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Letdin, Mariya; Sirmans, Corbitt Stace; Sirmans, G. Stacy; … - In: Journal of real estate literature : a publication of … 27 (2019) 1, pp. 3-25

Persistent link: https://www.econbiz.de/10012416738

Feedback trading and its implications for return autocorrelations in India during COVID

Mukherjee, Paramita; Chatterjee, Rajashri - In: Journal of emerging market finance 23 (2024) 2, pp. 246-270

Persistent link: https://www.econbiz.de/10014633199

Towards a better understanding of stocks, interest rate derivatives and real estate investment trusts : three essays in financial economics

Han, Bing - 2002

Persistent link: https://www.econbiz.de/10003629694

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

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

REIT returns and volatility over the sample period from December 2001 to February 2013. We find that the liquidity crisis … negatively impacts REIT returns and helps explain increases in volatility; this finding is robust to multiple specifications. We …

Persistent link: https://www.econbiz.de/10011402963

The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility

Huerta, Daniel - 2016

Persistent link: https://www.econbiz.de/10013002792

Noise Trader Risk on REIT Industry Excess Returns and Volatility

Huerta, Daniel - 2016

investor sentiment on REIT industry returns and conditional volatility. Empirical results suggest that changes in institutional … investor sentiment have a larger effect on REIT industry returns and volatility than do changes in individual investor … significantly larger impact on returns and volatility than bullish shifts. Our findings suggest that noise traders impose …

Persistent link: https://www.econbiz.de/10013007876

Changes in sentiment on REIT industry excess returns and volatility

Huerta-Sanchez, Daniel; Escobari, Diego - In: Financial markets and portfolio management 32 (2018) 3, pp. 239-274

Persistent link: https://www.econbiz.de/10011951954

Predicting Momentum

Ma, Siyuan - 2022

This paper examines to what extent the momentum spread ratio (MSR) can predict momentum profits. The momentum spread ratio as a potential proxy of investor underreaction can significantly predict the momentum, industry momentum, and residual momentum, especially after 1994, suggesting that...

Persistent link: https://www.econbiz.de/10013404733

Learning from prices and the dispersion in beliefs

Banerjee, Snehal - In: The review of financial studies 24 (2011) 9, pp. 3025-3068

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Information and opinions in financial markets

Banerjee, Snehal - 2007

Persistent link: https://www.econbiz.de/10009691380

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