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Internal Liquidity Risk in REIT Excess Returns
Chen, Tsung-Kang - 2009
decisions. We employ American REIT data to investigate the effects of internal liquidity risk on REIT excess returns. Our firm …-level results show that internal liquidity risk positively relates to REIT excess returns when controlling for variables possibly … affecting REIT returns. Besides, our results show that internal liquidity risk effects are stronger for REITs with smaller size …
Persistent link: https://www.econbiz.de/10013156931
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Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian; Gupta, Rangan; Çepni, Oğuzhan; Ma, Feng - 2021
Persistent link: https://www.econbiz.de/10012661162
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Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian; Gupta, Rangan; Çepni, Oğuzhan; Ma, Feng - In: The European journal of finance 29 (2023) 14, pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
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Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Bouri, Elie - 2024
Persistent link: https://www.econbiz.de/10014635867
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Are securitized real estate returns more predictable than stocks return?
Serrano, Camilo; Hoesli, Martin - 2008
Persistent link: https://www.econbiz.de/10003936784
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Linkages between direct and securitized real estate
Oikarinen, Elias; Hoesli, Martin; Serrano, Camilo - 2009
Persistent link: https://www.econbiz.de/10003937119
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Linkages between direct and securitized real estate
Oikarinen, Elias; Hoesli, Martin; Serrano, Camilo - 2009
Using data for the 1978-2008 period, this study presents evidence for cointegration between securitized (NAREIT) and direct (NCREIF) total return indices. Cointegration between the indices indicates that REITs and direct real estate are substitutable in the portfolio of a long-horizon...
Persistent link: https://www.econbiz.de/10003970466
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Are securitized real estate returns more predictable than stock returns?
Serrano, Camilo; Hoesli, Martin - 2008
This paper examines whether the predictability of securitized real estate returns differs from that of stock returns. It also provides a cross-country comparison of securitized real estate return predictability. In contrast to most of the literature on this issue, the analysis is not based on a...
Persistent link: https://www.econbiz.de/10003962134
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How do individual factors affect international real estate returns?
Edelstein, Robert H.; Qian, Wenlan; Tsang, Desmond - In: The journal of real estate finance and economics 43 (2011) 1/2, pp. 130-151
Persistent link: https://www.econbiz.de/10009302915