I. Chun Tsai

Southern Taiwan University of Science and Technology - Department of Finance

Nan-Tia St.

Tainan Taiwain 710, Tainan

China

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 40,096

in Total Papers Downloads

786

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 (44,950)
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 (150,386)

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 123 (183,082)

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

4.

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 12 (396,186)

Abstract:

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