Kathy Hung

California State University, East Bay

Assistant Professor in Finance

25800 Carlos Bee Boulevard

College of Business and Economics

Hayward, CA 94542

United States

SCHOLARLY PAPERS

4

DOWNLOADS

199

CITATIONS

2

Scholarly Papers (4)

Volatilities and Momentum Returns in Real Estate Investment Trusts

Number of pages: 35 Posted: 05 Feb 2008
Kathy Hung and John L. Glascock
California State University, East Bay and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies
Downloads 199 (151,500)
Citation 2

Abstract:

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asymmetric volatility, idiosyncratic volatility, aggregate market volatility, REITs, momentum trading strategy, GARCH-in-mean model

Volatilities and Momentum Returns in Real Estate Investment Trusts

Journal of Real Estate Finance and Economics, Vol. 41, No. 2, 2010
Posted: 05 Apr 2010
Kathy Hung and John L. Glascock
California State University, East Bay and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies

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Asymmetric volatility, Idiosyncratic Volatility, Aggregate Market Volatility, REITs, Momentum Trading Strategy, GARCH-in-Mean Model

2.

Institutional Investors and Firm Efficiency of Real Estate Investment Trusts

Journal of Real Estate Finance and Economics, Vol. 45, No. 1, 2012
Posted: 08 Jul 2012
Richard Chung, Scott Fung and Kathy Hung
The Hong Kong Polytechnic University, California State University, East Bay and California State University, East Bay

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Institutional investors, Corporate governance, Stochastic frontier analysis, REITs

3.

An Examination of Housing Price Appreciation in California and the Impact of Alternative Mortgage Instruments

Journal of Housing Research, Vol. 17, No. 1, 2008
Posted: 26 Feb 2007 Last Revised: 23 May 2015
Kathy Hung and Charles Tu
California State University, East Bay and University of San Diego - School of Business Administration

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House price appreciation, alternative mortgage instruments, adjustable-rate mortgages (ARMs), causality analysis, macroeconomic model

Momentum Profitability and Market Trend: Evidence from REITs

Journal of Real Estate Finance and Economics, Vol. 37, No. 1, 2008
Posted: 29 Dec 2005 Last Revised: 21 Feb 2009
Kathy Hung and John L. Glascock
California State University, East Bay and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies

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Real Estate Investment Trusts (REITs), Momentum Predictability, Market States, Dividend-Growth-Rate Model

Momentum Profitability and Market Trend: Evidence from REITs

Journal of Real Estate Finance and Economics, Vol. 37, No. 1, 2008
Posted: 02 Nov 2007
Kathy Hung and John L. Glascock
California State University, East Bay and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies

Abstract:

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real estate investment trusts (REIT), momentum predictability, market states