The integration of the real estate market and the stock market: some preliminary evidence
CH Liu, DJ Hartzell, W Greig, TV Grissom - The Journal of Real Estate …, 1990 - Springer
The current study investigates whether the commercial real estate market is segmented from
the stock market using the framework of Jorion and Schwartz (1986). Evidence is found to …
the stock market using the framework of Jorion and Schwartz (1986). Evidence is found to …
An approach to industrial real estate market segmentation and valuation using the arbitrage pricing paradigm
TV Grissom, D Hartzell, CH Liu - Real Estate Economics, 1987 - Wiley Online Library
This paper investigates whether a segmented market exists for industrial real estate with
respect to risk and return characteristics. Given the existence of industrial market segmentation, …
respect to risk and return characteristics. Given the existence of industrial market segmentation, …
The impact of rental properties on the value of single-family residences
This study examines the effects that single-family rental properties in a residential neighborhood
have on the value of single-family residences in that area. The analysis blends real …
have on the value of single-family residences in that area. The analysis blends real …
The big data regime shift in real estate
JR DeLisle, B Never, TV Grissom - Journal of Property Investment & …, 2020 - emerald.com
… events are hard to predict, analytics based on a big data approach can help identify
patterns, as well quantifying the impacts such activities have had on real estate markets (Grissom …
patterns, as well quantifying the impacts such activities have had on real estate markets (Grissom …
The composition of the market portfolio and real estate investment performance
CH Liu, DJ Hartzell, TV Grissom… - Real Estate …, 1990 - Wiley Online Library
This study investigates whether the composition of the market portfolio leads to different
inferences on real estate performance. As a point of departure, this paper first explores whether …
inferences on real estate performance. As a point of departure, this paper first explores whether …
An empirical analysis of simplified valuation approaches for residential property tax purposes
P Davis, W McCluskey, TV Grissom… - Property …, 2012 - emerald.com
Purpose – This paper seeks to examine the potential for simplified market value and non
market value based banded approaches to be utilised for residential property tax purposes. …
market value based banded approaches to be utilised for residential property tax purposes. …
The impact of market imperfections on real estate returns and optimal investor portfolios
CH Liu, TV Grissom, DJ Hartzell - Real Estate Economics, 1990 - Wiley Online Library
This study investigates the consequences of several imperfections associated with real
estate markets on pricing and optimal investor portfolios from a CAPM context. CAPM …
estate markets on pricing and optimal investor portfolios from a CAPM context. CAPM …
The role of co-skewness in the pricing of real estate
CH Liu, DJ Hartzell, TV Grissom - The Journal of Real Estate Finance and …, 1992 - Springer
The current study investigates whether systematic skewness offers an alternative perspective
as to why the risk-adjusted returns on real estate should be similar to that for stocks. This is …
as to why the risk-adjusted returns on real estate should be similar to that for stocks. This is …
Superior real estate investment performance: enigma or illusion? A critical review of the literature
CH Liu, TV Grissom, DJ Hartzell - Alternative Ideas in Real Estate …, 1995 - Springer
The purpose of this paper is to critique the existing empirical evidence on the investment
performance of real estate relative to alternative asset categories. The key issue which guides …
performance of real estate relative to alternative asset categories. The key issue which guides …
Economics of development strategies utilising option and portfolio analytics
TV Grissom, JN Berry, L Cheng J. Lim - Journal of European Real …, 2010 - emerald.com
Purpose – The purpose of this paper is to integrate land use and option pricing theories
using case study analyses to compare a portfolio of uses comprising single and mixed‐use …
using case study analyses to compare a portfolio of uses comprising single and mixed‐use …