The University of Queensland

REITs and the Private Real Estate Market

Bond, Shaun A. and Chang, Qingqing (2013). REITs and the Private Real Estate Market. Alternative Investments: Instruments, Performance, Benchmarks, and Strategies. (pp. 77-97) Hoboken, NJ, USA: John Wiley and Sons. doi: 10.1002/9781118656501.ch5

An econometric model of downside risk

Bond, Shaun (2007). An econometric model of downside risk. Forecasting Volatility in the Financial Markets. (pp. 301-331) Elsevier Ltd. doi: 10.1016/B978-075066942-9.50016-9

Seasonal patterns of earnings releases and post-earnings announcement drift

Bond, Shaun, Wu, Wentao and Zheng, Suyan (2023). Seasonal patterns of earnings releases and post-earnings announcement drift. The Quarterly Review of Economics and Finance, 91, 15-24. doi: 10.1016/j.qref.2023.07.003

Homemade equity offerings via dividend reinvestment and stock purchase plans

Bond, Shaun, Pai, Yu-Jou and Zheng, Suyan (2023). Homemade equity offerings via dividend reinvestment and stock purchase plans. Review of Financial Economics, 41 (2), 197-216. doi: 10.1002/rfe.1172

Systematic mispricing: evidence from real estate markets

Bond, Shaun, Guo, Hui and Yang, Changyu (2022). Systematic mispricing: evidence from real estate markets. The Journal of Real Estate Finance and Economics, 1-33. doi: 10.1007/s11146-021-09883-9

The role of parents on the home ownership experience of their children: evidence from the health and retirement study

Bond, Shaun A. and Eriksen, Michael D. (2020). The role of parents on the home ownership experience of their children: evidence from the health and retirement study. Real Estate Economics, 49 (2) 1540-6229.12332, 433-458. doi: 10.1111/1540-6229.12332

The impact of dividend reinvestment plans on firm payout choices-evidence from real estate investment trusts

Bond, Shaun A., Pai, Yu-Jou, Wang, Peng and Zheng, Suyan (2019). The impact of dividend reinvestment plans on firm payout choices-evidence from real estate investment trusts. Real Estate Economics, 47 (1), 178-213. doi: 10.1111/1540-6229.12248

Commercial real estate market property level capital expenditures: An options analysis

Bond, Shaun A., Shilling, James D. and Wurtzebach, Charles H. (2019). Commercial real estate market property level capital expenditures: An options analysis. The Journal of Real Estate Finance and Economics, 59 (3), 372-390. doi: 10.1007/s11146-018-9680-1

Joint distribution of forecasts and outcomes: Impact of non-normality on the measurement of forecasting skill, with applications to analysts' target prices

Bond, S. A., Chang, Q., Knight, J. and Satchell, S. E. (2018). Joint distribution of forecasts and outcomes: Impact of non-normality on the measurement of forecasting skill, with applications to analysts' target prices. Advances in Decision Sciences, 22, 1-39.

The cross section of expected real estate returns: Insights from investment-based asset pricing

Bond, Shaun and Xue, Chen (2016). The cross section of expected real estate returns: Insights from investment-based asset pricing. The Journal of Real Estate Finance and Economics, 54 (3), 403-428. doi: 10.1007/s11146-016-9573-0

Incentivizing green single-family construction: Identifying effective government policies and their features

Bond, Shaun A. and Devine, Avis (2016). Incentivizing green single-family construction: Identifying effective government policies and their features. The Journal of Real Estate Finance and Economics, 52 (4), 383-407. doi: 10.1007/s11146-015-9525-0

Certification matters: Is green talk cheap talk?

Bond, Shaun A. and Devine, Avis (2015). Certification matters: Is green talk cheap talk?. The Journal of Real Estate Finance and Economics, 52 (2), 117-140. doi: 10.1007/s11146-015-9499-y

The impact of leveraged and inverse ETFs on underlying real estate returns: Leverage and inverse ETFs and REITs

Bai, Qing, Bond, Shaun A. and Hatch, Brian (2014). The impact of leveraged and inverse ETFs on underlying real estate returns: Leverage and inverse ETFs and REITs. Real Estate Economics, 43 (1), 37-66. doi: 10.1111/1540-6229.12061

The impact of enterprise zone tax incentives on local property markets in England: who actually benefits?

Bond, Shaun A., Gardiner, Ben and Tyler, Peter (2013). The impact of enterprise zone tax incentives on local property markets in England: who actually benefits?. Journal of Property Research, 30 (1), 67-85. doi: 10.1080/09599916.2012.721381

Liquidity dynamics across public and private markets

Bond, Shaun A. and Chang, Qingqing (2012). Liquidity dynamics across public and private markets. Journal of International Money and Finance, 31 (7), 1890-1910. doi: 10.1016/j.jimonfin.2012.05.020

Commercial real estate returns: An anatomy of smoothing in asset and index returns: An anatomy of smoothing in asset and index returns

Bond, Shaun A., Hwang, Soosung and Marcato, Gianluca (2012). Commercial real estate returns: An anatomy of smoothing in asset and index returns: An anatomy of smoothing in asset and index returns. Real Estate Economics, 40 (4), 637-661. doi: 10.1111/j.1540-6229.2011.00327.x

The information content of real estate derivative prices

Bond, Shaun A. and Mitchell, Paul (2011). The information content of real estate derivative prices. The Journal of Portfolio Management, 37 (5), 170-181. doi: 10.3905/jpm.2011.37.5.170

Alpha and persistence in real estate fund performance

Bond, Shaun A. and Mitchell, Paul (2010). Alpha and persistence in real estate fund performance. The Journal of Real Estate Finance and Economics, 41 (1), 53-79. doi: 10.1007/s11146-009-9230-y

Maastricht–Cambridge–MIT Symposium 2006 : Editors’ Introduction

Bond, Shaun and Eichholtz, Piet (2008). Maastricht–Cambridge–MIT Symposium 2006 : Editors’ Introduction. The Journal of Real Estate Finance and Economics, 36 (4), 365-366. doi: 10.1007/s11146-008-9110-x

Lease maturity and initial rent: Is there a term structure for UK commercial property leases?

Bond, Shaun A., Loizou, Pavlos and McAllister, Patrick (2007). Lease maturity and initial rent: Is there a term structure for UK commercial property leases?. The Journal of Real Estate Finance and Economics, 36 (4), 451-469. doi: 10.1007/s11146-007-9096-9

Smoothing, nonsynchronous appraisal and cross-sectional aggregation in real estate price indices

Bond, Shaun A. and Hwang, Soosung (2007). Smoothing, nonsynchronous appraisal and cross-sectional aggregation in real estate price indices. Real Estate Economics, 35 (3), 349-382. doi: 10.1111/j.1540-6229.2007.00193.x

Marketing period risk in a portfolio context: Theory and empirical estimates from the UK commercial real estate market

Bond, S. A., Hwang, S., Lin, Z. and Vandell, K. (2007). Marketing period risk in a portfolio context: Theory and empirical estimates from the UK commercial real estate market. Journal of Real Estate Finance and Economics, 34 (4), 447-461. doi: 10.1007/s11146-007-9022-1

Will private equity and hedge funds replace real estate in mixed-asset portfolios? Not likely

Bond, Shaun A., Hwang, Soosung, Mitchell, Paul and Satchell, Stephen E. (2007). Will private equity and hedge funds replace real estate in mixed-asset portfolios? Not likely. Journal of Portfolio Management, 33 (SPEC. ISS.), 74-84. doi: 10.3905/jpm.2007.698908

Asymmetry, Loss Aversion, and Forecasting*

Bond, Shaun A. and Satchell, Stephen E. (2006). Asymmetry, Loss Aversion, and Forecasting*. The Journal of Business, 79 (4), 1809-1830. doi: 10.1086/503649

Asymmetry and downside risk in foreign exchange markets

Bond, Shaun A. and Satchell, Stephen E. (2006). Asymmetry and downside risk in foreign exchange markets. The European Journal of Finance, 12 (4), 313-332. doi: 10.1080/13518470500459808

Optimal allocation to real estate incorporating illiquidity risk

Bond, Shaun A, Hwang, Soosung and Richards, Kimberley (2006). Optimal allocation to real estate incorporating illiquidity risk. Journal of Asset Management, 7 (1), 2-16. doi: 10.1057/palgrave.jam.2240197

A measure of fundamental volatility in the commercial property market

Bond, Shaun A. and Hwang, Soosung (2003). A measure of fundamental volatility in the commercial property market. Real Estate Economics, 31 (4), 577-600. doi: 10.1046/j.1080-8620.2003.00077.x

International real estate returns: A multifactor, multicountry approach

Bond, Shaun A., Karolyi, G. Andrew and Sanders, Anthony B. (2003). International real estate returns: A multifactor, multicountry approach. Real Estate Economics, 31 (3), 481-500. doi: 10.1111/1540-6229.00074

Statistical properties of the sample semi-variance

Bond, Shaun A. and Satchell, Stephen E. (2002). Statistical properties of the sample semi-variance. Applied Mathematical Finance, 9 (4), 219-239. doi: 10.1080/1350486022000015850

A web of shocks: Crises across Asian real estate markets

Bond, Shaun A., Dungey, Mardi and Fry, Renée (2006). A web of shocks: Crises across Asian real estate markets. New York, NY, United States: Springer New York LLC. doi: 10.1007/s11146-006-6800-0

The conditional distribution of real estate returns: Are higher moments time varying?

Bond, Shaun A. and Patel, Kanak (2003). The conditional distribution of real estate returns: Are higher moments time varying?. New York, NY, United States: Springer New York LLC. doi: 10.1023/a:1022939127383

Building business resilience

Hiller, Michael, Jenkinson, Lisa, Kastelle, Tim, Barrett, Andrew, Bond, Shaun, Miller, Andy, Bongiovanni, Ivano, Wilson, Andrew, Brown, Dan, Hubbard, Ellie, McLennan, Kelly, Schleicher, Sabine, Clark, Samantha, Wang, Jie, Gabby Walters and Meath, Cristyn (2022). Building business resilience. Brisbane, QLD, Australia: KPMG/The University of Queensland.