Prof. LEUNG Ka Yui Charles (梁嘉銳)

Research Output

  1. 2012
  2. Published

    The dynamics of housing returns in Singapore: How important are the international transmission mechanisms?

    Chang, K., Chen, N. & Leung, C. K. Y., May 2012, In: Regional Science and Urban Economics. 42, 3, p. 516-530

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 34
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  3. Published

    Real Estate, the External Finance Premium and Business Investment: A Quantitative Dynamic General Equilibrium Analysis

    Jin, Y., Leung, C. K. Y. & Zeng, Z., Mar 2012, In: Real Estate Economics. 40, 1, p. 167-195

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 24
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  4. 2011
  5. Published

    “Fire Sales” in Housing Market: Is the HouseSearch Process Similar to a Theme Park Visit?

    Leung, C. K. Y. & Zhang, J., 1 Dec 2011, In: International Real Estate Review. 14, 3, p. 311-329

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 14
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  6. Published

    Comparing two financial crises: the case of Hong Kong real estate markets

    Leung, C. K. Y. & TANG, C. H., Oct 2011, Global housing markets: crises, policies, and institutions. Bardhan, A. D., Edelstein, R. H. & Kroll, C. A. (eds.). Hoboken, N.J.: John Wiley & Sons, p. 377-398 17. (Reviews of environmental contamination and toxicology; vol. 223).

    Research output: Chapters, Conference Papers, Creative and Literary WorksRGC 12 - Chapter in an edited book (Author)

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  7. Published

    Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock

    Chang, K., Chen, N. & Leung, C. K. Y., Jul 2011, In: Journal of Real Estate Finance and Economics. 43, 1, p. 221-257

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 75
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  8. Published

    Should the optimal portfolio be region-specific? A multi-region model with monetary policy and asset price co-movements

    Leung, C. K. Y. & Teo, W. L., May 2011, In: Regional Science and Urban Economics. 41, 3, p. 293-304

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 24
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  9. Published

    House Market in Chinese Cities: Dynamic Modeling, In-Sample Fitting and Out-ofSample Forecasting

    Leung, C. K. Y., Chow, K. K., Yiu, M. S. & Tam, D. C., 2011, In: International Real Estate Review. 14, 1, p. 85-117

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 8
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  10. 2010
  11. Published

    Stock price volatility, negative autocorrelation and the consumption-wealth ratio: The case of constant fundamentals

    Leung, C. K. Y. & Chen, N., May 2010, In: Pacific Economic Review. 15, 2, p. 224-245

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 4
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  12. Published

    Monetary policy, asset return dynamics and the general equilibrium effect

    Chang, K. L., Chen, N. K. & LEUNG, K. Y., 17 Feb 2010, Model risk: identification, measurement and management. Scheule, H. & Rösch, D. (eds.). London: Risk Books, p. 93-136 5

    Research output: Chapters, Conference Papers, Creative and Literary WorksRGC 12 - Chapter in an edited book (Author)

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  13. Published

    Stock Price Volatility, Negative Autocorrelation and the Consumption–Wealth Ratio: The Case of Constand Fundamentals

    LEUNG, K. Y. & Chen, N. K., 2010, In: Pacific Economic Review. 15, 2, p. 224 - 245

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 4
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  14. 2009
  15. Published

    Mortgage Markets Worldwide

    Ben-Shahar, D., Leung, C. K. Y. & Ong, S. E., 2 Feb 2009, Blackwell Publishing Ltd.

    Research output: Scholarly Books, Monographs, Reports and Case StudiesRGC 11 - Research book or monograph (Author)peer-review

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  16. Published

    Preface

    Ben-Shahar, D., Leung, C. K. Y. & Ong, S. E., 2 Feb 2009, Mortgage Markets Worldwide. Blackwell Publishing Ltd., p. xi-xv

    Research output: Chapters, Conference Papers, Creative and Literary WorksForeword/preface/postscriptpeer-review

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  17. 2008
  18. Published

    Intra-metropolitan Office Price and Trading Volume Dynamics: Evidence from Hong Kong

    Leung Kycleung, C. K. Y., Cheung, P. W. Y. & Ding, E. J., 1 Dec 2008, In: International Real Estate Review. 11, 2, p. 47-74

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 3
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  19. Published

    The link between institutions, technical change and macroeconomic volatility

    Tang, S. H. K., Groenewold, N. & Leung, C. K. Y., Dec 2008, In: Journal of Macroeconomics. 30, 4, p. 1520-1549

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 11
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  20. Published

    Asset price spillover, collateral and crises: With an application to property market policy

    Chen, N. & Leung, C. K. Y., Nov 2008, In: Journal of Real Estate Finance and Economics. 37, 4, p. 351-385

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 47
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  21. 2007
  22. Published

    An Examination of the Chinese Housing Market through the Lens of the DiPasquale-Wheaton Model: a Graphical Attempt

    Leung, C. K. Y. & Wang, W., 1 Dec 2007, In: International Real Estate Review. 10, 2, p. 131-165

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 18
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  23. Published

    On the Stability of the Implicit Prices of Housing Attributes: A Dynamic Theory and Some Evidence

    Leung, C. K. Y., Wong, K. S. K. & Cheung, P. W. Y., 1 Dec 2007, In: International Real Estate Review. 10, 2, p. 66-93

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 14
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  24. Published

    Special issue on macroeconomics, regulation, and housing introduction

    Yui Leung, C. K. & Quigley, J. M., Jun 2007, In: Journal of Housing Economics. 16, 2, p. 99-101

    Research output: Journal Publications and ReviewsEditorial Preface

    Scopus citations: 5
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  25. Published

    Equilibrium correlations of asset price and return

    Leung, C. K. Y., Feb 2007, In: Journal of Real Estate Finance and Economics. 34, 2, p. 233-256

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 35
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  26. 2006
  27. Published

    Intrinsic cycles of land price: A simple model

    Leung, C. K. Y. & Chen, N. K., Jul 2006, In: Journal of Real Estate Research. 28, 3, p. 293-320

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 16
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