Items where City Author is "Lee, Stephen"
Article
Lee, S. 
ORCID: 0000-0003-1606-0625 (2020).
Time-Varying Integration of REITs with Stocks: A Kalman Filter Approach.
Journal of Real Estate Portfolio Management, 26(2),
pp. 150-160.
doi: 10.1080/10835547.2020.1858009
Lausberg, C., Lee, S. ORCID: 0000-0003-1606-0625, Müller, M. , Oertel, C. & Schultheiß, T. (2019).
Risk measures for direct real estate investments with non-normal or unknown return distributions.
Zeitschrift für Immobilienökonomie, 6(1),
pp. 3-27.
doi: 10.1365/s41056-019-00028-x
Lee, S. & Jadevicius, A. (2017). UK REITs don’t like Mondays. Journal of Property Investment & Finance, 35(1), pp. 58-74. doi: 10.1108/jpif-03-2016-0021
Lee, S. (2017). Convergence in the UK Direct Real Estate Market. Journal of Property Investment & Finance, 35(4), pp. 382-396. doi: 10.1108/jpif-06-2016-0043
Lee, S. (2016). Distance and diversification. Journal of European Real Estate Research, 9(2), pp. 183-192. doi: 10.1108/jerer-02-2016-0010
Lee, S. (2016). REITs and the Taper Tantrum. Journal of Property Investment and Finance, 34(5), pp. 457-464. doi: 10.1108/jpif-03-2016-0020
Lee, S. & Morri, G. (2015). Real estate fund active management. Journal of Property Investment and Finance, 33(6), pp. 494-516. doi: 10.1108/jpif-06-2014-0043
Lee, S. (2014). The Contribution Risk of REITs in the Blended Public and Private Real Estate Portfolio. Real Estate Finance, 31(1), pp. 50-55.
Byrne, P., Jackson, C. & Lee, S. (2013). Bias or rationality? The case of UK commercial real estate investment. Journal of European Real Estate Research, 6(1), pp. 6-33. doi: 10.1108/17539261311312960