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The impact of leverage on the idiosyncratic risk and return relationship of REITs around the financial crisis

Gerlach, Richard; Obaydin, Ivan; Zurbruegg, Ralf - In: International review of economics & finance : IREF 38 (2015), pp. 207-219

Persistent link: https://www.econbiz.de/10011572352

Facts or fates of investors' losses during crises? : evidence from REIT-stock volatility and tail dependence structures

Huang, MeiChi; Wu, Chih-Chiang; Liu, Shih-Min; Wu, Chang-Che - In: International review of economics & finance : IREF 42 (2016), pp. 54-71

Persistent link: https://www.econbiz.de/10011625055

REIT crash risk and institutional investors

An, Heng; Wu, Qun; Wu, Zhonghua - In: The journal of real estate finance and economics 53 (2016) 4, pp. 527-558

Persistent link: https://www.econbiz.de/10011717582

COVID‑19 and REITs crash : predictability and market conditions

Ahn, Kwangwon; Jang, Hanwool; Kim, Jinu; Ryu, Inug - In: Computational economics 63 (2024) 3, pp. 1159-1172

Persistent link: https://www.econbiz.de/10014546355

REIT Crash Risk and Institutional Investors

An, Heng - 2016

This paper examines the relationship between the stock crash risk of REITs and different types of institutional investors. First, when we classify REIT institutional investors by their legal type, we find that the ownership of pension funds (bank trusts) is negatively (positively) related to...

Persistent link: https://www.econbiz.de/10012981822

Are there contagion effects in the REIT market? : the case of Brexit

Wu, Ming-Che; Liau, Yung-Shi; Wang, Yung-Chang - In: Economic research 34 (2021) 1,1, pp. 410-426

Persistent link: https://www.econbiz.de/10013341642

Asset Pricing, Real Estate and Public Finance over the Crisis

Carretta, Alessandro (ed.); Mattarocci, Gianluca (ed.) - 2013

The current financial crisis started from the US real estate market and after, though the increase of risk premium requested by investors and due to the lack of liquidity of all financial markets, it became a world financial crisis. A detailed analysis during the crisis focuses attention on...