Listed real estate futures trading, market efficiency, and direct real estate linkages : international evidence
Chyi Lin Lee, Simon Stevenson, Hyunbum Cho
| Year of publication: |
2022
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|---|---|
| Authors: | Lee, Chyi Lin ; Stevenson, Simon ; Cho, Hyunbum |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 127.2022, p. 1-16
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| Subject: | Index futures | International | Price discovery | Private real estate | REIT futures | REITs | Securitized real estate | Spline-GARCH | Volatility modelling | Immobilienfonds | Real estate fund | Immobilienmarkt | Real estate market | Volatilität | Volatility | Immobilienwirtschaft | Real estate industry | Wirtschaftsgeschichte | Economic history | Effizienzmarkthypothese | Efficient market hypothesis | Immobilien | Real estate | Welt | World | Immobilienpreis | Real estate price | Index-Futures | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2022.102693 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013435638