Liu, Jing; Loudon, Geoffrey; Milunovich, George - In: Journal of Property Investment & Finance 30 (2012) 5, pp. 473-492
Purpose – The purpose of this paper is to study correlations between the national real estate investment trusts (REIT) markets in the USA and the four Asia‐Pacific countries of Australia, Hong Kong, Japan and Singapore, and document the extent to which the time variation present in these...