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Cash hoards and changes in investors' outlook

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The liquidity crisis, investor sentiment, and REIT returns and volatility

Huerta, Daniel; Egly, Peter V.; Escobari, Diego - 2015 - Version: November 2015

The real estate investment trust (REIT) industry experienced a liquidity crisis resulting from reduced access to credit commitments as banks were restoring their balance sheets during the 2007-2009 financial crisis. Employing generalized autoregressive conditional heteroscedasticity (GARCH)...

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What is the real relationship between cash holdings and stock returns?

Ang, Tze Chuan; Lam, F. Y. Eric; Ma, Tai; Wang, Shujing; … - 2019

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Chasing momentum : new evidence from Hong Kong investors on the adaptive markets hypothesis

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How do momentum strategies 'score' against individual investors in Taiwan, Hong Kong and Korea?

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Residual momentum versus price momentum : evidence from four Asian markets

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