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1
Does change in economic policy uncertainty affect real estate investment trusts (REITs)?
Sadhwani, Ranjeeta
;
Rajput, Suresh Kumar Oad
;
Ali-Rind, Asad
- In:
Annals of financial economics
14
(
2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012226593
Saved in:
2
Volatility
jumps and their determinants in REIT returns
Odusami, Babatunde Olatunji
- In:
Journal of economics & business
113
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012518307
Saved in:
3
Do traditional real estate ETFs increase the
volatility
of REITs?
Hardin, William G.
;
Hurwitz, Catalina
;
Parhizgari, Ali M.
- In:
Journal of real estate research : JRER ; a publication …
42
(
2020
)
4
,
pp. 439-475
Persistent link: https://www.econbiz.de/10012414424
Saved in:
4
The impact of leverage on the idiosyncratic risk and return relationship of REITs around the financial crisis
Gerlach, Richard
;
Obaydin, Ivan
;
Zurbruegg, Ralf
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 207-219
Persistent link: https://www.econbiz.de/10011572352
Saved in:
5
Facts or fates of investors' losses during crises? : evidence from REIT-stock
volatility
and tail dependence structures
Huang, MeiChi
;
Wu, Chih-Chiang
;
Liu, Shih-Min
;
Wu, Chang-Che
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 54-71
Persistent link: https://www.econbiz.de/10011625055
Saved in:
6
A high-frequency analysis of the interactions between REIT return and
volatility
Zhou, Jian
- In:
Economic modelling
56
(
2016
),
pp. 102-108
Persistent link: https://www.econbiz.de/10011646019
Saved in:
7
REIT stock market
volatility
and expected returns
Chung, Richard
;
Fung, Scott
;
Shilling, James D.
; …
- In:
Real estate economics : journal of the American Real …
44
(
2016
)
4
,
pp. 968-995
Persistent link: https://www.econbiz.de/10011603513
Saved in:
8
Changes in sentiment on REIT industry excess returns and
volatility
Huerta-Sanchez, Daniel
;
Escobari, Diego
- In:
Financial markets and portfolio management
32
(
2018
)
3
,
pp. 239-274
Persistent link: https://www.econbiz.de/10011951954
Saved in:
9
Further evidence on idiosyncratic risk and REIT pricing : a cross-country analysis
Mi, Lin
;
Benson, Karen
;
Faff, Robert W.
- In:
Accounting research journal
29
(
2016
)
1
,
pp. 34-58
Persistent link: https://www.econbiz.de/10011578767
Saved in:
10
Macroeconomic risks and REITs returns : a comparative analysis
Kola, Katlego
;
Kodongo, Odongo
- In:
Research in international business and finance
42
(
2017
),
pp. 1228-1243
Persistent link: https://www.econbiz.de/10011760970
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