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Asia Pacific Real Estate Research Symposium <2013>
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Asian Regional Exchange for New Alternatives
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Brussels European and Global Economic Laboratory
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FSU-UF Critical Issues in Real Estate Symposium: Commercial Real Estate Investment and Risk <2014>
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Finance research letters
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848
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843
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797
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791
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765
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Journal of economic dynamics & control
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ECONIS (ZBW)
55,322
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1
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of
55,322
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date (oldest first)
1
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:
2
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:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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