Narrow search
Showing 1 - 10 of 195
Cover Image
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
Cover Image
Understanding stock return predictability
Guo, Hui (contributor); Savickas, Robert (contributor) - 2006 - Rev.
Persistent link: https://www.econbiz.de/10003739712
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
The friday effect in European securitized real estate index returns
Lenkkeri, Veera; Marquering, Wessel A.; … - In: The journal of real estate finance and economics 33 (2006) 1, pp. 31-50
Persistent link: https://www.econbiz.de/10003333538
Cover Image
Dedicated REIT mutual fund flows and REIT performance
Ling, David C.; Naranjo, Andy - In: The journal of real estate finance and economics 32 (2006) 4, pp. 409-433
Persistent link: https://www.econbiz.de/10003316695
Cover Image
What is the source of different levels of time-series return volatility? : The intraday u-shaped pattern or time-series persistence
Hughes, Michael P.; Winters, Drew B. - In: Journal of economics and finance 29 (2005) 3, pp. 300-312
Persistent link: https://www.econbiz.de/10003316993
Cover Image
Real estate returns and risk with heterogeneous investors
Lin, Zhenguo; Liu, Yingchun - In: Real estate economics : journal of the American Real … 36 (2008) 4, pp. 753-776
Persistent link: https://www.econbiz.de/10003805202
Cover Image
The long-horizon performance of REIT mergers
Campbell, Robert D.; Giambona, Erasmo; Sirmans, Clemon F. - In: The journal of real estate finance and economics 38 (2009) 2, pp. 105-114
Persistent link: https://www.econbiz.de/10003810650