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Cointegration of real estate stocks and REITs with common stocks, bonds and consumer price inflation: an international comparison

Westerheide, Peter - 2006

This paper analyses the performance of real estate securities and their relationship to other asset classes as well as to consumer price inflation in an international comparison over the period from 1990 to 2004. The analysis focuses on the long run relationships, applying three different...

Persistent link: https://www.econbiz.de/10010297828

The nature of listed real estate companies : property or equity market?

Morawski, Jaroslaw; Rehkugler, Heinz; Füss, Roland - 2007

Persistent link: https://www.econbiz.de/10003434984

The asymmetric price adjustment between REIT and stock markets in Asia-Pacific markets

Tsai, Ming-shann; Chiang, Shu-ling - In: Economic modelling 32 (2013), pp. 91-99

Persistent link: https://www.econbiz.de/10009760706

Short- and long-term links among Turkish and global securitized real estate markets

Aksoy, Mine - In: The empirical economics letters : a monthly … 12 (2013) 1, pp. 95-104

Persistent link: https://www.econbiz.de/10010257986

The long-term linkages between direct and indirect property in Australia

Yong, Jaime; Pham, Anh Khoi - In: Journal of property investment & finance 33 (2015) 4, pp. 374-392

Persistent link: https://www.econbiz.de/10011406010

Can investors hold more real estate? : evidence from statistical properties of listed REIT versus non-REIT property companies in the U.S.

Glascock, John Leslie; Prombutr, Wikrom; Zhang, Ying; … - In: The journal of real estate finance and economics 56 (2018) 2, pp. 274-302

Persistent link: https://www.econbiz.de/10011966529

On the Hybrid Nature of REITs

Boudry, Walter; Coulson, N.; Kallberg, Jarl; Liu, Crocker - In: The Journal of Real Estate Finance and Economics 44 (2012) 1, pp. 230-249

Persistent link: https://www.econbiz.de/10010866941

Analyses for the effects of investor sentiment on the price adjustment behaviors for stock market and REIT market

Chiang, Shu Ling; Tsai, Ming-shann - In: International review of economics & finance : IREF 86 (2023), pp. 425-439

Persistent link: https://www.econbiz.de/10014431585

Revisiting the nexus of REITs returns and macroeconomic variables

Wu, Ming-Che; Wang, Chien-Ming - In: Finance research letters 59 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10014445407

Linkages Between Direct and Securitized Real Estate

OIKARINEN, Elias; HOESLI, Martin; SERRANO, Camilo

direct (NCREIF) total return indices. Cointegration between the indices indicates that REITs and direct real estate are … cointegrated with the stock market, REITs and direct real estate are likely to have similar long-term diversification benefits in a …

Persistent link: https://www.econbiz.de/10008479292

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