Article

Ametefe, F. K., Devaney, S. ORCID: https://orcid.org/0000-0002-1916-2558 and Stevenson, S. A. (2019) Optimal composition of hybrid/blended real estate portfolios. Journal of Property Investment & Finance, 37 (1). pp. 20-41. ISSN 1463-578X doi: https://doi.org/10.1108/JPIF-04-2018-0022

Farrelly, K. and Stevenson, S. (2016) Performance drivers of private real estate funds. Journal of Property Research, 33 (3). pp. 214-235. ISSN 0959-9916 doi: https://doi.org/10.1080/09599916.2016.1210333

Stevenson, S. and Young, J. (2015) The role of undisclosed reserves in English open outcry auctions. Real Estate Economics, 43 (2). pp. 375-402. ISSN 1540-6229 doi: https://doi.org/10.1111/1540-6229.12072

Papastamos, D., Stevenson, S. and Matysiak, G. (2015) Assessing the accuracy and dispersion of real estate investment forecasts. International Review of Financial Analysis, 42. pp. 141-152. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2015.01.014

Akimov, A., Stevenson, S. and Zagonov, M. (2015) Public real estate and the term structure of interest rates: a cross-country study. Journal of Real Estate Finance and Economics, 51 (4). pp. 503-540. ISSN 1573-045X doi: https://doi.org/10.1007/s11146-014-9492-x

Akimov, A., Stevenson, S. and Young, J. (2015) Synchronisation and commonalities in metropolitan housing market cycles. Urban Studies, 52 (9). pp. 1665-1682. ISSN 1360-063X doi: https://doi.org/10.1177/0042098014535643

Stevenson, S. and Young, J. (2015) The probability of sale and price premiums in withdrawn auctioned properties. Urban Studies, 52 (2). pp. 279-297. ISSN 1360-063X doi: https://doi.org/10.1177/0042098014529341

Lee, C. L., Stevenson, S. and Lee, M.-L. (2014) Futures trading, spot price volatility and market efficiency: evidence from European real estate securities futures. Journal of Real Estate Finance and Economics, 48 (2). pp. 299-322. ISSN 1573-045X doi: https://doi.org/10.1007/s11146-012-9399-3

Stevenson, S., Akimov, A., Hutson, E. and Krystalogianni, A. (2014) Concordance in global office market cycles. Regional Studies, 48 (3). pp. 456-470. ISSN 1360-0591 doi: https://doi.org/10.1080/00343404.2013.799763 (special Issue: Finance, business property and urban and regional development)

Stevenson, S. and Young, J. (2014) A multiple error-correction model of housing supply. Housing Studies, 29 (3). pp. 362-379. ISSN 1466-1810 doi: https://doi.org/10.1080/02673037.2013.803040

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Kappou, K. ORCID: https://orcid.org/0000-0002-5047-8104, Stevenson, S. and Ward, C. (2013) The performance effects of composition changes on sector specific stock indices: The case of European listed real estate. International Review of Financial Analysis, 29. pp. 132-142. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2013.04.002

Chong, J., Krystalogianni, A. and Stevenson, S. (2012) Dynamic correlations between REIT sub-sectors and the implications for diversification. Applied Financial Economics, 22 (13). pp. 1089-1109. ISSN 1466-4305 doi: https://doi.org/10.1080/09603107.2011.639735

Bredin, D., O'Reilly, G. and Stevenson, S. (2011) Monetary policy transmission and real estate investment trusts. International Journal of Finance & Economics, 16 (1). pp. 92-102. ISSN 1099-1158 doi: https://doi.org/10.1002/ijfe.413

Stevenson, S. A. W., Young, J. and Gurdgiev, C. (2010) A comparison of the appraisal process for auction and private treaty residential sales. Journal of Housing Economics, 19 (2). pp. 145-154. ISSN 1051-1377 doi: https://doi.org/10.1016/j.jhe.2010.03.003

Anim-Odame, W.K., Key, T. and Stevenson, S. A. W. (2010) The Ghanaian transaction-based residential indices. International Journal of Housing Markets and Analysis, 3 (3). pp. 216-232. ISSN 1753-8270 doi: https://doi.org/10.1108/17538271011063889

Hutson, E. and Stevenson, S. A. W. (2010) Openness, hedging incentives and foreign exchange exposure: a firm-level multi-country study. Journal of International Business Studies, 40 (1). pp. 105-122. ISSN 1478-6990 doi: https://doi.org/10.1057/jibs.2009.32

Anim-Odame, W. K., Key, T. and Stevenson, S. (2010) Residential market development in sub-Saharan Africa. International Journal of Housing Markets and Analysis, 3 (4). pp. 308-326. ISSN 1753-8270 doi: https://doi.org/10.1108/17538271011080637

Cheong, C.S., Gerlach, R., Stevenson, S., Wilson, P. and Zurbruegg, R. (2009) Equity and fixed income markets as drivers of securitised real estate. Review of Financial Economics, 18 (2). pp. 103-111. ISSN 1058-3300 doi: https://doi.org/10.1016/j.rfe.2008.03.002

Chong, J., Miffre, J. and Stevenson, S. (2009) Conditional correlations and real estate investment trusts. Journal of Real Estate Portfolio Management, 15 (2). ISSN 1083-5547

Anim-Odame, W., Key, T. and Stevenson, S. (2009) Measures of real estate values from land registration and valuation systems in emerging economies: the case of Ghana. Journal of Real Estate Literature, 17 (1). pp. 63-84. ISSN 0927-7544

Hutson, E. and Stevenson, S. (2008) Asymmetry in REIT returns. Journal of Real Estate Portfolio Management, 14 (2). pp. 105-124. ISSN 1083-5547

Stevenson, S. (2008) Modelling housing market fundamentals: empirical evidence of extreme market conditions. Real Estate Economics, 36 (1). pp. 1-29. ISSN 1540-6229 doi: https://doi.org/10.1111/j.1540-6229.2008.00204.x

Cotter, J. and Stevenson, S. (2008) Modelling long memory in REITs. Real Estate Economics, 36 (3). pp. 533-554. ISSN 1540-6229 doi: https://doi.org/10.1111/j.1540-6229.2008.00221.x

Jackson, C., Stevenson, S. and Watkins, C. (2008) NY-LON: does a single cross-continental office market exist? Journal of Real Estate Portfolio Management, 14 (2). pp. 79-92. ISSN 1083-5547

Lee, S. and Stevenson, S. (2006) Real estate in the mixed-asset portfolio: the question of consistency. Journal of Property Investment and Finance, 24 (2). pp. 123-135. ISSN 1463-578X doi: https://doi.org/10.1108/14635780610655085

Lee, S. and Stevenson, S. (2005) Real estate portfolio construction and estimation risk. Journal of Property Investment and Finance, 23 (3). pp. 234-253. ISSN 1463-578X doi: https://doi.org/10.1108/14635780510599458

Lee, S. and Stevenson, S. (2005) The case for REITs in the mixed-asset portfolio in the short and long Run. Journal of Real Estate Portfolio Management, 11 (1). pp. 55-80. ISSN 1083-5547

Lee, S. and Stevenson, S. (2003) Empirical evidence on the micro and macro forecasting ability of real estate funds. Journal of Property Research, 20 (3). pp. 207-234. ISSN 1466-4453 doi: https://doi.org/10.1080/0959991032000162356

Lee, S. and Stevenson, S. (2003) Time weighted portfolio optimisation. Journal of Property Investment and Finance, 21 (3). pp. 233-249. ISSN 1463-578X doi: https://doi.org/10.1108/14635780310481667 (special issue 'European real estate society conference')

Report

Martins, A. M., Serra, A. P., Martins, F. V. and Stevenson, S., (2015) EU housing markets: the role of institutional factors. Working Papers in Real Estate & Planning. 04/15. Working Paper. University of Reading, Reading. pp41.

Martins, A. M., Serra, A. P., Martins, F. V. and Stevenson, S., (2015) House price dynamics and bank herding: European empirical evidence. Working Papers in Real Estate & Planning. 01/15. Working Paper. University of Reading, Reading. pp51.

Lee, C. L., Stevenson, S. and Lee, M.-L., (2015) Low-frequency volatility of real estate securities in relation to macroeconomic risk. Working Papers in Real Estate & Planning. 02/15. Working Paper. University of Reading, Reading. pp42.

Papastamos, D., Mouzakis, F. and Stevenson, S., (2014) Rationality and momentum in real estate investment forecasts. Working Papers in Real Estate & Planning. 07/14. Working Paper. University of Reading, Reading. pp34.

Martins, A. M., Serra, A. P., Martins, F. V. and Stevenson, S., (2014) Residential property loans and bank performance during property price booms: evidence from Europe. Working Papers in Real Estate & Planning. 05/14. Working Paper. University of Reading, Reading. pp46.

Papastamos, D., Matysiak, G. and Stevenson, S., (2014) A comparative analysis of the accuracy and uncertainty in real estate and macroeconomic forecasts. Working Papers in Real Estate & Planning. 06/14. Working Paper. University of Reading, Reading. pp34.

Stevenson, S., (2013) Macro-economic and financial determinants of comovement across global real estate security markets. Working Papers in Real Estate & Planning. 07/13. Working Paper. University of Reading, Reading. pp34.

Akimov, A., Stevenson, S. and Young, J., (2013) Synchronisation and commonalities in metropolitan housing market cycles. Working Papers in Real Estate & Planning. 03/13. Working Paper. University of Reading, Reading. pp25.

Akimov, A., Hutson, E. and Stevenson, S., (2013) The interaction of volatility, volume and skewness: empirical evidence from REITs. Working Papers in Real Estate & Planning. 06/13. Working Paper. University of Reading, Reading. pp30.

Stevenson, S. and Young, J., (2013) The probability of sale and price premiums in withdrawn auctioned properties. Working Papers in Real Estate & Planning. 05/13. Working Paper. University of Reading, Reading. pp26.

Stevenson, S. and Young, J., (2013) The role of undisclosed reserves in English open outcry auctions. Working Papers in Real Estate & Planning. 04/13. Working Paper. University of Reading, Reading. pp31.

Stevenson, S. and Young, J., (2011) Capital market expectations and the London office market. Working Papers in Real Estate & Planning. 02/11. Working Paper. University of Reading, Reading. pp26.

Stevenson, S., Akimov, A., Hutson, E. and Krystalogianni, A., (2011) Concordance in global office market cycles. Working Papers in Real Estate & Planning. 18/11. Working Paper. University of Reading, Reading. pp32.

Chong, J., Krystalogianni, A. and Stevenson, S., (2011) Dynamic correlations across REIT sub-sectors. Working Papers in Real Estate & Planning. 04/11. Working Paper. University of Reading, Reading. pp38.

Layfield, L. and Stevenson, S., (2011) Separating skill from luck in REIT mutual funds. Working Papers in Real Estate & Planning. 06/11. Working Paper. University of Reading, Reading. pp33.

Lee, S. and Stevenson, S., (2005) The consistency of private and public real estate within mixed-asset portfolios. Working Papers in Real Estate & Planning. 08/05. Working Paper. University of Reading, Reading. pp14.

Lee, S. and Stevenson, S., (2004) Real estate in the mixed-asset portfolio: the question of consistency. Working Papers in Real Estate & Planning. 10/04. Working Paper. University of Reading, Reading. pp14.

Lee, S. and Stevenson, S., (2004) The case for REITs in the mixed-asset portfolio in the short and long run. Working Papers in Real Estate & Planning. 06/04. Working Paper. University of Reading, Reading. pp32.

Lee, S. and Stevenson, S., (2002) A meta analysis of real estate fund performance. Working Papers in Land Management & Development. 07/02. Working Paper. University of Reading, Reading. pp12.

Lee, S. and Stevenson, S., (2000) Real estate portfolio construction and estimation risk. Working Papers in Land Management & Development. 08/00. Working Paper. University of Reading, Reading. pp24.