The performance of property companies in Hong Kong : a style analysis approach

2003 ◽  
Author(s):  
Siu-kei Wong
Keyword(s):  
Hong Kong ◽  
Analysis Approach ◽  
Style Analysis ◽  
Property Companies

Stakeholder concerns of air pollution in Hong Kong and policy implications: A big-data computational text analysis approach

2019 ◽  
Vol 101 ◽  
pp. 374-382 ◽  
Author(s):  
Jacqueline C.K. Lam ◽  
Lawrence Y.L. Cheung ◽  
Shanshan Wang ◽  
Victor O.K. Li
Keyword(s):  
Air Pollution ◽  
Big Data ◽  
Hong Kong ◽  
Text Analysis ◽  
Policy Implications ◽  
Analysis Approach

scholarly journals Volatility Spillover Effect of Pan-Asia’s Property Portfolio Markets

Mathematics ◽  
2021 ◽  
Vol 9 (12) ◽  
pp. 1418
Author(s):  
Mário Nuno Mata ◽  
Muhammad Najib Najib Razali ◽  
Sónia R. Bentes ◽  
Isabel Vieira
Keyword(s):  
Hong Kong ◽  
Spillover Effect ◽  
The Philippines ◽  
Volatility Spillover ◽  
Asian Countries ◽  
Property Market ◽  
Macroeconomic Factors ◽  
Volatility Spillovers ◽  
Property Companies ◽  
Volatility Spillover Effect

This study assesses the spillover effect of the listed property companies that cover pan-Asian countries, namely Malaysia, Thailand, Indonesia, Singapore, Vietnam, South Korea, Japan, China, the Philippines, and Hong Kong. The impact of market integration will create a spillover effect to the countries’ economic performances, in particular the property market. As macroeconomic factors have high correlation with the performance of property security markets, it is therefore important to study the spillover effect by integrating the macroeconomic factors. This study has employed the exponential generalised autoregressive conditional heteroscedasticity (EGARCH) technique to develop the volatility spillover effect among pan-Asian countries. The results reveal high volatility of listed property companies recorded in Hong Kong and China, while Singapore, The Philippines and Japan have shown low volatility spillovers. In terms of macroeconomic factors, gross domestic product (GDP) and money supply (MS) are the most significant factors in influencing the volatility spillover effect among pan-Asian countries. From the standpoint of regional investors, the volatility spillover characteristics of pan-Asian countries will aid property stakeholders in the region in developing their own methods for making investment decisions in the property security market. Furthermore, in uncertain conditions of the financial market, this study will elevate the transparency of the pan-Asian property portfolio market by providing information on the property market volatility spillovers.

Sign in / Sign up

Export Citation Format

Share Document