Purpose This study aims to compare the safe-haven properties of different asset markets such as gold, dollar, oil and … disaggregated real estate sector (house, plot and residential) against equity returns in Pakistan over the monthly period of January … correlation of asset classes. Further, the authors also study the potential of diversification at the tail of returns distribution …

real estate stocks in India. We find evidence that the relevant online search volume indices are significantly related to …€™s attention to real estate stocks rather than the searches’ representativeness of the fundamental shifts in the market …

‐integrated relation. Findings – The results show that REITs behave like common stocks during the earlier 1978‐1993 sub‐period. In contrast … are at odds with the conclusion of Glascock et al. , who examine the relationship between REITs and common stocks within a … the impressive growth and maturation of the REIT market since the early 1990s has made REITs less like common stocks and …