Measuring and explaining changes in REIT liquidity : moving beyond the bid-ask spread
Year of publication: |
2000
|
---|---|
Authors: | Clayton, Jim ; MacKinnon, Gregory H. |
Published in: |
Real estate economics : journal of the American Real Estate and Urban Economics Association. - Malden, MA : Wiley Periodicals, Inc., ISSN 1080-8620, ZDB-ID 1234653-6. - Vol. 28.2000, 1, p. 89-115
|
Subject: | Immobilienfonds | Real estate fund | Handelsvolumen der Börse | Trading volume | Liquidität | Liquidity | Adverse Selektion | Adverse selection | Börsenmakler | Stockbrokers | USA | United States | 1993-1996 |
-
The impact of regulation fair disclosure on information asymmetry and trading : an intraday analysis
Chiyachantana, Chiraphol N., (2004)
-
Liquidity provision and the organizational form of NYSE specialist firms
Coughenour, Jay F., (2002)
-
Moulton, Pamela C., (2003)
- More ...
-
Time variation of liquidity in the private real estate market : an empirical investigation
Clayton, Jim, (2008)
-
The relative importance of stock, bond and real estate factors in explaining REIT returns
Clayton, Jim, (2003)
-
Introduction: resilient real estate
Clayton, Jim, (2021)
- More ...