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Are public and private asset returns and risks the same? : evidence from real estate data
Hoesli, Martin; Oikarinen, Elias - 2013
This article aims to investigate the similarity of public and private real estate returns and risks over the relatively long horizon using data for the U.S and the U.K. The results show evidence of a one-to-one relationship between publicly traded REIT performance and privately traded direct...
Persistent link: https://www.econbiz.de/10010256953
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Credit availability and asset pricing dynamics in illiquid markets : evidence from commercial real estate markets
Ling, David C.; Naranjo, Andy; Scheick, Benjamin - In: Journal of money, credit and banking : JMCB 48 (2016) 7, pp. 1321-1362
Persistent link: https://www.econbiz.de/10011707926
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The impact of investor sentiment on commercial real estate market liquidity
Freybote, Julia; Seagraves, Philip - In: The journal of real estate research 40 (2018) 4, pp. 597-627
Persistent link: https://www.econbiz.de/10011976178
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Commonality in liquidity and real estate securities
Hoesli, Martin; Kadilli, Anjeza; Reka, Kustrim - 2014
We conduct an empirical investigation of the pricing and economic sources of commonality in liquidity in the U.S. REIT … market. Taking advantage of the specific characteristics of REITs, we analyze three types of commonality in liquidity: within … evidence that the three types of commonality in liquidity are priced in REIT returns but only during bad market conditions. We …
Persistent link: https://www.econbiz.de/10010412872
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Real estate illiquidity and returns : a time-varying regional perspective
Ellington, Michael; Fu, Xi; Zhu, Yunyi - In: International journal of forecasting 39 (2023) 1, pp. 58-72
Persistent link: https://www.econbiz.de/10014462768
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Liquidity in global real estate securities markets : a cyclical and regional analysis pre, during and post GFC
Lux, Nicole; Moss, Alex - In: Journal of property investment & finance 34 (2016) 4, pp. 321-346
Persistent link: https://www.econbiz.de/10011595033
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Direct real estate, securitized real estate, and equity market dynamic connectedness
Nguyen Thi Thu Ha; Balli, Faruk; Balli, Hatice Ozer; … - In: Applied economics 54 (2022) 23, pp. 2658-2677
Persistent link: https://www.econbiz.de/10013171112
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European emerging real estate markets : re-examining investment attributes and framing opportunities
Haran, Martin; McCord, Michael; Davis, Peadar; McCord, John - In: Journal of property investment & finance 34 (2016) 1, pp. 27-50
Persistent link: https://www.econbiz.de/10011540575
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The dynamics of risk premium : the case of the Taiwan real estate market
Vishwakarma, Vijay Kumar - In: Journal of risk finance : the convergence of financial … 16 (2015) 4, pp. 463-482
Persistent link: https://www.econbiz.de/10011418217
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Ecological responsiveness and corporate real estate
Eichholtz, Piet; Kok, Nils; Quigley, John M. - In: Business & society 55 (2016) 3, pp. 330-360
Persistent link: https://www.econbiz.de/10011450655