ETF Short Shares : The Next Stage in the Evolution of REIT Ownership

This study introduces a new publicly traded real estate security known as an ETF REIT short share. In addition to examining the return, correlation, autocorrelation, partial-order autocorrelation, stationarity, and Granger Causality characteristics of this new investment vehicle, we demonstrate that REITs warrant inclusion in mixed asset portfolios to varying degrees regardless of which direction the investor feels the REIT market is headed

MoreLess

Year of publication:	2011
Authors:	Seiler, Michael
Other Persons:	Seiler, Vicky L. (contributor)
Publisher:	[2011]: [S.l.] : SSRN
Subject:	Immobilienfonds \| Real estate fund \| Indexderivat \| Index derivative \| Eigentümerstruktur \| Ownership structure

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

Extent:	1 Online-Ressource (26 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Real Estate Portfolio Management, Vol. 15, No. 1, 2009 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 2008 erstellt
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013128559