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The underlying return-generating factors for REIT returns : an application of independent component analysis
Lizieri, Colin; Satchell, Stephen; Zhang, Qi - In: Real estate economics : journal of the American Real … 35 (2007) 4, pp. 569-598
Persistent link: https://www.econbiz.de/10003640860
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Nonlinear short-run adjustments in US stock market returns
Chang, Tsangyao; Yang, Ming Jing; Nieh, Chien-chung; … - In: Applied financial economics 18 (2008) 13/15, pp. 1075-1083
Persistent link: https://www.econbiz.de/10003752945
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Business conditions and nonrandom walk behaviour of US stocks and bonds returns
Jirasakuldech, Benjamas; Emekter, Riza; Lee, Unro - In: Applied financial economics 18 (2008) 7/9, pp. 659-672
Persistent link: https://www.econbiz.de/10003739279
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The cross-sectional dispersion of commercial real estate returns and rent growth : time variation and economic fluctuations
Plazzi, Alberto; Torous, Walter N.; Valkanov, Rossen I. - In: Real estate economics : journal of the American Real … 36 (2008) 3, pp. 403-439
Persistent link: https://www.econbiz.de/10003764884
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Modeling long memory in REITs
Cotter, John; Stevenson, Simon - In: Real estate economics : journal of the American Real … 36 (2008) 3, pp. 533-554
Persistent link: https://www.econbiz.de/10003764888
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Institutional flows and equity style diversification
Gallo, John Gregory; Phengpis, Chanwit; Swanson, Peggy … - In: Applied financial economics 18 (2008) 16/18, pp. 1441-1450
Persistent link: https://www.econbiz.de/10003779553
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Corporate scandals and the market response of dividend payout changes
Sung, Tae Yoon; Kim, Tae-hwan; Chincarini, Ludwig Boris - In: Applied financial economics 16 (2006) 7, pp. 535-549
Persistent link: https://www.econbiz.de/10003320409
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Launching a corporate website and market efficiency
Shwarts-Asher, Daphna; Ben-Zion, Uri; Gabbay, Shaul M.; … - In: Applied financial economics 16 (2006) 7, pp. 551-559
Persistent link: https://www.econbiz.de/10003320413
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Impact of managerial control on IPO performance the case of mutual holding companies
Johnston, Jarrod; Madura, Jeff - In: Applied financial economics 16 (2006) 8, pp. 629-637
Persistent link: https://www.econbiz.de/10003328515
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Differentiating CREF performance
Gallo, John Gregory; Lockwood, Larry Joseph; Rodriguez, … - In: Real estate economics : journal of the American Real … 34 (2006) 2, pp. 173-209
Persistent link: https://www.econbiz.de/10003329799