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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
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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
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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
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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
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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
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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
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The link between volatility and correlation in international stock markets : an empirical analysis with particular reference to crash periods
Moro Visconti, Roberto - In: Rivista internazionale di scienze sociali 102 (1994) 2, pp. 175-221
Persistent link: https://www.econbiz.de/10001177235
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The impact of stock price and interest rate on the REIT market in Japan
Ito, Takayasu - In: International journal of business 18 (2013) 4, pp. 359-369
Persistent link: https://www.econbiz.de/10010197903
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The correlation and contagion effect between us reits and Japan reits : based on the ARMAX-GJR-GARCH-copula models
Peng, Miin-yu; Lee, Wo-chiang - 2013
The article discuss the relationship between US REITs and Japan REITs. In empirical study, we apply five static ARMAX … submortgage crisis. The contagion effect test exhibits the US submortgate crisis will affect Japan REITs. Last, no matter the …
Persistent link: https://www.econbiz.de/10009788557
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Are REITs more resilient than non-REITs? : evidence from natural experiments
Jain, Pawan; Upadhyay, Arun - In: Japan and the world economy : international journal of … 58 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012940111