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Research Output 2001 2016

  • 68 Citations
  • 3 h-Index
  • 3 Article
  • 1 Chapter
  • 1 Conference contribution
  • 1 Review article
2016
2 Citations (Scopus)

REIT Stock Price Volatility and the Effects of Leverage

Kawaguchi, Y., Sa-Aadu, J. & Shilling, J. D., 2016, (Accepted/In press) In : Real Estate Economics.

Research output: Contribution to journalArticle

Real estate investment trusts
Leverage
Stock price volatility
Equity
Mortgages
2011
3 Citations (Scopus)

Empirical comparison of the various spatial prediction models: In spatial econometrics, spatial statistics, and semiparametric statistics

Seya, H., Tsutsumi, M., Yoshida, Y. & Kawaguchi, Y., 2011, Procedia - Social and Behavioral Sciences. Vol. 21. p. 120-129 10 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

econometrics
statistics
Spatial Analysis
Pleasure
Tokyo
2008

Real Estate Markets in Japan

Kawaguchi, Y., 2008 Jan 11, International Real Estate: An Institutional Approach. wiley, p. 325-341 17 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Japan
Real estate market
Main bank
Property tax
Obligation
2004
29 Citations (Scopus)

An analysis of the trends and cyclical behaviours of house prices in the Asian markets

Chen, M. C., Kawaguchi, Y. & Patel, K., 2004 Feb 1, In : Journal of Property Investment and Finance. 22, 1, p. 55-75 21 p.

Research output: Contribution to journalReview article

Asia
House prices
Hong Kong
Singapore
Macroeconomics
2003
31 Citations (Scopus)

Unsmoothing Commercial Property Returns: A Revision to Fisher-Geltner-Webb's Unsmoothing Methodology

Cho, H., Kawaguchi, Y. & Shilling, J. D., 2003 Nov, In : Journal of Real Estate Finance and Economics. 27, 3, p. 393-405 13 p.

Research output: Contribution to journalArticle

property market
methodology
valuation
market
trend
2001
3 Citations (Scopus)

The pricing of real options in discrete time models: Another story of the value of waiting to invest

Kawaguchi, Y. & Tsubokawa, K., 2001 Feb 1, In : Journal of Property Investment & Finance. 19, 1, p. 9-34 26 p.

Research output: Contribution to journalArticle

Pricing
Real options
Discrete-time model
Serials
Geometric Brownian motion