economics, Vol. 52, No. 4, 2016
Posted: 13 Apr 2016
Shaun A. Bond and Avis Devine
UQ Business School and York University - Schulich School of Business

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Energy efficiency; Sustainability; Policy; Residential

23.

Lease Maturity and Initial Rent: Is There a Term Structure for UK Commercial Property Leases?

Journal of Real Estate Finance and Economics, Vol. 36, No. 4, 2008
Posted: 30 Jan 2008
Shaun A. Bond, Pavlos Loizou and Patrick M. McAllister
UQ Business School, affiliation not provided to SSRN and University of Reading - Department of Real Estate and Planning

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term structure of leases, office rents, London

24.

A Web of Shocks: Crises Across Asian Real Estate Markets

Journal of Real Estate Finance and Economics, Vol. 32, No. 3, 2006
Posted: 06 Nov 2005
Shaun A. Bond, Mardi Dungey and Renee Fry
UQ Business School, University of Cambridge - Cambridge Endowment for Research in Finance (CERF) and Australian National University (ANU) - Department of Economics

Abstract:

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Latent factor, contagion, indirect estimation, real estate