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Price discovery in the treasury-bill when-issued market

Mercer, Jeffrey M.; Moore, Mark E.; Whitby, Ryan J.; … - In: The financial review : the official publication of the … 48 (2013) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10009717671

REIT momentum and characteristic-related REIT returns

Goebel, Paul R.; Harrison, David M.; Mercer, Jeffrey M.; … - In: The journal of real estate finance and economics 47 (2013) 3, pp. 564-581

Persistent link: https://www.econbiz.de/10010200507

REIT Momentum and Characteristic-Related REIT Returns

Goebel, Paul R. - 2013

Recent evidence confirms that in factor-model examinations of the cross-section of REIT returns, REIT momentum emerges as the dominant driver. Acknowledging the importance of momentum, the current study explores whether and how REIT return patterns are linked to the underlying characteristics of...

Persistent link: https://www.econbiz.de/10013075908

Price Discovery in the Treasury-Bill When-Issued Market

Mercer, Jeffrey M.; Moore, Mark E.; Whitby, Ryan J.; … - In: The Financial Review 48 (2013) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10010641818

Price Discovery in the Treasury‐Bill When‐Issued Market

Mercer, Jeffrey M.; Moore, Mark E.; Whitby, Ryan J.; … - In: The financial review : the official publication of the … 48 (2013) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10010067704

REIT Momentum and Characteristic-Related REIT Returns

Goebel, Paul R.; Harrison, David M.; Mercer, Jeffrey M.; … - In: The journal of real estate finance and economics 47 (2013) 3, pp. 564-581

Persistent link: https://www.econbiz.de/10010181169