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Simon Stevenson

Personal Details

First Name:Simon
Middle Name:
Last Name:Stevenson
Suffix:
RePEc Short-ID:pst884
[This author has chosen not to make the email address public]
https://www.simonstevenson.org/

Affiliation

Runstad Department of Real Estate
University of Washington

Seattle, Washington (United States)
http://realestate.washington.edu/
RePEc:edi:druwaus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Simon Stevenson & James Young, 2015. "How do Optimal Reserves Compare to Actual Undisclosed Reserve Prices? Empirical Evidence from English Open Outcry Auctions of Residential Property," ERES eres2015_68, European Real Estate Society (ERES).
  2. Fotis Mouzakis & Dimitrios Papastamos & Simon Stevenson, 2015. "Rationality and Momentum in Real Estate Investment Forecasts," ERES eres2015_297, European Real Estate Society (ERES).
  3. Annisa Dian Prima & Simon Stevenson, 2015. "Investor Protection, Corporate Governance and Firm Performance: Evidence from Asian Real Estate Investment Trusts," ERES eres2015_70, European Real Estate Society (ERES).
  4. Simon Stevenson, 2015. "Volatility Transmission: A Global Tri-Variate Analysis of Public Real Estate and Foreign Exchange Markets," ERES eres2015_69, European Real Estate Society (ERES).
  5. Mutale Katyoka & Simon Stevenson, 2015. "Real estate market risk modelling," ERES eres2015_211, European Real Estate Society (ERES).
  6. Frank Kwakutse Ametefe & Simon Stevenson & Steven Devaney, 2015. "Toward a Liability Driven Investment Paradigm for DC Pensions: Implication for Real Estate Allocations," ERES eres2015_140, European Real Estate Society (ERES).
  7. Alexey Akimov & Chyi Lin Lee & Simon Stevenson, 2014. "The Sensitivity of European Publically Listed Real Estate to Interest Rates," ERES eres2014_77, European Real Estate Society (ERES).
  8. Dimitrios Papastamos & George Matysiak & Simon Stevenson, 2014. "A Comparative Analysis of the Accuracy and Uncertainty in Real Estate and Macroeconomic Forecasts," Real Estate & Planning Working Papers rep-wp2014-06, Henley Business School, University of Reading.
  9. António Miguel Martins & Ana Paula Serra & Francisco Vitorino Martins & Simon Stevenson, 2014. "Residential Property Loans and Bank Performance during Property Price Booms: Evidence from Europe," Real Estate & Planning Working Papers rep-wp2014-05, Henley Business School, University of Reading.
  10. Alexey Akimov & Simon Stevenson, 2013. "Securitised Real Estate Regime-Switching Behaviour and the Relationship with Market Interest Rates," ERES eres2013_346, European Real Estate Society (ERES).
  11. Mutale Katyoka & Simon Stevenson, 2013. "The Case for Risk Parity as an Alternative Strategy for Asset Allocation in Real Estate Portfolios," ERES eres2013_294, European Real Estate Society (ERES).
  12. Kieran Farrelly & Simon Stevenson, 2013. "Performance and Cash Flow Drivers of Private Real Estate Funds," ERES eres2013_326, European Real Estate Society (ERES).
  13. Annisa Dian Prima & Simon Stevenson & Peter Wyatt, 2013. "Sponsor, Corporate Governance and Asian REITs Performance," ERES eres2013_351, European Real Estate Society (ERES).
  14. Paul Gallimore Ro & Simon Stevenson, 2012. "Herding in real estate security analysis," ERES eres2012_149, European Real Estate Society (ERES).
  15. John Cotter & Simon Stevenson, 2011. "Modeling Long Memory in REITs," Papers 1103.5414, arXiv.org.
  16. John Cotter & Simon Stevenson, 2011. "Uncovering Volatility Dynamics in Daily REIT Returns," Papers 1103.5417, arXiv.org.
  17. Luke Layfield & Simon Stevenson, 2011. "Separating Skill from Luck in REIT Mutual Funds," Real Estate & Planning Working Papers rep-wp2011-05, Henley Business School, University of Reading.
  18. John Cotter & Simon Stevenson, 2011. "Multivariate Modeling of Daily REIT Volatility," Papers 1103.5660, arXiv.org.
  19. Matthias Thomas & Robin Goodchild & Tobias Pfeffer & Simon Stevenson, 2011. "INREV Panel on the Education Requirements of the Indirect Investment Market," ERES eres2011_edu_109, European Real Estate Society (ERES).
  20. Wilfred Anim-Odame & Tony Key & Simon Stevenson, 2009. "Dynamics of Residential Market in Ghana: A Comparison," ERES eres2009_380, European Real Estate Society (ERES).
  21. Alexandra Krystalogianni & Simon Stevenson & George A. Matysiak, 2007. "Asymmetric Betaís in Bull and Bear Markets: Evidence from US Equity REITs," ERES eres2007_291, European Real Estate Society (ERES).
  22. Simon Stevenson & Don Bredin & G. O’Reilly & Don Bredin & Gerard O’Reilly, 2007. "Monetary Policy and Real Estate Investment Trusts," ERES eres2007_168, European Real Estate Society (ERES).
  23. Stephen Lee & Simon Stevenson & Alexandra Krystalogianni, 2007. "Mean-Variance Spanning Tests of Real Estateís Portfolio Contribution," ERES eres2007_245, European Real Estate Society (ERES).
  24. Mikael Postila & Simon Stevenson & Hanna Kaleva, 2007. "Panel Modelling of Regional Commercial Property Markets: Empirical Evidence from Finland," ERES eres2007_182, European Real Estate Society (ERES).
  25. Simon Stevenson & Alexandra Krystalogianni, 2007. "Tests of Dynamic Asymmetric Correlations across REIT Sub-Sectors," ERES eres2007_346, European Real Estate Society (ERES).
  26. Simon Stevenson & James Chong & Jo Miffre & James Chong & Joelle Miffre, 2007. "Conditional Correlations and Real Estate Investment Trusts," ERES eres2007_345, European Real Estate Society (ERES).
  27. Fotis Mouzakis & Simon Stevenson, 2006. "An Asset Pricing Model Of The London Residential Market," ERES eres2006_275, European Real Estate Society (ERES).
  28. Chee Cheong & Richard Gerlach & Simon Stevenson & Patrick Wilson & Ralf Zurbrugg, 2006. "Permanent And Transitory Drivers Of Securitised Real Estate," ERES eres2006_159, European Real Estate Society (ERES).
  29. Simon Stevenson, 2005. "Modelling Housing Market Fundamentals: Empirical Evidence of Extreme Market Conditions," ERES eres2005_322, European Real Estate Society (ERES).
  30. Simon Stevenson & Pat Wilson & Ralf Zurbruegg, 2005. "Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities," ERES eres2005_323, European Real Estate Society (ERES).
  31. Simon Stevenson & James Young, 2005. "An Analysis of Residential Auction Sale Prices and Quoted Guide Prices," ERES eres2005_324, European Real Estate Society (ERES).
  32. Elaine Hutson & Simon Stevenson, 2005. "The Distributional Characteristics of REIT Returns," ERES eres2005_201, European Real Estate Society (ERES).
  33. Cath Jackson & Simon Stevenson & Craig Watkins, 2005. "NY-LON: Does a Single Cross-Continental Office Market Exist?," ERES eres2005_210, European Real Estate Society (ERES).
  34. Stephen Lee & Simon Stevenson, 2004. "The Case for REITs in the Mixed-Asset Portfolio in the Short and Long Run," Real Estate & Planning Working Papers rep-wp2004-06, Henley Business School, University of Reading.
  35. Simon Stevenson, 2004. "New Empirical Evidence on the Speculative Behaviour Present in Residential Property Markets," ERES eres2004_549, European Real Estate Society (ERES).
  36. Stephen Lee & Simon Stevenson, 2004. "Real estate in the mixed-asset portfolio: the question of consistency," ERES eres2004_559, European Real Estate Society (ERES).
  37. Simon Stevenson, 2003. "Economic, Demographic and Fiscal Influences on Housing Market Dynamics," ERES eres2003_266, European Real Estate Society (ERES).
  38. James Berry & James Berry & Stanley McGreal & Simon Stevenson, 2002. "Hedonic Estimation of Apartment Submarkets," ERES eres2002_227, European Real Estate Society (ERES).
  39. Simon Stevenson, 2002. "Volatility in the Ripple Effect of Regional House Market Dynamics," ERES eres2002_125, European Real Estate Society (ERES).
  40. Stephen L. Lee & Simon Stevenson, 2001. "Time Weighted Portfolio Optimisation," ERES eres2001_207, European Real Estate Society (ERES).
  41. Stephen Lee & Simon Stevenson, 2000. "Real Estate Portfolio Construction And Estimation Risk," ERES eres2000_070, European Real Estate Society (ERES).
  42. Simon Stevenson, 2000. "A Comparison of Alternative Rental Forecasting Models: Empirical Tests on the London Office Market," ERES eres2000_105, European Real Estate Society (ERES).
  43. Simon Stevenson, 1999. "A Long Term Analysis of Regional Housing markets and Inflation," ERES eres1999_111, European Real Estate Society (ERES).
  44. Simon Stevenson, 1999. "Hedging International Real Estate Investments: Decomposing Returns into Capital and Income Components," ERES eres1999_136, European Real Estate Society (ERES).
  45. James Berry & James Berry & Stanley McGreal & Simon Stevenson & James Young, 1999. "Government Intervention and Its Impact on the Housing Market in Greater Dublin," ERES eres1999_191, European Real Estate Society (ERES).
  46. Simon Stevenson, 1998. "Commercial Real Estate and International Diversification," ERES eres1998_140, European Real Estate Society (ERES).
  47. James Chong & Alexandra Krystalogianni & Simon Stevenson, "undated". "Dynamic Correlations across REIT Sub-Sectors," Real Estate & Planning Working Papers rep-wp2011-07, Henley Business School, University of Reading.
  48. Simon Stevenson & James Young, "undated". "Capital Market Expectations and the London Office Market," Real Estate & Planning Working Papers rep-wp2011-09, Henley Business School, University of Reading.

Articles

  1. Chyi Lin Lee & Simon Stevenson & Ming‐Long Lee, 2018. "Low‐frequency volatility of real estate securities and macroeconomic risk," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 311-342, November.
  2. Simon Stevenson, 2016. "Macro-Economic and Financial Determinants of Comovement across Global Real Estate Security Markets," Journal of Real Estate Research, American Real Estate Society, vol. 38(4), pages 595-624.
  3. Kieran Farrelly & Simon Stevenson, 2016. "Performance drivers of private real estate funds," Journal of Property Research, Taylor & Francis Journals, vol. 33(3), pages 214-235, July.
  4. Alexey Akimov & Simon Stevenson & Maxim Zagonov, 2015. "Public Real Estate and the Term Structure of Interest Rates: A Cross-Country Study," The Journal of Real Estate Finance and Economics, Springer, vol. 51(4), pages 503-540, November.
  5. Alexey Akimov & Simon Stevenson & James Young, 2015. "Synchronisation and commonalities in metropolitan housing market cycles," Urban Studies, Urban Studies Journal Limited, vol. 52(9), pages 1665-1682, July.
  6. Papastamos, Dimitrios & Matysiak, George & Stevenson, Simon, 2015. "Assessing the accuracy and dispersion of real estate investment forecasts," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 141-152.
  7. Simon Stevenson & James Young, 2015. "The Role of Undisclosed Reserves in English Open Outcry Auctions," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(2), pages 375-402, June.
  8. Simon Stevenson & James Young, 2015. "The probability of sale and price premiums in withdrawn auctioned properties," Urban Studies, Urban Studies Journal Limited, vol. 52(2), pages 279-297, February.
  9. Simon Stevenson & Alexey Akimov & Elaine Hutson & Alexandra Krystalogianni, 2014. "Concordance in Global Office Market Cycles," Regional Studies, Taylor & Francis Journals, vol. 48(3), pages 456-470, March.
  10. Simon Stevenson & James Young, 2014. "A Multiple Error-Correction Model of Housing Supply," Housing Studies, Taylor & Francis Journals, vol. 29(3), pages 362-379, April.
  11. Chyi Lee & Simon Stevenson & Ming-Long Lee, 2014. "Futures Trading, Spot Price Volatility and Market Efficiency: Evidence from European Real Estate Securities Futures," The Journal of Real Estate Finance and Economics, Springer, vol. 48(2), pages 299-322, February.
  12. Brooks, Chris & Kappou, Konstantina & Stevenson, Simon & Ward, Charles, 2013. "The performance effects of composition changes on sector specific stock indices: The case of European listed real estate," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 132-142.
  13. Don Bredin & Gerard O'Reilly & Simon Stevenson, 2011. "Monetary policy transmission and real estate investment trusts," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(1), pages 92-102, January.
  14. Elaine Hutson & Simon Stevenson, 2010. "Openness, hedging incentives and foreign exchange exposure: A firm-level multi-country study," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 41(1), pages 105-122, January.
  15. Stevenson, Simon & Young, James & Gurdgiev, Constantin, 2010. "A comparison of the appraisal process for auction and private treaty residential sales," Journal of Housing Economics, Elsevier, vol. 19(2), pages 145-154, June.
  16. Wilfred K. Anim‐Odame & Tony Key & Simon Stevenson, 2010. "The Ghanaian transaction‐based residential indices," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 3(3), pages 216-232, August.
  17. Wilfred K. Anim‐Odame & Tony Key & Simon Stevenson, 2010. "Residential market development in sub‐Saharan Africa," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 3(4), pages 308-326, October.
  18. Cheong, Chee Seng & Gerlach, Richard & Stevenson, Simon & Wilson, Patrick J. & Zurbruegg, Ralf, 2009. "Equity and fixed income markets as drivers of securitised real estate," Review of Financial Economics, Elsevier, vol. 18(2), pages 103-111, April.
  19. Simon Stevenson, 2008. "Modeling Housing Market Fundamentals: Empirical Evidence of Extreme Market Conditions," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 36(1), pages 1-29, March.
  20. John Cotter & Simon Stevenson, 2008. "Modeling Long Memory in REITs," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 36(3), pages 533-554, September.
  21. Don Bredin & Gerard O’Reilly & Simon Stevenson, 2007. "Monetary Shocks and REIT Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 315-331, October.
  22. Simon Stevenson & Patrick Wilson & Ralf Zurbruegg, 2007. "Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities," The European Journal of Finance, Taylor & Francis Journals, vol. 13(8), pages 705-715.
  23. Simon Stevenson, 2007. "A comparison of the forecasting ability of ARIMA models," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 25(3), pages 223-240, May.
  24. Patrick Wilson & Simon Stevenson & Ralf Zurbruegg, 2007. "Measuring Spillover Effects Across Asian Property Stocks," Journal of Property Research, Taylor & Francis Journals, vol. 24(2), pages 123-138.
  25. Patrick Wilson & Simon Stevenson & Ralf Zurbruegg, 2007. "Foreign Property Shocks and the Impact on Domestic Securitized Real Estate Markets: An Unobserved Components Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 34(3), pages 407-424, April.
  26. Simon Stevenson & James Young, 2007. "Forecasting Housing Supply: Empirical Evidence from the Irish Market," European Journal of Housing Policy, Taylor and Francis Journals, vol. 7(1), pages 1-17.
  27. John Cotter & Simon Stevenson, 2006. "Multivariate Modeling of Daily REIT Volatility," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 305-325, May.
  28. Meen, Geoffrey & Stevenson, Simon, 2006. "Special issue based on the European Real Estate Society (ERES) Conference, Dublin, Ireland, June 2005," Journal of Housing Economics, Elsevier, vol. 15(3), pages 167-168, September.
  29. Simon Stevenson, 2005. "House price diffusion and inter‐regional and cross‐border house price dynamics," Journal of Property Research, Taylor & Francis Journals, vol. 21(4), pages 301-320, April.
  30. Stevenson, Simon, 2004. "New empirical evidence on heteroscedasticity in hedonic housing models," Journal of Housing Economics, Elsevier, vol. 13(2), pages 136-153, June.
  31. Simon Stevenson, 2004. "A performance evaluation of portfolio managers: tests of micro and macro forecasting," The European Journal of Finance, Taylor & Francis Journals, vol. 10(5), pages 391-411.
  32. James Berry & Stanley McGreal & Simon Stevenson & James Young & James Webb, 2003. "Estimation of Apartment Submarkets," Journal of Real Estate Research, American Real Estate Society, vol. 25(2), pages 159-170.
  33. Stephen Lee & Simon Stevenson, 2003. "Empirical evidence on the micro and macro forecasting ability of real estate funds," Journal of Property Research, Taylor & Francis Journals, vol. 20(3), pages 207-234, January.
  34. Simon Stevenson & Oliver McGarth, 2003. "A comparison of alternative rental forecasting models: empirical tests on the London office market," Journal of Property Research, Taylor & Francis Journals, vol. 20(3), pages 235-260, January.
  35. Simon Stevenson, 2002. "The Sensitivity of European Bank Stocks to German Interest Rates Changes," Multinational Finance Journal, Multinational Finance Journal, vol. 6(3-4), pages 223-249, September.
  36. Simon Stevenson, 2002. "Momentum Effects and Mean Reversion in Real Estate Securities," Journal of Real Estate Research, American Real Estate Society, vol. 23(1/2), pages 47-64.
  37. Stevenson, Simon, 2001. "Emerging markets, downside risk and the asset allocation decision," Emerging Markets Review, Elsevier, vol. 2(1), pages 50-66, March.
  38. Mark Hoven Stohs & Paul Childs & Simon Stevenson, 2001. "Tax Policies and Residential Mobility," International Real Estate Review, Global Social Science Institute, vol. 4(1), pages 95-117.
  39. Simon Stevenson, 2001. "Bayes-Stein Estimators and International Real Estate Asset Allocation," Journal of Real Estate Research, American Real Estate Society, vol. 21(1/2), pages 89-104.
  40. Simon Stevenson, 2001. "A Re-Examination of the Inflation-Hedging Ability of Real Estate Securities: Empirical Tests Using International Orthogonalized & Hedged Data," International Real Estate Review, Global Social Science Institute, vol. 4(1), pages 26-42.
  41. Stevenson, Simon, 2000. "A Long-Term Analysis of Regional Housing Markets and Inflation," Journal of Housing Economics, Elsevier, vol. 9(1-2), pages 24-39, March.
  42. Simon Stevenson, 2000. "Contagion effects and intra industry information flows: the example of Olympia & York," Journal of Property Research, Taylor & Francis Journals, vol. 17(2), pages 133-145, January.
  43. Simon Stevenson, 2000. "International Real Estate Diversification: Empirical Tests using Hedged Indices," Journal of Real Estate Research, American Real Estate Society, vol. 19(1), pages 105-131.
  44. Simon Stevenson, 1999. "Real estate's role in an international multi-asset portfolio: empirical evidence using Irish data," Journal of Property Research, Taylor & Francis Journals, vol. 16(3), pages 219-242, January.
    RePEc:taf:apfiec:v:22:y:2012:i:13:p:1089-1109 is not listed on IDEAS
    RePEc:taf:apfiec:v:17:y:2007:i:7:p:541-557 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works
  2. Number of Distinct Works, Weighted by Number of Authors
  3. Number of Journal Pages
  4. Number of Journal Pages, Weighted by Number of Authors
  5. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (7) 2007-06-18 2011-04-09 2011-04-09 2011-04-09 2011-07-02 2014-08-02 2015-09-18. Author is listed
  2. NEP-URE: Urban and Real Estate Economics (4) 2011-07-21 2014-08-02 2014-11-07 2014-11-07
  3. NEP-FOR: Forecasting (3) 2014-11-01 2014-11-07 2015-09-18
  4. NEP-ETS: Econometric Time Series (2) 2007-06-18 2011-07-02
  5. NEP-EUR: Microeconomic European Issues (2) 2014-08-02 2014-11-07
  6. NEP-SEA: South East Asia (2) 2014-08-02 2015-09-18
  7. NEP-AGE: Economics of Ageing (1) 2015-09-18
  8. NEP-BAN: Banking (1) 2014-11-07
  9. NEP-CFN: Corporate Finance (1) 2015-09-18
  10. NEP-CSE: Economics of Strategic Management (1) 2014-08-02
  11. NEP-LAW: Law and Economics (1) 2015-09-18
  12. NEP-MAC: Macroeconomics (1) 2014-11-07

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