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Real Estate Investment Trusts

  • “REITs Price Reactions to Changes in Interest Rates Before and During Zero Lower Bound”, with Alexey Akimov.

  • “Non-Linear Mean Reversion in the Discount to Net Asset Value of Public Real Estate Firms”, with Alexey Akimov.

  • “Sector Specific Trading Strategies: Empirical Evidence for REITs”, with Andrew Cohen.

Real Estate Investment

  • “Rationality and Momentum in Real Estate Investment Forecasts”, with Fotis Mouzakis & Dimitrios Papastamos.

  • “Real Estate and Inflation: Re-Examining the Long-Term Relationship using a Non-Linear Threshold Cointegration Framework”, with Alexey Akimov.

  • “Capital Market Expectations and the London Office Market”, with James Young.

Housing Economics & Finance

  • "Strategic Bidding in Two-Stage Land Auctions in China ", with Shuping Wu, Zan Yang & James Young.

  • “Assessing the Accuracy of Housing Start Forecasts”, with Dimitrios Papastamos & James Young.

  • “Housing Markets and Monetary Policy: An International Comparative Examination of Monetary Shocks”, with Alexey Akimov.

Mainstream Finance

  • “Cross-Border Information Flows: The Sensitivity of Emerging Markets to U.S. Interest Rates”, with Alexey Akimov.

  • “How Accurate are Professional Inflation Forecasts? A Comparison with Econometric Specifications”, with Alexey Akimov, Fotis Mouzakis, Dimitrios Papastamos & James Young.

  • “Correlation Forecasting and Portfolio Estimation Error”.
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