Browsing 15 Commerce, Management, Tourism and Services by Author "Okunev John"

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  • Browsing 15 Commerce, Management, Tourism and Services by Author

Browsing 15 Commerce, Management, Tourism and Services by Author "Okunev John"

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  • Enhancing Information Use to Improve Predictive Performance in Property Markets 
    Wilson Patrick; Okunev John (Emerald Group Publishing, 2007)
    Over the last decade or so there has been an increased interest in combining the forecasts from different models. Pooling the forecast outcomes from different models has been shown to improve out-of-sample forecast test ...
  • Predictability of equity REIT returns: Implications for property tactical asset allocation 
    Okunev John; Wilson Patrick (Asian Real Estate Society, 2008)
    This study presents further evidence of the predictability of excess equity REIT (real estate investment trust) returns. Recent evidence on forecasting excess returns using fundamental variables has resulted in diminishing ...
  • Predicting behaviour in Australian securitised property markets 
    Wilson Patrick; Okunev John; Hutcheson Tiffany (Australian Property Institute, 2003)
    The manner in which property market participants alter their pattern of activity under different economic climates is a matter of considerable interest to professionals and academics. Changing patterns of investment returns ...
  • Regime switching in the real estate risk premium. 
    Okunev John; Hutcheson Tiffany; Wilson Patrick; Zurbruegg Ralf (Pacific Rim Real Estate Society, 2004)
    While a significant amount of research has been undertaken on the risk premium existing in stock markets, very few studies have evaluated the risk premium in property markets. This paper extends the research on risk ...