This study presents further evidence on the predictability of excess Equity Reit returns. Recent evidence on forecasting excess returns using fundamental variables has resulted in poor out of sample performance. Trading strategies based upon these forecasts have not outperformed the buy hold...

The literature is not clear on whether there are co-dependencies domestically across real estate and stock markets, nor whether there are international co-dependencies for these asset classes, despite the importance of this question for portfolio diversification strategies. In this article, we...

This paper explores trends in international work stoppages over the last 4 decades or so. International collection practices are compared, extending the comparisons made in Fisher (1978), Sweet and Jackson (1977), Walsh (1983), Creigh and Poland (1983) and Monger (2004) to include 18 non-OECD...