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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

Institutional flows and equity style diversification

Gallo, John Gregory; Phengpis, Chanwit; Swanson, Peggy … - In: Applied financial economics 18 (2008) 16/18, pp. 1441-1450

Persistent link: https://www.econbiz.de/10003779553

Determinants of equity style

Gallo, John Gregory; Phengpis, Chanwit; Swanson, Peggy … - In: Journal of financial services research : JFSR 31 (2007) 1, pp. 33-51

Persistent link: https://www.econbiz.de/10003490337

Optimization, cointegration and diversification gains from international portfolios : an out-of-sample analysis

Phengpis, Chanwit; Swanson, Peggy Eubanks - In: Review of quantitative finance and accounting 36 (2011) 2, pp. 269-286

Persistent link: https://www.econbiz.de/10009272498

Increasing input information and realistically measuring potential diversification gains from international portfolio investments

Phengpis, Chanwit; Swanson, Peggy Eubanks - In: Global finance journal 15 (2004) 2, pp. 197-217

Persistent link: https://www.econbiz.de/10002375122

A new global portfolio weighting strategy based on cointegration methods

Zhang, Ying - In: The journal of investing : JOI 33 (2024) 1, pp. 100-121

Persistent link: https://www.econbiz.de/10014534801

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

An Investigation into the Substitutability of Equity and Mortgage Reits in Real Estate Portfolios

Zhang, Ying - 2017

This paper reconciles the controversy regarding the substitutability between equity REITs (EREITs) and mortgage REITs (MREITs) in existing literature. Using CRSP/Ziman data from 1992-2011, we show that the driving economic factors on EREIT returns are different from those driving MREIT returns,...

Persistent link: https://www.econbiz.de/10012960878