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REIT Going Private Decisions
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Economic modelling
The journal of real estate finance and economics
313
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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Közgazdasági szemle : a magyar Tudományos Akadémia Közgazdaságtudományi Bizottságának folyóirata
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Külgazdaság
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Annals of public and cooperative economics
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International review of economics & finance : IREF
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1
Are securitised real estate markets efficient? : new international evidence based on an improved automatic Portmanteau test
Su, Jen-je
;
Cheung, Adrian Wai Kong
;
Roca, Eduardo
- In:
Economic modelling
29
(
2012
)
3
,
pp. 684-690
Persistent link: https://www.econbiz.de/10009544836
Saved in:
2
A range-based volatility approach to measuring volatility contagion in securitized real estate markets
Anderson, Randy I.
;
Chen, Yi-Chi
;
Wang, Li-Min
- In:
Economic modelling
45
(
2015
),
pp. 223-235
Persistent link: https://www.econbiz.de/10011334089
Saved in:
3
The asymmetric price adjustment between REIT and stock markets in Asia-Pacific markets
Tsai, Ming-shann
;
Chiang, Shu-ling
- In:
Economic modelling
32
(
2013
),
pp. 91-99
Persistent link: https://www.econbiz.de/10009760706
Saved in:
4
Price and volatility dynamics between securitized real estate spot and futures markets
Shi, Jing
;
Xu, Pisun
- In:
Economic modelling
35
(
2013
),
pp. 582-592
Persistent link: https://www.econbiz.de/10010336748
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5
Asymmetric dynamics in REIT prices : further evidence based on quantile regression analysis
Lee, Chien-chiang
;
Lee, Cheng-Feng
;
Lee, Chi-Chuan
- In:
Economic modelling
42
(
2014
),
pp. 29-37
Persistent link: https://www.econbiz.de/10010478286
Saved in:
6
Conditional market beta for REITs : a comparison of modeling techniques
Zhou, Jian
- In:
Economic modelling
30
(
2013
),
pp. 196-204
Persistent link: https://www.econbiz.de/10009703687
Saved in:
7
Dynamic modelling of real estate investment trusts and stock markets
Lee, Chien-chiang
;
Chien, Mei-Se
;
Lin, Tsoyu Calvin
- In:
Economic modelling
29
(
2012
)
2
,
pp. 395-407
Persistent link: https://www.econbiz.de/10009536806
Saved in:
8
The nonlinear effects of expected and unexpected components of monetary policy on the dynamics of REIT returns
Chang, Kuang-liang
- In:
Economic modelling
28
(
2011
)
3
,
pp. 911-920
Persistent link: https://www.econbiz.de/10009271400
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9
Examining the stochastic behavior of REIT returns : evidence from the regime switching approach
Chen, Shyh-Wei
;
Shen, Chung-hua
- In:
Economic modelling
29
(
2012
)
2
,
pp. 291-298
Persistent link: https://www.econbiz.de/10009536014
Saved in:
10
Hedging performance of REIT index futures : a comparison of alternative hedge ratio estimation methods
Zhou, Jian
- In:
Economic modelling
52
(
2016
),
pp. 690-698
Persistent link: https://www.econbiz.de/10011643001
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