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Calendar anomalies : the case of international property shares

Brounen, Dirk; Ben-Hamo, Yair - In: The journal of real estate finance and economics 38 (2009) 2, pp. 115-136

Persistent link: https://www.econbiz.de/10003810659

The adjustment speeds of short-run real estate investment trust (REIT) and corresponding stock returns in the USA and Australia

Fang, Hao; Lee, Yen-Hsien; Lee, Jen-Sin; Chen, Wei-Jui - In: Investment management and financial innovations 14 (2017) 3, pp. 173-188

Persistent link: https://www.econbiz.de/10011873143

The liquidity of property shares : an international comparison

Brounen, Dirk; Eichholtz, Piet; Ling, David C. - In: Real estate economics : journal of the American Real … 37 (2009) 3, pp. 413-445

Persistent link: https://www.econbiz.de/10008656987

Contagion channels between real estate and financial markets

Hoesli, Martin; Reka, Kustrim - In: Real estate economics : journal of the American Real … 43 (2015) 1, pp. 101-138

Persistent link: https://www.econbiz.de/10010526353

Another piece of the puzzle : REIT IPO underpricing after the financial crisis

Dimovski, Bill; Ratcliffe, Christopher; Keneley, Monica - In: Journal of property investment & finance 35 (2017) 3, pp. 264-276

Persistent link: https://www.econbiz.de/10011706877

Fama-French-Carhart Factor-Based Premiums in the US REIT market : a risk based explanation, and the impact of financial distress and liquidity crisis from 2001 to 2020

Essa, Mohammad Sharik; Giouvris, Evangelos - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-39

The study investigates the impact of financial distress (credit spread) and liquidity crises (TED spread) on size, value, profitability, investment and momentum premiums within the US Real Estate Investment Trust market. Using daily data from 2001 to 2020, we examine the presence, magnitude and...

Persistent link: https://www.econbiz.de/10013545890