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Predictability in equilibrium : the price dynamics of real estate investment trusts
Capozza, Dennis R.; Israelsen, Ryan D. - In: Real estate economics : journal of the American Real … 35 (2007) 4, pp. 541-567
Persistent link: https://www.econbiz.de/10003640817
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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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Back from beyond the bid-ask spread : estimating liquidity in international markets
Marcato, Gianluca; Ward, Charles W. R. - In: Real estate economics : journal of the American Real … 35 (2007) 4, pp. 599-622
Persistent link: https://www.econbiz.de/10003640882
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REIT dividend determinants : excess dividends and capital markets
Hardin, William G.; Hill, Matthew D. - In: Real estate economics : journal of the American Real … 36 (2008) 2, pp. 349-369
Persistent link: https://www.econbiz.de/10003764871
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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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Asymmetric volatility, correlation and returns dynamics between the US and UK securitized real estate markets
Michayluk, David; Wilson, Patrick James; Zurbruegg, Ralf - In: Real estate economics : journal of the American Real … 34 (2006) 1, pp. 109-131
Persistent link: https://www.econbiz.de/10003325677
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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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Value creation in REIT property sell-offs
Campbell, Robert D.; Petrova, Milena; Sirmans, Clemon F. - In: Real estate economics : journal of the American Real … 34 (2006) 2, pp. 329-342
Persistent link: https://www.econbiz.de/10003329813
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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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Real estate in an ALM framework : the case of fair value accounting
Brounen, Dirk; Porras Prado, Melissa; Verbeek, Marno - In: Real estate economics : journal of the American Real … 38 (2010) 4, pp. 775-804
Persistent link: https://www.econbiz.de/10008810572