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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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Special issue: New directions : Cambridge-Maastricht Symposium 2003
Eichholtz, Piet (contributor); Patel, Kanaklata (contributor) - 2005
Persistent link: https://www.econbiz.de/10002893338
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The risk-return relation in international stock markets
Guo, Hui - In: The financial review : the official publication of the … 41 (2006) 4, pp. 565-587
Persistent link: https://www.econbiz.de/10003384270
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Time-varying stock returns and labor income risks in the US and UK
Li, Yuming - In: The European journal of finance 17 (2011) 3/4, pp. 321-336
Persistent link: https://www.econbiz.de/10009155399
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Essays on political economy of financial markets
Hahne, Jana - 2012
Persistent link: https://www.econbiz.de/10009748942
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Essays on consumption risk in international asset markets
Tshering, Lobsang Tenzin - 2016
Persistent link: https://www.econbiz.de/10011511100