By Professor Chyi Lin Lee

Journal articles

Lee CL; Mallik G, 2015, 'The impact of student characteristics on academic achievement: Findings from an online undergraduate property program', Pacific Rim Property Research Journal, 21, pp. 3 - 14, http://dx.doi.org/10.1080/14445921.2015.1026128

Lee CL; Reed RG, 2014, 'The Relationship between Housing Market Intervention for First-Time Buyers and House Price Volatility', Housing Studies, 29, pp. 1073 - 1095, http://dx.doi.org/10.1080/02673037.2014.927420

Lee CL; Stevenson S; Lee ML, 2014, 'Futures Trading, Spot Price Volatility and Market Efficiency: Evidence from European Real Estate Securities Futures', Journal of Real Estate Finance and Economics, 48, pp. 299 - 322, http://dx.doi.org/10.1007/s11146-012-9399-3

Lee CL; Lee ML, 2014, 'Do European real estate stocks hedge inflation? Evidence from developed and emerging markets', International Journal of Strategic Property Management, 18, pp. 178 - 197, http://dx.doi.org/10.3846/1648715X.2014.925521

Lee MT; Lee ML; Chiu BH; Lee CL, 2014, 'Do lunar phases affect US REIT returns?', Investment Analysts Journal, 79, pp. 67 - 78, http://dx.doi.org/10.1080/10293523.2014.11082570

Lee CL, 2014, 'The inflation-hedging characteristics of Malaysian residential property', International Journal of Housing Markets and Analysis, 7, pp. 61 - 75, http://dx.doi.org/10.1108/IJHMA-10-2012-0053

Lee CL, 2013, 'Volatility Decomposition of Australian Housing Prices', Journal of Housing Research

Newell G; Lee CL, 2012, 'Influence of the corporate social responsibility factors and financial factors on REIT performance in Australia', Journal of Property Investment and Finance, 30, pp. 389 - 403, http://dx.doi.org/10.1108/14635781211241789

Lee CL; Lee ML, 2012, 'Hedging effectiveness of REIT futures', Journal of Property Investment and Finance, 30, pp. 257 - 281, http://dx.doi.org/10.1108/14635781211223824

Newell G; Lee CL, 2011, 'Assessing the consistency of valuation-smoothing and the impact on property in Australian mixed-asset portfolios', Pacific Rim Property Research Journal, 17, pp. 463 - 482, http://dx.doi.org/10.1080/14445921.2011.11104337

Jin XH; Lee CL; Zhang G, 2011, 'Critical uncertainty factors for efficient allocation of demand risk in privately financed public infrastructure projects in Australia', International Journal of Project Organisation and Management, 3, pp. 243 - 257, http://dx.doi.org/10.1504/IJPOM.2011.042031

Lee CL; Jin XH, 2011, 'Exploring australian housing supply', Pacific Rim Property Research Journal, 17, pp. 634 - 651, http://dx.doi.org/10.1080/14445921.2011.11104346

Lee CL; Hwa TK, 2011, 'Linkages between Malaysian housing prices, property companies and stocks', Pacific Rim Property Research Journal, 17, pp. 287 - 312, http://dx.doi.org/10.1080/14445921.2011.11104329

Newell G; Lee CL, 2011, 'The impact of alternative assets on the role of direct property in australian mixed-asset portfolios', Pacific Rim Property Research Journal, 17, pp. 531 - 559, http://dx.doi.org/10.1080/14445921.2011.11104341

Lin Lee C, 2010, 'Use of derivatives by australian property funds', Pacific Rim Property Research Journal, 16, pp. 151 - 170, http://dx.doi.org/10.1080/14445921.2010.11104299

Lee CL; Hwa Ting K, 2009, 'The role of Malaysian securitised real estate in a mixed‐asset portfolio', Journal of Financial Management of Property and Construction, 14, pp. 208 - 230, http://dx.doi.org/10.1108/13664380911000440

Lee CL, 2009, 'Volatility transmission in Australian REIT futures', Journal of Real Estate Portfolio Management, 15, pp. 221 - 238

Lin Lee C, 2009, 'Housing price volatility and its determinants', International Journal of Housing Markets and Analysis, 2, pp. 293 - 308, http://dx.doi.org/10.1108/17538270910977572

Lee CL, 2009, 'Downside beta and valuation-based property returns', Pacific Rim Property Research Journal, 15, pp. 182 - 203, http://dx.doi.org/10.1080/14445921.2009.11104277

Lin Lee C, 2008, 'Housing in Australia as a portfolio investment', International Journal of Housing Markets and Analysis, 1, pp. 352 - 361, http://dx.doi.org/10.1108/17538270810908641

Lee CL; Robinson J; Reed R, 2008, 'Listed property trusts and downside systematic risk sensitivity', Journal of Property Investment and Finance, 26, pp. 304 - 328, http://dx.doi.org/10.1108/14635780810886627

Lee CL; Reed R; Robinson J, 2008, 'An investigation on the risk perceptions of Australian property fund managers', Pacific Rim Property Research Journal, 14, pp. 199 - 221, http://dx.doi.org/10.1080/14445921.2008.11104255

Lee CL; Robinson J; Reed R, 2008, 'Downside beta and the cross-sectional determinants of listed property trust returns', Journal of Real Estate Portfolio Management, 14, pp. 49 - 62

Lee CL, 2008, 'Volatility Spillover in Australian Commercial Property', Pacific Rim Property Research Journal, 14, pp. 434 - 477, http://dx.doi.org/10.1080/14445921.2008.11104267

Lee CL; Reed R; Robinson J, 2007, 'Momentum profits in Australian listed property trusts', Pacific Rim Property Research Journal, 13, pp. 322 - 343, http://dx.doi.org/10.1080/14445921.2007.11104236

Back to profile page