Professor Kim Hiang Liow

  • National University of Singapore
  • Professor, Finance
  • Singapore

My co-authors include

Kim Hin / David HO

My Publications

Co-movement between the US and the securitised real estate markets of the Asian-Pacific...

  • Journal of Property Research
  • January 2019

Regime-dependent linkages between securitized real estate market and major financial ma...

  • Pacific Rim Property Research Journal
  • September 2018

Return and co-movement of major public real estate markets during global financial crisis

  • Journal of Property Investment & Finance
  • August 2017

Linkages between office markets in Europe: a volatility spillover perspective

  • Journal of Property Investment & Finance
  • February 2017

Global financial crisis and cyclical co-movements of Asian financial markets

  • Journal of Property Investment & Finance
  • August 2016

Linkages between cross-country business cycles, cross-country stock market cycles and c...

  • Journal of European Real Estate Research
  • August 2016

Volatility spillover dynamics and relationship across G7 financial markets

  • The North American Journal of Economics and Finance
  • July 2015

Conditional Volatility Spillover Effects Across Emerging Financial Markets

  • Asia-Pacific Journal of Financial Studies
  • April 2015

Correlation Dynamics and Determinants in International Securitized Real Estate Markets

  • Real Estate Economics
  • January 2015

The dynamics of return co-movements and volatility spillover effects in Greater China p...

  • Journal of Property Investment & Finance
  • August 2014

Switching volatility and cross-market linkages in public property markets

  • Journal of Property Research
  • January 2014

Risk-return convergence in international public property markets

  • Journal of Property Research
  • January 2014

Dynamic Relationships Between Economic Globalisation and Cross-Public Property Market C...

  • Pacific Rim Property Research Journal
  • January 2014

Volatility interdependence in European real estate securities markets

  • Journal of European Real Estate Research
  • August 2013

Summary of the Value vs Growth Real Estate Investment Strategies

  • Real Estate Economics
  • July 2012

Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets?

  • The Journal of Real Estate Finance and Economics
  • December 2011

Co-movements and Correlations Across Asian Securitized Real Estate and Stock Markets

  • Real Estate Economics
  • October 2011

Time series behavior of average dynamic conditional correlations in European real estat...

  • Journal of European Real Estate Research
  • August 2011

Integration among USA, UK, Japanese and Australian securitised real estate markets: an ...

  • Journal of Property Research
  • December 2010

Is real estate an important factor in corporate valuation? Evidence from listed retail ...

  • Journal of Corporate Real Estate
  • November 2010

Idiosyncratic risk, market risk and correlation dynamics in the US real estate investme...

  • Journal of Housing Economics
  • September 2010

Firm value, growth, profitability and capital structure of listed real estate companies...

  • Journal of Property Research
  • June 2010

Editorial

  • Journal of Property Research
  • December 2009

Multiple Regimes and Volatility Transmission in Securitized Real Estate Markets

  • The Journal of Real Estate Finance and Economics
  • August 2009

The significance and performance of property securities markets in the Asian IFCs

  • Journal of Property Research
  • June 2009

Common factors in international securitized real estate markets

  • Review of Financial Economics
  • April 2009

Do retail firms benefit from real estate ownership?

  • Journal of Property Research
  • March 2009

Do Asian real estate companies add value to investment portfolio?

  • Journal of Property Investment & Finance
  • February 2009

Nonlinear Return Dependence in Major Real Estate Markets

  • Journal of Property Research
  • December 2008

Extreme returns and value at risk in international securitized real estate markets

  • Journal of Property Investment & Finance
  • August 2008

Volatility Decomposition and Correlation in International Securitized Real Estate Markets

  • The Journal of Real Estate Finance and Economics
  • June 2008

Financial Crisis and Asian Real Estate Securities Market Interdependence: Some Addition...

  • Journal of Property Research
  • June 2008

Long-term Memory in Volatility: Some Evidence from International Securitized Real Estat...

  • The Journal of Real Estate Finance and Economics
  • May 2008

The role of property in the capital markets

  • Journal of Property Investment & Finance
  • March 2008

A combined perspective of corporate real estate

  • Journal of Corporate Real Estate
  • February 2008

Correlation and Volatility Dynamics in International Real Estate Securities Markets

  • The Journal of Real Estate Finance and Economics
  • January 2008

Cycles and common cycles in real estate markets

  • International Journal of Managerial Finance
  • July 2007

The Dynamics of Return Volatilty and Systematic Risk in International Real Estate Secur...

  • Journal of Property Research
  • March 2007

Net Asset Value Discounts for Asian-Pacific Real Estate Companies: Long-Run Relationshi...

  • The Journal of Real Estate Finance and Economics
  • November 2006

Macroeconomic risk influences on the property stock market

  • Journal of Property Investment & Finance
  • July 2006

Interest rate risk and time‐varying excess returns for Asian property stocks

  • Journal of Property Investment & Finance
  • May 2006

Dynamic relationship between stock and property markets

  • Applied Financial Economics
  • March 2006

The Risk and Return Profile of Asian Real Estate Stocks

  • Pacific Rim Property Research Journal
  • January 2006

Long-Term Co-Memories and Short-Run Adjustment: Securitized Real Estate and Stock Markets

  • The Journal of Real Estate Finance and Economics
  • September 2005

Co‐skewness and Co‐kurtosis in Global Real Estate Securities

  • Journal of Property Research
  • June 2005

Cross‐market dynamics in property stock markets

  • Journal of Property Investment & Finance
  • February 2005

Relationship Between the Shanghai and Hong Kong Property Stock Markets

  • Pacific Rim Property Research Journal
  • January 2005

The Impact of Information Transparency and Market Capitalisation on Out-Performance in ...

  • Pacific Rim Property Research Journal
  • January 2005

Does corporate real estate create wealth for shareholders?

  • Journal of Property Investment & Finance
  • October 2004

Corporate Real Estate and Stock Market Performance

  • The Journal of Real Estate Finance and Economics
  • July 2004

The Wealth Effects of Securitising Commercial Real Estate: A Case on Raffles Holdings, ...

  • Pacific Rim Property Research Journal
  • March 2003

Interest rate sensitivity and risk premium of property stocks

  • Journal of Property Research
  • January 2003

Mean reversion of Singapore property stock prices towards their fundamental values

  • Journal of Property Investment & Finance
  • August 2002

Real estate corporations: the quest for value

  • Journal of Property Investment & Finance
  • February 2002

Real Estate Ownership and Stock Returns: An Empirical Perspective

  • Pacific Rim Property Research Journal
  • January 2002

The long‐term investment performance of Singapore real estate and property stocks

  • Journal of Property Investment & Finance
  • April 2001

Real estate and corporate valuation: an asset pricing perspective

  • Managerial and Decision Economics
  • January 2001

Corporate Real Estate in the Singapore Stock Market

  • Pacific Rim Property Research Journal
  • January 2001

The Abnormal Return Performance of Singapore Property Companies

  • Pacific Rim Property Research Journal
  • January 2001

Cyclical relationship between commercial real estate and property stock prices

  • Journal of Property Research
  • January 2001

Current issues in strategic corporate real estate asset analysis and management

  • Journal of Corporate Real Estate
  • July 2000

The dynamics of the Singapore commercial property market

  • Journal of Property Research
  • January 2000

Corporate investment and ownership in real estate in Singapore: Some empirical evidence

  • Journal of Corporate Real Estate
  • October 1999

The historical performance of Singapore property stocks

  • Journal of Property Finance
  • June 1997

An empirical investigation of UK retail companies’ property asset strategies

  • Journal of Property Finance
  • March 1997

Property companies’ share price discounts and property market returns The Singapore evi...

  • Journal of Property Finance
  • December 1996

Acquisition and disposal of corporate real estate: some UK evidence

  • Journal of Property Finance
  • December 1995

Property in corporate financial statements: The UK evidence

  • Journal of Property Research
  • March 1995

An Assessment of the Relationship between Public Real Estate Markets and Stock Markets ...

  • SSRN Electronic Journal

The Dynamics of Long Memory in Return and Volatility for International Real Estate Markets

  • SSRN Electronic Journal

Investment Dynamics of Greater China Securitized Real Estate Markets and International ...

  • SSRN Electronic Journal

Regime Changes and Dynamic Linkages in Major Securitized Real Estate Markets

  • SSRN Electronic Journal

Corporate Real Estate and Stock Market Performance (Revised)

  • SSRN Electronic Journal

Property Company Stock Price and Net Asset Value: A Mean Reversion Perspective

  • SSRN Electronic Journal

Real Estate Return Volatilty and Systematic Risk: Evidence from International Markets

  • SSRN Electronic Journal

Co-Movements and Correlations Across Asian Securitized Real Estate and Stock Markets

  • SSRN Electronic Journal

Convergence Dynamics Across International Securitized Real Estate Markets

  • SSRN Electronic Journal