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Step interventions and market integration : tests in the US, UK, and Australian property markets
Wilson, Patrick James - In: The journal of real estate finance and economics 16 (1998) 1, pp. 91-123
Persistent link: https://www.econbiz.de/10001235453
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Development involvement and property share performance : international evidence
Brounen, Dirk; Eichholtz, Piet - In: The journal of real estate finance and economics 29 (2004) 1, pp. 79-97
Persistent link: https://www.econbiz.de/10002103276
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Calendar anomalies : the case of international property shares
Brounen, Dirk; Ben-Hamo, Yair - In: The journal of real estate finance and economics 38 (2009) 2, pp. 115-136
Persistent link: https://www.econbiz.de/10003810659
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Tail dependence in international real estate securities markets
Zhou, Jian; Gao, Yanmin - In: The journal of real estate finance and economics 45 (2012) 1, pp. 128-151
Persistent link: https://www.econbiz.de/10009581759
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Fractional cointegration analysis of securitized real estate
Serrano, Camilo; Hoesli, Martin - In: The journal of real estate finance and economics 44 (2012) 3, pp. 319-338
Persistent link: https://www.econbiz.de/10009540818
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Volatility spillovers, comovements and contagion in securitized real estate markets
Hoesli, Martin; Reka, Kustrim - In: The journal of real estate finance and economics 47 (2013) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10009767829
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Multiscale analysis of international linkages of REIT returns and volatilities
Zhou, Jian - In: The journal of real estate finance and economics 45 (2012) 4, pp. 1062-1087
Persistent link: https://www.econbiz.de/10009689421
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Dynamic interactions between private and public real estate markets : some international evidence
Yunus, Nafeesa; Hansz, J. Andrew; Kennedy, Paul J. - In: The journal of real estate finance and economics 45 (2012) 4, pp. 1021-1040
Persistent link: https://www.econbiz.de/10009689427
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Foreign property shocks and the impact on domestic securitized real estate markets : an unobserved components approach
Wilson, Patrick James; Stevenson, Simon; Zurbruegg, Ralf - In: The journal of real estate finance and economics 34 (2007) 3, pp. 407-424
Persistent link: https://www.econbiz.de/10003491283
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Trading intensity and real estate performance
Brounen, Dirk; Eichholtz, Piet; Ling, David C. - In: The journal of real estate finance and economics 35 (2007) 4, pp. 449-474
Persistent link: https://www.econbiz.de/10003621350