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Listed real estate futures trading, market efficiency, and direct real estate linkages : international evidence

Lee, Chyi Lin; Stevenson, Simon; Cho, Hyunbum - In: Journal of international money and finance 127 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013435638

The information content of NAV estimates

Chacon, Ryan G.; French, Dan W.; Pukthuanthong, Kuntara - In: The journal of real estate finance and economics 63 (2021) 4, pp. 598-629

Persistent link: https://www.econbiz.de/10012653293

Adaptive market hypothesis : evidence from the REIT market

Zhou, Jian; Lee, Jin Man - In: Applied financial economics 23 (2013) 19/21, pp. 1649-1662

Persistent link: https://www.econbiz.de/10010259752

Do changes in industry classification systems matter? : evidence from REITs

Stevens, James A. - In: Journal of real estate research : JRER ; a publication … 44 (2022) 3, pp. 377-398

Persistent link: https://www.econbiz.de/10013364992

A test for the efficiency of Nigerian REITs stocks

Gil-Alaña, Luis A.; Usman, Nuruddeen - In: Review of development finance 13 (2023) 2, pp. 35-43

Persistent link: https://www.econbiz.de/10014637440

Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects

Grammig, Joachim; Melvin, Michael; Schlag, Christian - 2001

We analyze exchange rates along with equity quotes for 3 German firms from New York (NYSE) and Frankfurt (XETRA) during overlapping trading hours to see where price discovery occurs and how stock prices adjust to an exchange rate shock. Findings include: (a) the exchange rate is exogenous with...

Persistent link: https://www.econbiz.de/10010316285

On the use of the market model R-square as a measure of stock price efficiency

Bramante, Riccardo; Petrella, Giovanni; Zappa, Diego - In: Review of quantitative finance and accounting 44 (2015) 2, pp. 379-391

Persistent link: https://www.econbiz.de/10011327620

Price discovery and trading after hours : new evidence from the world's largest carbon exchange

Ibikunle, Gbenga; Gregoriou, Andros; Pandit, Naresh R. - In: International journal of the economics of business 20 (2013) 3, pp. 421-445

Persistent link: https://www.econbiz.de/10010230272

Leveraging chinese stock markets : tracking the performance and return deviation of U.S.-listed Chinese LETFs

Tang, Hongfei; Xu, Xiaoqing Eleanor - In: Asia-Pacific journal of financial studies 42 (2013) 6, pp. 845-879

Persistent link: https://www.econbiz.de/10010248977

Market efficiency and price discovery in Cocoa markets

Ohemeng, Williams; Sjo, Bo; Danquah, Michael - In: Journal of African business 17 (2016) 2, pp. 209-224

Persistent link: https://www.econbiz.de/10011559323