Shaun A. Bond
Associate Professor of Real Estate

Shaun Bond is an Associate Professor in the Department of Finance at the University of Cincinnati. Shaun has research interests in the areas of real estate finance and financial economics. Research papers have been published in the Journal of Business, Real Estate Economics, Journal of Real Estate Finance and Economics, Journal of Portfolio Management, and the European Journal of Finance.

Contact Information
E-mail: shaun.bond@uc.edu Phone: (513) 556-7085
Office/Address: 411 Carl H. Lindner Hall
PO Box 210195
Cincinnati, Ohio 45221-0195
Fax: (513) 556-0979
 
 
Areas of Expertise
General Expertise: Finance, Real Estate
Specific Expertise: Investment, Real Estate
Research Interests: Real estate finance, financial econometrics, risk management
Teaching Interests: Real estate finance, finance
Working Papers
Publications
  • Bond, S.A., Loizou, P. and McAllister, P., (2008) “Lease Maturity and Initial Rent: Is There a Term Structure for UK Commercial Property Leases?” The Journal of Real Estate Finance and Economics, 36(4), pp 451-469.
  • Bond, S.A., Hwang, S., Mitchell, P., and Satchell, S.E., (2007) “Will Private Equity and Hedge Funds Replace Real Estate in Mixed-Asset Portfolios?”, Journal of Portfolio Management, Special Real Estate Issue, Fall 2007.
  • Bond, S.A. and Hwang, S., (2007) “Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price Indices”, Real Estate Economic, 35(3), pp 349-382.
  • Bond, S.A, Hwang, S., Lin, Z. and Vandell, K. (2007), “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 34(4), pp 447-461.
  • Bond, S.A. and Satchell, S.E. (2006), “Asymmetry, Loss Aversion and Forecasting.” The Journal of Business, 79(4), pp 1809-1830.
  • Bond, S.A. and Satchell, S.E. (2006), “Asymmetry and Downside Risk in Foreign Exchange Markets.”, European Journal of Finance, 12(4), pp 313-332.
  • Bond, S.A., Hwang, S. and Richards, K. (2006) “Optimal Allocation to Real Estate Incorporating Illiquidity Risk”. Journal of Asset Management, 7(1), pp 2-16. (summarised in CFA Digest, February 2007).
  • Bond, S.A., Dungey, M and Fry, R. (2006) “A web of shocks: Crises Across Asian Real Estate Markets.”, Journal of Real Estate Finance and Economics, 32, pp 253-274.
  • Bond, S.A. and Hwang, S. (2003) A Measure of Fundamental Volatility in the Commercial Property Market, Real Estate Economics, 31(4), p577-600.
  • Bond, S.A., Karolyi, G.A. and Sanders, A.B. (2003) International Real Estate Returns: A Multifactor, Multicountry Approach. Real Estate Economics, 31(3), p481-500.
  • Bond, S.A. and Patel, K. (2003) The Conditional Distribution of Real Estate Returns: Are Higher Moments Time Varying? Journal of Real Estate Finance and Economics, 26, 2, pp 319-339.
  • Bond, S.A. and Satchell, S.E. (2002) Statistical Properties of the Sample Semi-Variance. Applied Mathematical Finance, 9(4), p 219-239.
  • Bond, S.A. (2001) ‘A Review of Asymmetric Conditional Density Functions in Autoregressive Conditional Heteroscedasticity Models', in Knight, J. and Satchell, S.E.(eds) Return Distributions in Finance, Butterworth and Heinemann, Oxford.
  • Bond, S.A. (1998) ‘An Econometric Model of Downside Risk', in Knight, J. and Satchell, S.E. (eds) Forecasting Volatility in the Financial Markets, Butterworth and Heinemann, Oxford.
Honors & Achievements
  • Cambridge Commonwealth Trust, Australia PhD Scholarship 1995 – 1998
  • Overseas Research Studentship, 1995 – 1998
  • Best Paper Award in Property Management and Sustainable Development, 2005 Asian Real Estate Society Annual Conference.
Education
  • Bachelor of Economics (Hons) - University of Queensland
  • MPhil (economics) - University of Cambridge
  • PhD (Economics) - University of Cambridge
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