Concepedia

Temporal Return Dynamics

Temporal Return Dynamics is a theoretical framework within real estate return analysis that characterizes the time-varying behavior of property investment returns by modeling the persistence, volatility clustering, and structural shifts in return patterns over distinct temporal horizons.

173

Publications

12.5K

Citations

350

Authors

279

Institutions

Publications per year

2017–2026

36

Parents

Publications

173

The Dynamics of Stock Index and Stock Index Futures Returns

Hans R. Stoll, Robert E. Whaley · Journal of Financial and Quantitative Analysis · 1990 · 836 citations

, , +17

A transaction data study of weekly and intradaily patterns in stock returns

Lawrence Harris · Journal of Financial Economics · 1986 · 823 citations

, , +16

Dynamic Volume-Return Relation of Individual Stocks

Guillermo Llorente, Roni Michaely, Gideon Saar et al. · Review of Financial Studies · 2002 · 735 citations

, , +17

The Dynamics of Institutional and Individual Trading

John M. Griffin, Jeffrey H. Harris, Selim Topaloglu · The Journal of Finance · 2003 · 540 citations · Full text

, , +16

What Does the Stock Market Tell Us About Real Estate Returns?

Joseph Gyourko, Donald B. Keim · Real Estate Economics · 1992 · 450 citations

, , +17

1–5 of 173

Authors

350

  1. SL
    Stephen Lee

    University of Reading, United Kingdom

    5 publications · 84 citations

    5

    h-index

  2. RG
    Rangan Gupta

    University of Pretoria, South Africa

    5 publications · 219 citations

    5

    h-index

  3. NA
    Nikolaos Antonakakis

    University of Portsmouth, United Kingdom

    4 publications · 236 citations

    4

    h-index

  4. DC
    David C. Ling

    University of Florida, United States

    3 publications · 275 citations

    3

    h-index

  5. GL
    Guillermo Llorente

    Universidad Autónoma de Madrid, Spain

    3 publications · 984 citations

    3

    h-index

1–5 of 350

Institutions

279

  1. National Bureau of Economic Research

    Cambridge, United States

    6 h-index

    8 publications

    474 citations

  2. National University of Singapore

    Singapore, Singapore

    6 h-index

    6 publications

    154 citations

  3. University of Hong Kong

    Pok Fu Lam, Hong Kong

    5 h-index

    5 publications

    313 citations

  4. University of Pretoria

    Pretoria, South Africa

    5 h-index

    5 publications

    219 citations

  5. City, University of London

    London, United Kingdom

    4 h-index

    4 publications

    85 citations

  6. Swiss Finance Institute

    Zurich, Switzerland

    4 h-index

    5 publications

    258 citations

  7. University of Reading

    Reading, United Kingdom

    4 h-index

    5 publications

    92 citations

  8. Hong Kong Polytechnic University

    Hong Kong, Hong Kong

    4 h-index

    6 publications

    1.4K citations

1–8 of 279

Venues

  1. SSRN Electronic Journal

    Repository · 23 publications · 1.1K citations

    14

    h-index

  2. Real Estate Economics

    12 publications · 949 citations

    12

    h-index

  3. International Review of Economics & Finance

    6 publications · 315 citations

    6

    h-index

  4. Review of Financial Studies

    6 publications · 1.4K citations

    6

    h-index

  5. Journal of Banking & Finance

    5 publications · 862 citations

    5

    h-index

1–5