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Multivariate modeling of daily REIT volatility
Cotter, John; Stevenson, Simon - In: The journal of real estate finance and economics 32 (2006) 3, pp. 305-325
Persistent link: https://www.econbiz.de/10003308696
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Exploring metropolitan price volatility
Miller, Norman G.; Peng, Liang - In: The journal of real estate finance and economics 33 (2006) 1, pp. 5-18
Persistent link: https://www.econbiz.de/10003333535
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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
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Stochastic volatility, trading volume, and the daily flow of information
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: The journal of business : B 79 (2006) 3, pp. 1551-1590
Persistent link: https://www.econbiz.de/10003337036
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Sector investment growth rates and the cross section of equity returns
Qing, Li; Vassalou, Maria; Xing, Yuhang - In: The journal of business : B 79 (2006) 3, pp. 1637-1665
Persistent link: https://www.econbiz.de/10003337042
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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
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Analysis of consumers' perceptions of buying conditions for houses
Dua, Pami - In: The journal of real estate finance and economics 37 (2008) 4, pp. 335-350
Persistent link: https://www.econbiz.de/10003797442
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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
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Conditional volatility of equity real estate investment trust returns : a pre- and post-1993 comparison
Jirasakuldech, Benjamas; Campbell, Robert D.; Emekter, Riza - In: The journal of real estate finance and economics 38 (2009) 2, pp. 137-154
Persistent link: https://www.econbiz.de/10003810925
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Irreversibility, uncertainty and housing investment
Miles, William - In: The journal of real estate finance and economics 38 (2009) 2, pp. 173-182
Persistent link: https://www.econbiz.de/10003810934