All Stories

  1. 2016–2017 Real Estate Finance & Investment Symposium

    Article • The Journal of Real Estate Finance and Economics, July 2020, Springer Science + Business Media

    Professor Rose Neng Lai

  2. Research for the ‘exciting, dynamic and unique’ Asian markets: a commentary on ‘Future research opportunities for Asian real estate’

    Article • International Journal of Urban Sciences, June 2019, Taylor & Francis

    Professor Rose Neng Lai

  3. A Tale of Two Countries: Comparing the US and Chinese Housing Markets

    Article • The Journal of Real Estate Finance and Economics, July 2018, Springer Science + Business Media

    Professor Rose Neng Lai

  4. U.S. House Prices over the Last 30 Years: Bubbles, Regime Shifts and Market (In)Efficiency

    Article • Real Estate Economics, February 2016, Wiley

    Professor Rose Neng Lai

  5. Securitization, Risk-Taking and the Option to Change Strategy

    Article • Real Estate Economics, March 2014, Wiley

    Professor Rose Neng Lai

  6. Pricing Relocation-Redevelopment Projects for City Expansion: The Case in China

    Article • Real Estate Economics, July 2013, Wiley

    Professor Rose Neng Lai

  7. Momentum and House Price Growth in the United States: Anatomy of a Bubble

    Article • Real Estate Economics, October 2010, Wiley

    Professor Rose Neng Lai

  8. Herding and information based trading

    Article • Journal of Empirical Finance, June 2009, Elsevier

    Professor Rose Neng Lai

  9. Herding and positive feedback trading on property stocks

    Article • Journal of Property Investment & Finance, March 2008, Emerald

    Professor Rose Neng Lai

  10. Stickiness of Rental Rates and Developers’ Option Exercise Strategies

    Article • The Journal of Real Estate Finance and Economics, March 2007, Springer Science + Business Media

    Professor Rose Neng Lai

  11. Pricing efficiency and arbitrage: Hong Kong derivatives markets revisited

    Article • Applied Financial Economics, November 2006, Taylor & Francis

    Professor Rose Neng Lai

  12. VALUES OF MORTGAGES WITH TOP-UP PAYMENT OPTIONS

    Article • International Journal of Theoretical and Applied Finance, August 2006, World Scientific Pub Co Pte Lt

    Professor Rose Neng Lai

  13. Sale before Completion of Development: Pricing and Strategy

    Article • Real Estate Economics, June 2004, Wiley

    Professor Rose Neng Lai

  14. Herding and Trading Volume

    Article • SSRN Electronic Journal, Elsevier

    Professor Rose Neng Lai

  15. On the Effectiveness of Housing Purchase Restriction Policy in China: A Difference in Difference Approach

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Rose Neng Lai

  16. U.S. House Prices Over the Last 30 Years: Bubbles, Regime Shifts and Market (In)Efficiency

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Rose Neng Lai

  17. The Envelope Theorem and Identification: Implications for Some Empirical Work in Finance and Economics

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Rose Neng Lai

  18. Retention Requirements and Incentives for Controlling Inefficient Risk-Taking -- Bridging Banking, Securitization and Capital Requirements

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Rose Neng Lai

  19. A Regime Shift Model of the Recent Housing Bubble in the United States

    Article • SSRN Electronic Journal, Elsevier

    Professor Rose Neng Lai

  20. The Role of Liquidity in Value at Risk - The Case of Hong Kong

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Rose Neng Lai

  21. Risk Taking, Guarantees, Securitization and the Option to Change Strategy: The Economics of Pulling a Fast One

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Rose Neng Lai

  22. Momentum and House Price Growth in the U.S.: Anatomy of a 'Bubble'

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Rose Neng Lai

  23. Liquidity, Fragility and the Credit Crunch: A Theoretical Explanation and the Introduction of Contingent Convertible Bonds

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Rose Neng Lai

  24. Long-Run and Short-Run Relationships between House and Stock Prices in China: Evidence from Pooled Mean Group Estimation

    Article • SSRN Electronic Journal, Elsevier

    Professor Rose Neng Lai