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11
Conditional volatility of equity real estate investment trust returns : a pre- and post-1993 comparison
Jirasakuldech, Benjamas
;
Campbell, Robert D.
;
Emekter, Riza
- In:
The journal of real estate finance and economics
38
(
2009
)
2
,
pp. 137-154
Persistent link: https://www.econbiz.de/10003810925
Saved in:
12
REIT momentum and the performance of real estate mutual funds
Derwall, Jeroen
;
Huij, Joop
;
Brounen, Dirk
;
Marquering, …
- In:
Financial analysts' journal : FAJ
65
(
2009
)
5
,
pp. 24-34
Persistent link: https://www.econbiz.de/10003891687
Saved in:
13
Investor sentiment and REIT returns
Lin, Crystal Yan
;
Raman, Hamid
;
Yung, Kenneth K.
- In:
The journal of real estate finance and economics
39
(
2009
)
4
,
pp. 450-471
Persistent link: https://www.econbiz.de/10003899871
Saved in:
14
Equity and fixed income markets as drivers of securitised real estate
Cheong, Chee Seng
;
Gerlach, Richard
;
Stevenson, Simon
; …
- In:
Review of financial economics : RFE
18
(
2009
)
2
,
pp. 103-111
Persistent link: https://www.econbiz.de/10003901003
Saved in:
15
Comovement after joining an index : spillovers of nonfundamental effects
Ambrose, Brent William
;
Lee, Dong Wook
;
Peek, Joe
- In:
Real estate economics : journal of the American Real …
35
(
2007
)
1
,
pp. 57-90
Persistent link: https://www.econbiz.de/10003487062
Saved in:
16
The inflation hedging characteristics of US and UK investments : a multi-factor error correction approach
Hoesli, Martin
(
contributor
);
Lizieri, Colin
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003459166
Saved in:
17
Extrapolation theory and the pricing of REIT stocks
Ooi, Joseph T. L.
;
Webb, James R.
;
Zhou, Dingding
- In:
The journal of real estate research
29
(
2007
)
1
,
pp. 27-55
Persistent link: https://www.econbiz.de/10003437092
Saved in:
18
Predicting securitized real estate returns : financial and real estate factors vs. economic variables
Serrano, Camilo
;
Hoesli, Martin
-
2009
Persistent link: https://www.econbiz.de/10003937106
Saved in:
19
Real-estate risk effects on financial institutions' stock return distribution : a bivariate GARCH analysis
Elyasiani, Elyas
;
Mansur, Iqbal
;
Wetmore, Jill L.
- In:
The journal of real estate finance and economics
40
(
2010
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10003947939
Saved in:
20
On the comovement of REIT prices
Chiang, Kevin C. H.
- In:
The journal of real estate research
32
(
2010
)
2
,
pp. 187-200
Persistent link: https://www.econbiz.de/10003991110
Saved in:
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