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The impact of differential risk disclosures : evidence from cross-listed firms in China and Hong Kong

Brockman, Paul; Gao, Xi; Li, Xu; Xu, You - In: International review of economics & finance : IREF 88 (2023), pp. 442-457

Persistent link: https://www.econbiz.de/10014474561

Information uncertainty and the post-earnings-announcement drift anomaly : insights from REITs

Price, S. McKay; Gatzlaff, Dean H.; Sirmans, Clemon F. - In: The journal of real estate finance and economics 44 (2012) 1/2, pp. 250-274

Persistent link: https://www.econbiz.de/10009541292

The effects of conference call tones on market perceptions of value uncertainty

Borochin, Paul A.; Cicon, James E.; DeLisle, R. Jared; … - In: Journal of financial markets 40 (2018), pp. 75-91

Persistent link: https://www.econbiz.de/10012001842

Price signals and uncertainty in commercial real estate transactions

Cypher, Matthew; Price, S. McKay; Robinson, Spenser; … - In: The journal of real estate finance and economics 57 (2018) 2, pp. 246-263

Persistent link: https://www.econbiz.de/10012038867

Macroeconomic uncertainty and predictability of real estate returns : the impact of asset liquidity

Nayar, Nandkumar; Price, S. McKay; Shen, Ke - In: Journal of real estate research : JRER ; a publication … 46 (2024) 1, pp. 82-113

Persistent link: https://www.econbiz.de/10014582191

Risk and return of online channel adoption in the banking industry

He, Dongwei; Ho, Chun-Yu; Xu, Li - In: Pacific-Basin finance journal 60 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10012232718

National elections and tail risk : international evidence

Li, Qingyuan; Li, Si; Li, Xu - In: Journal of banking & finance 88 (2018), pp. 113-128

Persistent link: https://www.econbiz.de/10011962591

Is idiosyncratic risk priced? : the international evidence

Brockman, Paul; Guo, Tao; Vivero, Maria Gabriela; Yu, Wayne - In: Journal of empirical finance 66 (2022), pp. 121-136

Persistent link: https://www.econbiz.de/10013370669

Information Uncertainty and the Post-Earnings-Announcement Drift Anomaly : Insights from REITs

Price, S. McKay - 2012

This is the first study to examine the post-earnings-announcement drift anomaly in a Real Estate Investment Trust (REIT) context. The efficient markets hypothesis suggests that unexpected earnings should be fully incorporated into asset prices soon after being publicly announced. We hypothesize...

Persistent link: https://www.econbiz.de/10013115972

Pricing of Volatility Risk in REITs

DeLisle, Jared - 2013

We examine the pricing of volatility risk in the cross-section of equity Real Estate Investment Trust (REIT) stock returns over the 1996 – 2010 period. We consider both aggregate (systematic) volatility and firm-specific (idiosyncratic) volatility. In contrast to the negative and significant...

Persistent link: https://www.econbiz.de/10013092294