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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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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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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
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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
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Comovement after joining an index : spillovers of nonfundamental effects
Ambrose, Brent William; Lee, Dong Wook; Peek, Joe - In: Real estate economics : journal of the American Real … 35 (2007) 1, pp. 57-90
Persistent link: https://www.econbiz.de/10003487062
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Durability of output and expected stock returns
Gomes, João F.; Kogan, Leonid; Yogo, Motohiro - In: Journal of political economy 117 (2009) 5, pp. 941-986
Persistent link: https://www.econbiz.de/10003936676
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Investment-based expected stock returns
Liu, Laura Xiaolei; Whited, Toni Marion; Zhang, Lu - In: Journal of political economy 117 (2009) 6, pp. 1105-1139
Persistent link: https://www.econbiz.de/10003936687
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Further evidence on the performance of funds of funds : the case of real estate mutual funds
Chiang, Kevin C. H.; Kozhevnikov, Kirill; Lee, Ming-long; … - In: Real estate economics : journal of the American Real … 36 (2008) 1, pp. 47-61
Persistent link: https://www.econbiz.de/10003683363
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Smoothing, nonsynchronous appraisal and cross-sectional aggregation in real estate price indices
Bond, Shaun A.; Hwang, Soosung - In: Real estate economics : journal of the American Real … 35 (2007) 3, pp. 349-382
Persistent link: https://www.econbiz.de/10003559673