Doctor Chyi Lin Lee

Doctor Chyi Lin Lee

DAP - PROPERTY,
Property (SoBus)

SENIOR LECTURER,
Property (SoBus)

Personal

Qualifications

  • PhD University of Melbourne

UWS Organisational Unit (School / Division)

  • Property (SoBus)
  • Property (SoBus)

Contact

Email:C.Lee@uws.edu.au
Extension:9260
Mobile:
Location:ED.G.93
Parramatta
Website:

Biography

Dr Chyi Lin Lee joined University of Western Sydney as a lecturer in property in March 2008. Prior to this appointment, he was a PhD scholarship holder at the University of Melbourne. His PhD research focuses on the issues in relation to Real Estate Investment Trusts. He has published his work in international refereed journals and has presented at many Australian and international conferences. He also serves on the editorial board of the International Journal of Housing Markets and Analysis.

This information has been contributed by Doctor Lee.

Publications

Books

  • Lee, C. (2010), 'Lower Partial Moment-Capital Asset Pricing Model in Listed Property Trusts', : Lambert Academic Publishing 9783838353227.

Journal Articles

  • Newell, G. and Lee, C. (2012), 'Influence of the corporate social responsibility factors and financial factors on REIT performance in Australia', Journal of Property Finance and Investment, 15.
  • Lee, C. and Lee, M. (2012), 'Hedging effectiveness of REIT futures', Journal of Property Investment and Finance, 25.
  • Newell, G. and Lee, C. (2012), 'Influence of the corporate social responsibility factors and financial factors on REIT performance in Australia', Journal of Property Investment and Finance, 15.
  • Lee, C. and Lee, M. (2012), 'Hedging effectiveness of REIT futures', Journal of Property Investment and Finance, 25.
  • Lee, C. and Ting, K. (2011), 'Linkages between Malaysian housing prices, property companies and stocks', Pacific Rim Property Research Journal, 26.
  • Jin, X., Lee, C. and 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, 15.
  • Newell, G. and Lee, C. (2011), 'Assessing the consistency of valuation-smoothing and the impact on property in australian mixed-asset portfolios', Pacific Rim Property Research Journal, 20.
  • Lee, C. and Jin, X. (2011), 'Exploring Australian Housing Supply Volatility', Pacific Rim Property Research Journal, 18.
  • Newell, G. and Lee, C. (2011), 'The impact of alternative assets on the role of direct property in Australian mixed-asset portfolios', Pacific Rim Property Research Journal, 9.
  • Lee, C. and Jin, X. (2011), 'Exploring Australian housing supply volatility', Pacific Rim Property Research Journal, 18.
  • Newell, G. and Lee, C. (2011), 'Assessing the consistency of valuation-smoothing and the impact on property in Australian mixed asset portfolios', Pacific Rim Property Research Journal, 20.
  • Newell, G. and Lee, C. (2011), 'The impact of alternative assets on the role of direct property in Australian mixed asset portfolios', Pacific Rim Property Research Journal, 29.
  • Lee, C. (2010), 'Use of Derivatives by Australian Property Funds', Pacific Rim Property Research Journal, 20.
  • Lee, C. (2009), 'Housing Price Volatility and Its Determinants', International Journal of Housing Markets and Analysis, 16.
  • Lee, C. (2009), 'Downside Beta and Valuation-based Property Returns', Pacific Rim Property Research Journal, 22.
  • Lee, C. and Ting, K. (2009), 'The Role of Malaysian Securitised Real Estate in a Mixed-asset Portfolio', Journal of Financial Management of Property and Construction, 23.
  • Lee, C. (2009), 'Volatility Transmission in Australian REIT Futures', Journal of Real Estate Portfolio Management, 18.
  • Lee, C., Reed, R. and Robinson, J. (2008), 'An Investigation on the Risk Perceptions of Australian Property Fund Managers', Pacific Rim Property Research Journal, 23.
  • Lee, C. (2008), 'Housing in Australia as a portfolio investment', International Journal of Housing Markets and Analysis, 10.
  • Lee, C. (2008), 'Volatility spillover in Australian Commercial Property', Pacific Rim Property Research Journal, 24.
  • Lee, C., Robinson, J. and Reed, R. (2008), 'Downside Beta and the Cross-sectional Determinants of Listed Property Trust Returns', Journal fo Real Estate Portfolio Management, 14.
  • Lee, C., Robinson, J. and Reed, R. (2008), 'Listed Property Trusts and Downside Systematic Risk Sensitivty', Journal of Property Investment and Finance, 25.
  • Lee, C., Reed, R. and Robinson, J. (2007), 'Momentum Profits in Australian Listed Property Trusts', Pacific Rim Property Research Journal, 22.
  • Lee, C. (2006), 'Downside Risk Analysis in Australian Commercial Property', Australian Property Journal, 5.

Conference Papers

  • Lee, C., Stevenson, S. and Lee, M. (2012), 'Futures Trading, Spot Price Volatility And Market Efficiency: Evidence From European Real Estate Securities Futures Title', 18th Annual Pacific Rim Real Estate Society Conference, Adelaide.
  • Lee, C. (2012), 'Futures trading, spot price volatility and market efficiency : evidence from European real estate securities futures title', Pacific Rim Real Estate Society. Conference, Adelaide, S. Aust..
  • Lee, C. and Reed, R. (2011), 'Volatility Decomposition of Australian Housing Prices', The 17th Pacific Rim Real Estate Society Conference, Gold Coast.
  • Lee, C. (2010), 'An Examination Of Volatility Dynamics In Australian REIT Futures', The 16th Pacific Rim Real Estate Society Conference, Wellington, NZ.
  • Lee, C. (2010), 'A Survey Into The Use of Derivatives by Australian Property Funds', The 16th Pacific Rim Real Estate Society Conference, Wellington, NZ.
  • Wu, H., Lee, C. and Chan, N. (2010), 'An Investment Approach To The Emerging Housing Markets In 2nd Tier Chinese Cities', The 16th Pacific Rim Real Estate Society, Wellington, NZ.
  • Jin, X. and Lee, C. (2010), 'A Critical Analysis of Techniques for Risk Mitigation in the Construction Industry', the 1st International Conference on Sustainable Construction and Risk Management, Chongqing, China.
  • Wu, H., Lee, C. and Chan, N. (2009), 'The Significance of Second Tier City Housing Markets in China', 2009 International Conference on Construction & Real Estate Management, Beijing, China.
  • Lee, C. (2009), 'Downside Beta and Appraisal Real Estate Returns', the 15th Pacific Rim Real Estate Society Conference, Sydney, Australia.
  • Lee, C. (2009), 'Volatility Spillover in Australian Real Estate Investment Trust Futures', 2009 Interntional Conference on Construction & Real Estate Management, Beijing, China.
  • Lee, C., Reed, R. and Robinson, J. (2008), 'Behaviour of Property Investors-An Investigation on the Risk Perceptions of Australian Property Funds Managers', the 14th Annual Conference of the Pacific Rim Real Estate Society, Kuala Lumpur, Malaysia.
  • Lee, C., Robinson, J. and Reed, R. (2007), 'Downside Systematic Risk in Australian Listed Property Trusts', The 13th Pacific Rim Real Estate Society Conference, Sydney, Australia.

Research

Previous Projects

Title:Volatility Linkages Between Real Estate Investment Trust Futures and Capital Assets
Years:2008-09-24 - 2009-09-23
ID:P00016331
UWS Researchers:Chyi Lin Lee
Funding:
  • University of Western Sydney
Title:Volatility Decomposition in Housing Prices
Years:2009-12-04 - 2010-12-03
ID:P00017707
UWS Researchers:Chyi Lin Lee
Funding:
  • University of Western Sydney
Title:Do European Real Estate Stocks Hedge Inflation? Evidence from Developed and Emerging Markets
Years:2012-01-17 - 2012-10-31
ID:P00020700
UWS Researchers:Chyi Lin Lee
Funding:
  • European Public Real Estate Association

Supervision

Current Supervision

Title:The Establishment of REITS Market in Vietnam
Field of Research:
Title:Investment in Property by Australian Superannuation Funds
Field of Research:

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