Narrow search
Showing 1 - 10 of 39,423
Cover Image
Equally weighted vs. long-run optimal portfolios
Fugazza, Carolina; Guidolin, Massimo; Nicodano, Giovanna - In: European financial management : the journal of the … 21 (2015) 4, pp. 742-789
Persistent link: https://www.econbiz.de/10011408525
Cover Image
An investigation into the substitutability of equity and mortgage REITs in real estate portfolios
Hansz, J. Andrew; Zhang, Ying; Zhou, Tingyu - In: The journal of real estate finance and economics 54 (2017) 3, pp. 338-364
Persistent link: https://www.econbiz.de/10011797622
Cover Image
Fama-French-Carhart Factor-Based Premiums in the US REIT market : a risk based explanation, and the impact of financial distress and liquidity crisis from 2001 to 2020
Essa, Mohammad Sharik; Giouvris, Evangelos - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-39
The study investigates the impact of financial distress (credit spread) and liquidity crises (TED spread) on size, value, profitability, investment and momentum premiums within the US Real Estate Investment Trust market. Using daily data from 2001 to 2020, we examine the presence, magnitude and...
Persistent link: https://www.econbiz.de/10013545890
Cover Image
The relationship between real estate investment trusts and real estate markets
Lin, Tsoyu Calvin; Chiu, Yi-Fen - In: Journal of contemporary management : JMC 4 (2015) 2, pp. 29-46
Persistent link: https://www.econbiz.de/10011392891
Cover Image
Surprising comparison of risk and return factors between Real Estate Investment Trusts (REITs) and the S&P 500 Index during the 2000 - 2011 time period
Fitzpatrick, Brian; Ali, Shahid; Wiegele, Garrett - In: Journal of business & economics research 12 (2014) 1, pp. 47-54
Persistent link: https://www.econbiz.de/10010338709
Cover Image
Asymmetry herding behavior of real estate investment trusts : evidence from information demand
Lin, Wen-Yuan; Wu, Ming-Hung; Chen, Ming-Chi - In: Journal of risk 21 (2018/2019) 2, pp. 99-137
Persistent link: https://www.econbiz.de/10011981435
Cover Image
Asset-light strategy and real estate risk of lodging C-corps and REITs
Kim, Sang Hyuck; Noh, Suhyang; Lee, Seul Ki - In: International journal of hospitality management 78 (2019), pp. 214-222
Persistent link: https://www.econbiz.de/10012012748
Cover Image
Environmental performance and the cost of debt : evidence from commercial mortgages and REIT bonds
Eichholtz, Piet; Holtermans, Rogier; Kok, Nils; … - In: Journal of banking & finance 102 (2019), pp. 19-32
Persistent link: https://www.econbiz.de/10012162733
Cover Image
Industrial tail exposure risk and asset price : evidence from US REITs
Song, Jeongseop; Liow, Kim Hiang - In: Real estate economics 51 (2023) 5, pp. 1209-1245
Persistent link: https://www.econbiz.de/10014368743
Cover Image
Effects of COVID-19 on the relationship between inflation and REITs returns in South Africa
Mpofu, Bekithemba; Moobela, Cletus; Simbanegavi, Prisca - In: Journal of property investment & finance 41 (2023) 5, pp. 506-522
Persistent link: https://www.econbiz.de/10014338610