Simon Stevenson

City University London - Sir John Cass Business School

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

  • City University London - Sir John Cass Business School

SCHOLARLY PAPERS

8

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793

CITATIONS
Rank 17,939

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Top 17,939

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18

Scholarly Papers (8)

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1.

Openness, Hedging Incentives and Foreign Exchange Exposure: A Firm-Level Multi-Country Study

Journal of International Business Studies, Vol. 41, No. 1, pp. 105-122
Number of pages: 41 Posted: 11 Feb 2009 Last Revised: 17 Dec 2009
Elaine Hutson and Simon Stevenson
Monash University - Dept of Banking and Finance and City University London - Sir John Cass Business School
Downloads 305 (96,725)
Citation 2

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Exchange risk pricing, firm exposure, foreign exchange management and risk, economic openness, openness to trade, corporate governance

2.

Monetary Shocks and REIT Returns

Downloads 194 (152,753)
Citation 7

Monetary Shocks and REIT Returns

Cass Business School Research Paper
Number of pages: 24 Posted: 12 Jun 2006
Don Bredin, Gerard O'Reilly and Simon Stevenson
University College Dublin (UCD) - Department of Banking & Finance, Central Bank & Financial Services Authority of Ireland and City University London - Sir John Cass Business School
Downloads 194 (152,631)
Citation 7

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3.

Uncovering Volatility Dynamics in Daily Reit Returns

Number of pages: 19 Posted: 21 Jul 2008
John Cotter and Simon Stevenson
University College Dublin and City University London - Sir John Cass Business School
Downloads 97 (264,699)
Citation 1

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4.

A Comparison of the Appraisal Process for Auction and Private Treaty Residential Sales

Journal of Housing Economics, Vol. 19, No. 2, 2010
Number of pages: 11 Posted: 02 Jul 2010
Simon Stevenson, James Young and Constantin Gurdgiev
City University London - Sir John Cass Business School, affiliation not provided to SSRN and Trinity College, Dublin
Downloads 79 (300,728)

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Real estate auctions, Auction price premium

5.

Modeling Long Memory in Reits

Downloads 62 (343,278)
Citation 2

Modeling Long Memory in Reits

Number of pages: 29 Posted: 22 Jun 2007
John Cotter and Simon Stevenson
University College Dublin and City University London - Sir John Cass Business School
Downloads 60 (353,723)
Citation 2

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Modeling Long Memory in REITs

Real Estate Economics, Vol. 36, Issue 3, pp. 533-554, Fall 2008
Number of pages: 22 Posted: 04 Aug 2008
John Cotter and Simon Stevenson
University College Dublin and City University London - Sir John Cass Business School
Downloads 2 (651,446)
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6.

Estimation of Apartment Submarkets in Dublin, Ireland

Journal of Real Estate Research, Vol. 25, No. 2, 2003
Number of pages: 12 Posted: 07 Jan 2007
James N. Berry, Stanley McGreal, Simon Stevenson and James R. Webb
affiliation not provided to SSRN, Ulster University at Jordanstown - Centre for Research on Property, Planning and Logistics, City University London - Sir John Cass Business School and Cleveland State University
Downloads 34 (439,187)
Citation 1

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apartment, price behavior, Dublin, tax breaks, urban renewal

7.

Modeling Housing Market Fundamentals: Empirical Evidence of Extreme Market Conditions

Real Estate Economics, Vol. 36, No. 1, pp. 1-29, Spring 2008
Number of pages: 29 Posted: 02 Feb 2008
Simon Stevenson
City University London - Sir John Cass Business School
Downloads 22 (498,631)
Citation 5
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8.

Foreign Property Shocks and the Impact on Domestic Securitized Real Estate Markets: An Unobserved Components Approach

Journal of Real Estate Finance and Economics, Vol. 34, No. 3, 2007, Cass Business School Research Paper
Posted: 09 Nov 2006
Patrick J. Wilson, Simon Stevenson and Ralf Zurbruegg
University of Technology Sydney (UTS) - School of Finance and Economics, City University London - Sir John Cass Business School and University of Adelaide

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structural time series models, cointegration, unobserved components, property market shocks