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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

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

Shareholder composition, share turnover, and returns in volatile markets : the case of international REITs

Brounen, Dirk; Kok, Nils; Ling, David C. - In: Journal of international money and finance 31 (2012) 7, pp. 1867-1889

Persistent link: https://www.econbiz.de/10009696563

International volatility transmission of reit returns

Li, Deqing Diane; Lin, YingChou; Jin, John - In: The international journal of business and finance … 6 (2012) 3, pp. 41-51

Persistent link: https://www.econbiz.de/10009621170

The causal relationships between stock returns, trading volume, and volatility : empirical evidence from Asian listed real estate companies

Hsieh, Hui-ching Sana - In: International journal of managerial finance : IJMF 10 (2014) 2, pp. 218-240

Persistent link: https://www.econbiz.de/10010376959

Volatility jumps and their determinants in REIT returns

Odusami, Babatunde Olatunji - In: Journal of economics & business 113 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012518307

Exploring a three-factor dependence structure of conditional volatilities : some quantile regression evidence from real estate investment trusts

Liow, Kim Hiang - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-13

We propose a simple three-factor pricing model, consisting of a local stock market index, a global REIT market index, and a global stock market index, to examine the dependence structure of conditional volatilities in the real estate investment trust (REIT) market from 11 countries over the...

Persistent link: https://www.econbiz.de/10013273545

Price and volatility persistence of the US REITs market

Adekoya, Oluwasegun B.; Oduyemi, Gabriel O.; Oliyide, … - In: Future Business Journal 7 (2021), pp. 1-10

-memory behavior is established for REITs volatility, although mean reversion is slower during and after the crisis. These results are …

Persistent link: https://www.econbiz.de/10012668306

Modeling of daily REIT returns and volatility

Asteriou, Dimitrios; Begiazi, Kyriaki - In: Journal of property investment & finance 31 (2013) 6, pp. 589-601

Persistent link: https://www.econbiz.de/10010187652

Volatility clustering, leverage, size, or contagion effects : the fluctuations of Asian real estate investment trust returns

Tsai, I-Chun - In: Journal of Asian economics 27 (2013), pp. 18-32

Persistent link: https://www.econbiz.de/10010190282

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