Journal of Property Investment & Finance: Volume 38 Issue 6

Editorial

Graeme Newell

Determinants of foreign and domestic non-listed real estate fund flows in India

Ashish Gupta, Graeme Newell, Deepak Bajaj, Satya Mandal

Real estate forms an important part of any economy and the investment in real estate, in turn, is impacted by the macroeconomic environment of that country. The purpose of the…

Spillovers between US real estate and financial assets in time and frequency domains

Aviral Kumar Tiwari, Christophe André, Rangan Gupta

Assessing the strength and time variation of spillovers between returns on residential real estate, real estate investment trusts (REITs), stocks and bonds in the United States…

House prices and credit cycles: the case of Cyprus

Dario Pontiggia, Petros Stavrou Sivitanides

The purpose of this paper is to assess whether the rapid accumulation of bank deposits before the global financial crisis and their subsequent drastic reduction was the main…

Performing technical analysis to predict Japan REITs' movement through ensemble learning

Wei Kang Loo

The purpose of this study is to evaluate the performance of the ensemble learning models, such as the Random Forest and Extreme Gradient Boosting models, in predicting the…

The influence of a mortgage interest and capital deduction policy on house prices: A regional study for different housing types in Belgium

Wouter Vangeel, Laurens Defau, Lieven De Moor

Since 2005, Belgian housing prices have strongly increased. As the timing coincides with the implementation of a new fiscal package in order to stimulate homeownership, our study…

Strange attractor in the Auckland commercial property market

Moshe Szweizer

The purpose of this study is to provide a chaos theory-based framework, which can be used to model commercial property market dynamics.

The added-value role of industrial and logistics REITs in the Pacific Rim region

Yu-Cheng Lin, Chyi Lin Lee, Graeme Newell

As significant listed property investment vehicles, industrial and logistics REITs (I&L REITs) have recently enhanced their property portfolios, often replacing the traditional…

Make a call: assessing capital calls velocity for closed end Asia Pacific non-listed real estate funds

Arvydas Jadevicius

The study examines Asia Pacific (APAC) non-listed non-core real estate funds' capital calls (investor equity drawdowns) sequence for varying vehicle strategies.