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1
Does change in economic policy uncertainty affect real estate investment trusts (REITs)?
Sadhwani, Ranjeeta
;
Rajput, Suresh Kumar Oad
;
Ali-Rind, Asad
- In:
Annals of financial economics
14
(
2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012226593
Saved in:
2
Explaining REIT returns
Letdin, Mariya
;
Sirmans, Corbitt Stace
;
Sirmans, G. Stacy
; …
- In:
Journal of real estate literature : a publication of …
27
(
2019
)
1
,
pp. 3-25
Persistent link: https://www.econbiz.de/10012416738
Saved in:
3
Idiosyncratic risk and spillover effect in REIT returns
Hui, Eddie Chi Man
;
Wang, Ziyou
- In:
International journal of strategic property management
22
(
2018
)
6
,
pp. 457-470
Persistent link: https://www.econbiz.de/10011998439
Saved in:
4
Facts or fates of investors' losses during crises? : evidence from REIT-stock
volatility
and tail dependence structures
Huang, MeiChi
;
Wu, Chih-Chiang
;
Liu, Shih-Min
;
Wu, Chang-Che
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 54-71
Persistent link: https://www.econbiz.de/10011625055
Saved in:
5
REIT stock market
volatility
and expected returns
Chung, Richard
;
Fung, Scott
;
Shilling, James D.
; …
- In:
Real estate economics : journal of the American Real …
44
(
2016
)
4
,
pp. 968-995
Persistent link: https://www.econbiz.de/10011603513
Saved in:
6
Volatility
analysis of REITs : empirical evidence for the EU peripheral countries
Begiazi, Kyriaki
;
Asteriou, Dimitrios
- In:
International journal of banking, accounting and finance
6
(
2015
)
2
,
pp. 87-98
Persistent link: https://www.econbiz.de/10011607417
Saved in:
7
Further evidence on idiosyncratic risk and REIT pricing : a cross-country analysis
Mi, Lin
;
Benson, Karen
;
Faff, Robert W.
- In:
Accounting research journal
29
(
2016
)
1
,
pp. 34-58
Persistent link: https://www.econbiz.de/10011578767
Saved in:
8
An international perspective of
volatility
spillover effect : the case of REITs
Nikbakht, Ehsan
;
Shahrokhi, Manuchehr
;
Spieler, Andrew C.
- In:
International journal of business
21
(
2016
)
4
,
pp. 283-300
Persistent link: https://www.econbiz.de/10011584044
Saved in:
9
A high-frequency analysis of the interactions between REIT return and
volatility
Zhou, Jian
- In:
Economic modelling
56
(
2016
),
pp. 102-108
Persistent link: https://www.econbiz.de/10011646019
Saved in:
10
Macroeconomic risks and REITs returns : a comparative analysis
Kola, Katlego
;
Kodongo, Odongo
- In:
Research in international business and finance
42
(
2017
),
pp. 1228-1243
Persistent link: https://www.econbiz.de/10011760970
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