I. Chun Tsai

Southern Taiwan University of Science and Technology - Department of Finance

Nan-Tia St.

Tainan Taiwain 710, Tainan

China

SCHOLARLY PAPERS

4

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Top 40,834

in Total Papers Downloads

798

CITATIONS

1

Scholarly Papers (4)

1.

Do REITs Behave More Like Real Estate Now?

Number of pages: 17 Posted: 31 Dec 2007
I. Chun Tsai, Ming-Chi Chen and Tien Foo Sing
Southern Taiwan University of Science and Technology - Department of Finance, National Sun Yat-sen University - Department of Finance and National University of Singapore (NUS) - Department of Real Estate
Downloads 460 (45,631)
Citation 1

Abstract:

Real Estate Investment Trusts, NAREIT, Securitized, Systematic Risk, Time Varying Coefficient

2.

Volatility Persistence in Equity REIT Market

Number of pages: 21 Posted: 31 Dec 2007 Last Revised: 31 Jan 2013
Tien Foo Sing, I. Chun Tsai and Ming-Chi Chen
National University of Singapore (NUS) - Department of Real Estate, Southern Taiwan University of Science and Technology - Department of Finance and National Sun Yat-sen University - Department of Finance
Downloads 150 (153,130)

Abstract:

Asymmetric Beta, Market Condition, SWARCH, Market Volatility

Time-Varying Betas of US REITs from 1972 to 2013

Number of pages: 35 Posted: 25 Jun 2008 Last Revised: 26 Dec 2014
Tien Foo Sing, I. Chun Tsai and Ming-Chi Chen
National University of Singapore (NUS) - Department of Real Estate, Southern Taiwan University of Science and Technology - Department of Finance and National Sun Yat-sen University - Department of Finance
Downloads 125 (186,170)

Abstract:

Time-varying beta, Systematic Risk, Leverage Effects, Deleveraging, Equity REITs and Mortgage REITs

Time-Varying Betas of US REITs from 1972 to 2013

Journal of Real Estate Finance and Economics, Vol. 52, No. 1, 2016
Posted: 16 Dec 2015
Tien Foo Sing, I. Chun Tsai and Ming-Chin Chen
National University of Singapore (NUS) - Department of Real Estate, Southern Taiwan University of Science and Technology - Department of Finance and National Chengchi University (NCCU) - Department of Accounting

Abstract:

Time-varying beta; Systematic risk; Leverage effects; Deleveraging; Equity REITs and Mortgage REITs

Spillover Risks in REITs and Other Asset Markets

Number of pages: 34 Posted: 24 Apr 2015
Ming-Chu Chiang, Tien Foo Sing and I. Chun Tsai
Kun Shan University of Technology, National University of Singapore (NUS) - Department of Real Estate and Southern Taiwan University of Science and Technology - Department of Finance
Downloads 28 (409,279)

Abstract:

Systematic risk, total return spillovers, net return spillovers, own return spillovers, asset returns, REITs, stock, real estate

Spillover Risks in REITs and Other Asset Markets

Journal of Real Estate Finance and Economics, Vol. 54, No. 4, 2017
Posted: 03 Apr 2017
Kun Shan University of Technology, National University of Singapore (NUS) - Department of Real Estate, Southern Taiwan University of Science and Technology - Department of Finance and University of Georgia - C. Herman and Mary Virginia Terry College of Business

Abstract:

Systematic Risk; Total Return Spillovers; Net Return Spillovers; Own Return-Spillovers; Asset Returns; REITs; Stock; Real Estate