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Can linear predictability models time bull and bear real estate markets? : out-of-sample evidence from REIT portfolios
Bianchi, Daniele; Guidolin, Massimo - In: The journal of real estate finance and economics 49 (2014) 1, pp. 116-164
Persistent link: https://www.econbiz.de/10010422318
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Revisiting the autocorrelation of real estate returns
Deng, Kuang Kuang; Wong, Siu Kei - In: The journal of real estate finance and economics 67 (2023) 2, pp. 243-263
Persistent link: https://www.econbiz.de/10014322300
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REIT short sales and return predictability
Blau, Benjamin M.; Hill, Matthew D.; Wang, Hao - In: The journal of real estate finance and economics 42 (2011) 4, pp. 481-503
Persistent link: https://www.econbiz.de/10009303064
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Are securitized real estate returns more predictable than stock returns?
Serrano, Camilo; Hoesli, Martin - In: The journal of real estate finance and economics 41 (2010) 2, pp. 170-192
Persistent link: https://www.econbiz.de/10009297679
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The predictability of equity REIT returns : time variation and economic significance
Ling, David C.; Naranjo, Andy; Ryngaert, Michael D. - In: The journal of real estate finance and economics 20 (2000) 2, pp. 117-136
Persistent link: https://www.econbiz.de/10001498645
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Asymmetric information and the predictability of real estate returns & Michael Cooper; David H. Downs; Gary A. Patterson
Cooper, Michael; Downs, David H.; Patterson, Gary A. - In: The journal of real estate finance and economics 20 (2000) 2, pp. 225-244
Persistent link: https://www.econbiz.de/10001498676
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The predictability of real estate excess returns : an out-of-sample economic value analysis
Guidolin, Massimo; Pedio, Manuela; Petrova, Milena - In: The journal of real estate finance and economics 67 (2023) 1, pp. 108-149
Persistent link: https://www.econbiz.de/10014322191
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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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Real-estate risk effects on financial institutions' stock return distribution : a bivariate GARCH analysis
Elyasiani, Elyas; Mansur, Iqbal; Wetmore, Jill L. - In: The journal of real estate finance and economics 40 (2010) 1, pp. 89-107
Persistent link: https://www.econbiz.de/10003947939
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Monetary shocks and REIT returns
Bredin, Donal; O'Reilly, Gerard; Stevenson, Simon - In: The journal of real estate finance and economics 35 (2007) 3, pp. 315-331
Persistent link: https://www.econbiz.de/10003622028