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 … results. We use a time series approach and thus create a level playing field to compare the predictability of the two asset …

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 conrtast to most of the … results. We use a time series approach and thus create a level playing field to compare the predictability of the two asset …