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Testing for Periodically Collapsing Rational Speculative Bubbles in US REITs

Anderson, Keith P. - 2010

This paper is the first to utilize a direct test for periodic, partially collapsing speculative bubbles in US REIT prices. A long history of data is employed for the All, Mortgage and Equity REIT categories. This approach is more powerful than existing tests and is based on the formulation of a...

Persistent link: https://www.econbiz.de/10013150782

The gross truth about hedge fund performance and risk : the impact of incentive fees

Brooks, Chris; Clare, Andrew D.; Motson, Nick - In: Journal / The Capco Institute : journal of financial … 24 (2008), pp. 33-42

Persistent link: https://www.econbiz.de/10003825487

The S&P500 index effect reconsidered : evidence from overnight and intraday stock price performance and volume

Kappou, Konstantina; Brooks, Chris; Ward, Charles W. R. - In: Journal of banking & finance 34 (2010) 1, pp. 116-126

Persistent link: https://www.econbiz.de/10003905743

The stock performance of America's 100 best corporate citizens

Brammer, Stephen; Brooks, Chris; Pavelin, Stephen - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 1065-1080

Persistent link: https://www.econbiz.de/10003873838

The impact of corporate social performance on financial risk and utility : a longitudinal analysis

Oikonomou, Ioannis; Brooks, Chris; Pavelin, Stephen - In: Financial management 41 (2012) 2, pp. 483-515

Persistent link: https://www.econbiz.de/10009576272

Intrinsic and rational speculative bubbles in the US housing market 1960 - 2009

Nneji, Ogonna; Brooks, Chris; Ward, Charles W. R. - 2011

Persistent link: https://www.econbiz.de/10009375601

The impact of corporate social performance on financial risk and utility : a longitudinal analysis

Oikonomou, Ioannis; Brooks, Chris; Pavelin, Stephen - 2010

Persistent link: https://www.econbiz.de/10009375854

Speculative bubble spillovers across regional housing markets

Nneji, Ogonna; Brooks, Chris; Ward, Charles W. R. - In: Land economics : applied research on environmental resources 91 (2015) 3, pp. 516-535

Persistent link: https://www.econbiz.de/10011342287

Commodity futures prices : more evidence on forecast power, risk premia and the theory of storage

Brooks, Chris; Prokopczuk, Marcel; Wu, Yingying - In: The quarterly review of economics and finance : journal … 53 (2013) 1, pp. 73-85

Persistent link: https://www.econbiz.de/10009721369

On the predictive content of leading indicators : the case of US real estate markets

Tsolacos, Sotiris; Brooks, Chris; Nneji, Ogonna - In: The journal of real estate research 36 (2014) 4, pp. 541-573

Persistent link: https://www.econbiz.de/10010482245