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Testing the predictability and efficiency of securitized real estate markets
Schindler, Felix; Rottke, Nico; Füss, Roland - 2009
This paper conducts tests of the random walk hypothesis and market efficiency for 14 national public real estate markets. Random walk properties of equity prices influence the return dynamics and determine the trading strategies of investors. To examine the stochastic properties of local real...
Persistent link: https://www.econbiz.de/10003881575
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What drives CEOs to take on more risk? : some evidence from the laboratory of REITs
Füss, Roland; Rottke, Nico; Zietz, Joachim - In: Journal of applied corporate finance : JACF 23 (2011) 1, pp. 92-105
Persistent link: https://www.econbiz.de/10009008069
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The predictive power of anisotropic spatial correlation modeling in housing prices
Zhu, Bing; Füss, Roland; Rottke, Nico - In: The journal of real estate finance and economics 42 (2011) 4, pp. 542-565
Persistent link: https://www.econbiz.de/10009303046
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Spatial linkages in returns and volatilities among US regional housing markets
Zhu, Bing; Füss, Roland; Rottke, Nico - In: Real estate economics : journal of the American Real … 41 (2013) 1, pp. 29-64
Persistent link: https://www.econbiz.de/10009730682
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Testing the predictability and efficiency of securitized real estate markets
Schindler, Felix; Rottke, Nico; Füss, Roland - 2009
This paper conducts tests of the random walk hypothesis and market efficiency for 14 national public real estate markets. Random walk properties of equity prices influence the return dynamics and determine the trading strategies of investors. To examine the stochastic properties of local real...
Persistent link: https://www.econbiz.de/10010299179
Cover Image
What Drives CEOs to Take on More Risk? Some Evidence from the Laboratory of REITs
Füss, Roland; Rottke, Nico; Zietz, Joachim - In: Journal of Applied Corporate Finance 23 (2011) 1, pp. 92-105
Persistent link: https://www.econbiz.de/10009215519
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What Drives CEOs to Take on More Risk? Some Evidence from the Laboratory of REITs
Füss, Roland; Rottke, Nico; Zietz, Joachim - In: Journal of applied corporate finance : JACF 23 (2011) 1, pp. 92-106
Persistent link: https://www.econbiz.de/10008887274
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Testing the predictability and efficiency of securitized real estate markets
Schindler, Felix; Rottke, Nico; Füss, Roland - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2009
This paper conducts tests of the random walk hypothesis and market efficiency for 14 national public real estate markets. Random walk properties of equity prices influence the return dynamics and determine the trading strategies of investors. To examine the stochastic properties of local real...
Persistent link: https://www.econbiz.de/10008533681
Cover Image
The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices
Zhu, Bing; Füss, Roland; Rottke, Nico - In: The Journal of Real Estate Finance and Economics 42 (2011) 4, pp. 542-565
Persistent link: https://www.econbiz.de/10009150358
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Does the Top Executive Influence the Performance of US Real Estate Investment Trusts?
Rottke, Nico; Füss, Roland - European Real Estate Society - ERES - 2009
In this paper, we analyze the potential influence of top executives on the performance of US real estate investment trusts by using a dataset of 101 listed US REITs for the period 2003 through 2007. In doing so, a broad range of company variables such as balance sheet data as well as personal...
Persistent link: https://www.econbiz.de/10011154173