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219
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1
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10
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Sort
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date (oldest first)
1
Expected return, time-varying
risk
, and hedging demand in the US REITs market
Xiao, Zhongyi
;
Lin, Zhangxi
;
Li, Siming
- In:
Journal of management analytics
1
(
2014
)
1
,
pp. 78-98
Persistent link: https://www.econbiz.de/10011729405
Saved in:
2
Does local economic uncertainty matter for
risk
of property companies? : evidence from US REITs
Song, Jeongseop
- In:
International journal of strategic property management
27
(
2023
)
2
,
pp. 105-119
Persistent link: https://www.econbiz.de/10014287646
Saved in:
3
A comparative anatomy of REITs and residential real estate indexes : returns, risks and distributional characteristics
Cotter, John
;
Roll, Richard
-
2010
risk
than equity; their betas against a broad market index average about .65. Decomposing their covariances into principal …
Persistent link: https://www.econbiz.de/10008810086
Saved in:
4
Tracking the evolution of idiosyncratic
risk
and cross-sectional expected returns for US REITs
Cakici, Nusret
;
Erol, Isil
;
Tırtıroğlu, Doğan
- In:
The journal of real estate finance and economics
48
(
2014
)
3
,
pp. 415-440
Persistent link: https://www.econbiz.de/10010402358
Saved in:
5
Real estate
risk
in equity returns : empirical evidence from U.S. stock markets
Michel, Gaston
-
2009
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003829197
Saved in:
6
Improved detection of rare-event
risk
of a portfolio with US REITs
So, Leh-Chyan
;
Yu, Jun-Yang
- In:
Annals of financial economics
10
(
2015
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011408574
Saved in:
7
Efficiency, scale economies, and the
risk
/return performance of real estate investment trusts
Devaney, Michael
;
Weber, William L.
- In:
The journal of real estate finance and economics
31
(
2005
)
3
,
pp. 301-317
Persistent link: https://www.econbiz.de/10003126015
Saved in:
8
The impact of the Revenue Reconciliation Act of 1993 on the pricing structure of equity REITs
Crain, John L.
;
Cudd, Mike
;
Brown, Christopher L.
- In:
The journal of real estate research
19
(
2000
)
3
,
pp. 275-285
Persistent link: https://www.econbiz.de/10001500327
Saved in:
9
REIT characteristics and the sensitivity of REIT returns
Allen, Marcus T.
;
Madura, Jeff
;
Springer, Thomas M.
- In:
The journal of real estate finance and economics
21
(
2000
)
2
,
pp. 141-152
Persistent link: https://www.econbiz.de/10001524198
Saved in:
10
The role of systematic covariance and coskewness in the pricing of real estate : evidence from equity REITs
Vines, Timothy W.
- In:
The journal of real estate research
9
(
1994
)
4
,
pp. 421-429
Persistent link: https://www.econbiz.de/10001176460
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