Shaun A. Bond

UQ Business School

Frank Finn Professor of Finance

The University of Queensland

Brisbane, QLD 4072

Australia

  • UQ Business School

SCHOLARLY PAPERS

23

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SSRN CITATIONS
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Top 16,965

in Total Papers Citations

28

CROSSREF CITATIONS

35

Scholarly Papers (23)

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1.

The Capital Structure Decision for Listed Real Estate Companies

Number of pages: 33 Posted: 20 Jan 2006
Shaun A. Bond and Peter J. Scott
UQ Business School and University of Cambridge - Department of Land Economy
Downloads 1,721 (11,601)
Citation 4

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Capital structure, pecking order, trade off theory, property companies, real estate.

2.

International Real Estate Returns: A Multifactor, Multicountry Approach

Dice Center Working Paper No. 2003-8
Number of pages: 28 Posted: 06 Jun 2003
Shaun A. Bond, George Andrew Karolyi and Anthony B. Sanders
UQ Business School, Cornell University - Samuel Curtis Johnson Graduate School of Management and George Mason University - School of Business
Downloads 1,236 (19,388)
Citation 6

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3.

The Performance and Diversification Benefits of European Public Real Estate Securities

Number of pages: 41 Posted: 18 Apr 2006
Shaun A. Bond and John L. Glascock
UQ Business School and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies
Downloads 928 (29,570)
Citation 8

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real estate, diversification benefits, europe

4.

Asymmetry and Downside Risk in Foreign Exchange Markets

Number of pages: 51 Posted: 30 Nov 2000
Shaun A. Bond
UQ Business School
Downloads 584 (55,227)
Citation 3

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Double-gamma, skewness, lower partial moments, garch

5.

Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market

Downloads 401 ( 87,387)
Citation 7

Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market

Cass Business School Research Paper
Number of pages: 26 Posted: 20 Jan 2006
Shaun A. Bond, Soosung Hwang, Zhenguo (Len) Lin and Kerry D. Vandell
UQ Business School, Sungkyunkwan University - Department of Economics, Florida International University (FIU) - Hollo School of Real Estate and University of California, Irvine - Paul Merage School of Business
Downloads 401 (86,638)
Citation 7

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liquidity risk, commercial real estate

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, Vol. 34, No. 4, 2007
Posted: 11 Jan 2007
Shaun A. Bond, Soosung Hwang, Zhenguo (Len) Lin and Kerry D. Vandell
UQ Business School, Sungkyunkwan University - Department of Economics, Florida International University (FIU) - Hollo School of Real Estate and University of California, Irvine - Paul Merage School of Business

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liquidity risk, commercial real estate, time on market, transaction process, UK

6.

Alpha and Persistence in Real Estate Fund Performance

Downloads 393 ( 89,430)

Alpha and Persistence in Real Estate Fund Performance

Number of pages: 30 Posted: 19 Mar 2009
Shaun A. Bond and Paul Mitchell
UQ Business School and affiliation not provided to SSRN
Downloads 393 (88,669)
Citation 7

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commercial real estate investment, fund manager performance

Alpha and Persistence in Real Estate Fund Performance

Journal of Real Estate Finance and Economics, Vol. 41, No. 1, 2010
Posted: 11 Feb 2010
Shaun A. Bond
UQ Business School

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commercial real estate investment, fund manager performance

7.

Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price Indices

Downloads 359 ( 99,260)
Citation 10

Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price Indices

EFA 2004 Maastricht Meetings Paper No. 4782, Cass Business School Research Paper
Number of pages: 56 Posted: 10 Jun 2004
Shaun A. Bond and Soosung Hwang
UQ Business School and Sungkyunkwan University - Department of Economics
Downloads 327 (109,540)
Citation 4

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Smoothing, Nonsynchronous Appraisal, Long Memory

Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price Indices

Real Estate Economics, Vol. 35, No. 3, pp. 349-382, Fall 2007
Number of pages: 34 Posted: 24 Aug 2007
Shaun A. Bond and Soosung Hwang
UQ Business School and Sungkyunkwan University - Department of Economics
Downloads 32 (549,998)
Citation 1
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8.

The Impact of Leveraged and Inverse ETFs on Underlying Stock Returns

46th Annual AREUEA Conference Paper
Number of pages: 44 Posted: 01 Dec 2010 Last Revised: 19 Aug 2012
Qing Bai, Shaun A. Bond and Brian C. Hatch
Dickinson College, UQ Business School and University of Cincinnati - Department of Finance - Real Estate
Downloads 330 (109,131)
Citation 9

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Leverage and Inverse exchange traded funds (ETFs), REITs, Financial Crisis, rebalancing demand

9.

Liquidity Risk and Stock Returns: A Return Decomposition Approach

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 44 Posted: 18 Sep 2012 Last Revised: 11 Mar 2013
Shaun A. Bond and Qingqing Chang
UQ Business School and Office of the Comptroller of the Currency
Downloads 304 (119,266)
Citation 1

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Liquidity Risk, Cash-flow news, Expected-return news

10.

Evaluating Unsmoothing Procedures for Appraisal Data

Number of pages: 32 Posted: 16 Aug 2009
Shaun A. Bond, Soosung Hwang and Gianluca Marcato
UQ Business School, Sungkyunkwan University - Department of Economics and Henley Business School - University of Reading
Downloads 266 (137,163)
Citation 1

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Smoothing, Nonsynchronous Appraisal, Long Memory

11.

The Optimal Portfolio Weight for Real Estate with Liquidity Risk and Uncertainty Aversion

Number of pages: 37 Posted: 14 Oct 2010
Shaun A. Bond and Steve L. Slezak
UQ Business School and University of Cincinnati - Department of Finance - Real Estate
Downloads 256 (142,561)
Citation 2

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liquidity risk, portfolio allocation, commercial real estate

12.

Certification Matters: Is Green Talk Cheap Talk?

Downloads 239 (152,472)
Citation 4

Certification Matters: Is Green Talk Cheap Talk?

Number of pages: 30 Posted: 22 Sep 2014
Shaun A. Bond and Avis Devine
UQ Business School and York University - Schulich School of Business
Downloads 239 (151,960)
Citation 4

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Energy Efficiency, Sustainability, Rent Premium, Occupancy Rates, Residential

Certification Matters: Is Green Talk Cheap Talk?

Journal of Real Estate Finance and Economics, Vol. 52, No. 2, 2016
Posted: 21 Jan 2016
Shaun A. Bond and Avis Devine
UQ Business School and York University - Schulich School of Business

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Energy efficiency; Sustainability; Rent premium; Multifamily

13.

Secured Debt and Corporate Performance:Evidence from REITs

Number of pages: 30 Posted: 29 Jan 2010
Brent W. Ambrose, Shaun A. Bond and Joseph T. L. Ooi
Pennsylvania State University, UQ Business School and National University of Singapore (NUS) - Department of Real Estate
Downloads 188 (190,891)
Citation 1

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REITs, Commercial Real Estate, Secured Debt, Performance

14.

A Web of Shocks: Crises Across Asian Real Estate

Number of pages: 36 Posted: 03 Nov 2004
Shaun A. Bond, Mardi Dungey and Renee Fry
UQ Business School, University of Cambridge - Cambridge Endowment for Research in Finance (CERF) and Australian National University (ANU) - Department of Economics
Downloads 159 (220,512)

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Latent factor, contagion, indirect estimation, real estate

15.

The Role of Parents on the Home Ownership Experience of Their Children: Evidence from the Health and Retirement Study

University of Cincinnati Lindner College of Business Research Paper No. 2017-001
Number of pages: 41 Posted: 02 Oct 2017 Last Revised: 18 Jul 2019
Shaun A. Bond and Michael D. Eriksen
UQ Business School and University of Cincinnati - Department of Finance - Real Estate
Downloads 44 (479,744)

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Home Ownership, Foreclosure, Household Formation, Inter-Generational Transfers

16.

The Impact of Dividend Reinvestment Plans on Firm Payout Choices—Evidence from Real Estate Investment Trusts

Real Estate Economics, Vol. 47, Issue 1, pp. 178-213, 2019
Number of pages: 36 Posted: 20 Feb 2019
Shaun A. Bond, Yu-Jou Pai, Peng Wang and Suyan Zheng
UQ Business School, Concordia University, University of Cincinnati and University of Cincinnati
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17.

The Impact of Leveraged and Inverse ETFs on Underlying Real Estate Returns

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Citation 2

The Impact of Leveraged and Inverse ETFs on Underlying Real Estate Returns

Real Estate Economics, Vol. 43, Issue 1, pp. 37-66, 2015
Number of pages: 30 Posted: 17 Feb 2015
Qing Bai, Shaun A. Bond and Brian C. Hatch
Dickinson College, UQ Business School and University of Cincinnati - Department of Finance - Real Estate
Downloads 1 (791,918)
Citation 2
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18.

Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns

Downloads 1 (756,531)
Citation 1

Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns

Real Estate Economics, Vol. 40, Issue 4, pp. 637-661, 2012
Number of pages: 25 Posted: 28 Dec 2012
Shaun A. Bond, Soosung Hwang and Gianluca Marcato
UQ Business School, Sungkyunkwan University - Department of Economics and Henley Business School - University of Reading
Downloads 1 (791,918)
Citation 1
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Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns

Real Estate Economics, Forthcoming
Posted: 11 Aug 2011
Shaun A. Bond, Soosung Hwang and Gianluca Marcato
UQ Business School, Sungkyunkwan University - Department of Economics and Henley Business School - University of Reading

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Commercial real estate, smoothing, ARFIMA

19.

Commercial Real Estate Market Property Level Capital Expenditures: An Options Analysis

Journal of Real Estate Finance and Economics, October 2019, Volume 59, Issue 3, pp 372–390
Posted: 05 Dec 2019
Shaun A. Bond, James D. Shilling and Charles Wurtzebach
UQ Business School, DePaul University and DePaul University

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Real options; Investment and uncertainty; Commercial real estate

20.

The Cross Section of Expected Real Estate Returns: Insights from Investment-Based Asset Pricing

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The Cross Section of Expected Real Estate Returns: Insights from Investment-Based Asset Pricing

Journal of Real Estate Finance and Economics, Vol. 54, No. 3, 2017
Posted: 18 Mar 2017
Shaun A. Bond and Chen Xue
UQ Business School and University of Cincinnati

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REITs; Asset Pricing

The Cross Section of Expected Real Estate Returns: Insights from Investment-Based Asset Pricing

Journal of Real Estate Finance and Economics, Vol. 54, No. 3, 2017, University of Cincinnati Lindner College of Business Research Paper
Posted: 03 Nov 2017
Shaun A. Bond and Chen Xue
UQ Business School and University of Cincinnati

Abstract:

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REITs, Asset pricing

21.

Incentivizing Green Single-Family Construction: Identifying Effective Government Policies and Their Features

Journal of Real Estate Finance and Economics, Vol. 52, No. 4, 2016
Posted: 13 Apr 2016
Shaun A. Bond and Avis Devine
UQ Business School and York University - Schulich School of Business

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Energy efficiency; Sustainability; Policy; Residential

22.

Lease Maturity and Initial Rent: Is There a Term Structure for UK Commercial Property Leases?

Journal of Real Estate Finance and Economics, Vol. 36, No. 4, 2008
Posted: 30 Jan 2008
Shaun A. Bond, Pavlos Loizou and Patrick M. McAllister
UQ Business School, affiliation not provided to SSRN and University of Reading - Department of Real Estate and Planning

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term structure of leases, office rents, London

23.

A Web of Shocks: Crises Across Asian Real Estate Markets

Journal of Real Estate Finance and Economics, Vol. 32, No. 3, 2006
Posted: 06 Nov 2005
Shaun A. Bond, Mardi Dungey and Renee Fry
UQ Business School, University of Cambridge - Cambridge Endowment for Research in Finance (CERF) and Australian National University (ANU) - Department of Economics

Abstract:

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Latent factor, contagion, indirect estimation, real estate