Similar Search Results

The value added from investment managers : an examination of funds of REITs

Kallberg, Jarl G.; Liu, Crocker H.; Trzcinka, Charles - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 3, pp. 387-408

Persistent link: https://www.econbiz.de/10001522466

Updating expectations : an analysis of post-9/11 returns

Kallberg, Jarl G.; Liu, Crocker H.; Pasquariello, Paolo - In: Journal of financial markets 11 (2008) 4, pp. 400-432

Persistent link: https://www.econbiz.de/10003789997

Market imperfections, omitted asset markets, and abnormal real estate returns : a theoretical and empirical investigation

Liu, Crocker H. - 1988

Persistent link: https://www.econbiz.de/10001445060

The integration of the real estate market and the stock market : some preliminary evidence

Liu, Crocker H. (contributor) - In: The journal of real estate finance and economics 3 (1990) 3, pp. 261-282

Persistent link: https://www.econbiz.de/10001106024

The role of co-skewness in the pricing of real estate

Liu, Crocker H. - In: The journal of real estate finance and economics 5 (1992) 3, pp. 299-319

Persistent link: https://www.econbiz.de/10001159399

The predictability of international real estate markets, exchange rate risks and diversification consequences

Liu, Crocker H. - In: Real estate economics : journal of the American Real … 26 (1998) 1, pp. 3-39

Persistent link: https://www.econbiz.de/10001249247

On the hybrid nature of REITs

Boudry, Walter I.; Coulson, N. Edward; Kallberg, Jarl G.; … - In: The journal of real estate finance and economics 44 (2012) 1/2, pp. 230-249

Persistent link: https://www.econbiz.de/10009541296

Persistent performance in the mutual fund market : tests with funds and investment advisers

Shukla, Ravi - In: Review of quantitative finance and accounting 4 (1994) 2, pp. 115-135

Persistent link: https://www.econbiz.de/10001166091

RETurning to REITs

Emmerling, Thomas J.; Lee, Eunkyu; Liu, Crocker Herbert; … - 2022

We analyze the valuation and return performance of real estate trusts (RETs), the 19th-century predecessors of REITs. In contrast to REITs, RETs were not required to adhere to any statutory REIT regulations. Similar to modern-day REITs, we find that dividend growth rather than discount rates...

Persistent link: https://www.econbiz.de/10013406588

On the Hybrid Nature of REITs

Boudry, Walter - 2012

The consensus that emerges from the current research on the linkage between securitized and direct investment in real estate is that direct (private) real estate returns play a relatively minor role in the real estate investment trust (REIT) return generating process. However, this result may at...

Persistent link: https://www.econbiz.de/10013111909