Brounen, Dirk; Eichholtz, Piet; Ling, David - In: Real Estate Economics 37 (2009) 3, pp. 413-445
This article investigates the magnitude and determinates of share liquidity over the 1990-2007 period in the world's four largest securitized real estate markets: the United States, the United Kingdom, Continental Europe and Australia. We document a significant and consistent role for market...