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The cost of equity estimation in emerging Europe : the case of Bulgarian REITs

Kanaryan, Nigokhos; Chuknyisky, Peter; Kasarova, Violeta - In: Journal of property investment & finance 33 (2015) 6, pp. 517-529

Persistent link: https://www.econbiz.de/10011456609

Do REITs outperform stocks and fixed-income assets? : new evidence from mean-variance and stochastic dominance approaches

Chiang, Thomas C.; Hooi Hooi Lean; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 1 (2008) 1, pp. 1-40

This paper re-examines the performance of REITs, stocks, and fixed-income assets based on the preferences of risk-averse and risk-seeking investors using mean-variance and stochastic dominance approaches. Our findings indicate no first-order stochastic dominance and no arbitrage opportunity...

Persistent link: https://www.econbiz.de/10011556251

Asymmetric dynamics in REIT prices : further evidence based on quantile regression analysis

Lee, Chien-chiang; Lee, Cheng-Feng; Lee, Chi-Chuan - In: Economic modelling 42 (2014), pp. 29-37

Persistent link: https://www.econbiz.de/10010478286

Market discounts and shareholder benefits : evidence from Australian REIT private placements

Ratcliffe, Christopher; Dimovski, Bill - In: Journal of property investment & finance 32 (2014) 6, pp. 570-588

Persistent link: https://www.econbiz.de/10010416253

Can linear predictability models time bull and bear real estate markets? : out-of-sample evidence from REIT portfolios

Bianchi, Daniele; Guidolin, Massimo - In: The journal of real estate finance and economics 49 (2014) 1, pp. 116-164

Persistent link: https://www.econbiz.de/10010422318

Are we overestimating REIT idiosyncratic risk? : analysis of pricing effects and persistence

Abugri, Benjamin Adam; Dutta, Sandip - In: International review of economics & finance : IREF 29 (2014), pp. 249-259

Persistent link: https://www.econbiz.de/10010431425

Effects of monetary policy on the REIT returns : evidence from the United Kingdom

Fatnassi, Ibrahim; Slim, Chaouachi; Ftiti, Zied; Ben … - In: Research in international business and finance 32 (2014), pp. 15-26

Persistent link: https://www.econbiz.de/10010433983

Time-varying correlation between stock market returns and real estate returns

Heaney, Richard A.; Sriananthakumar, Sivagowry - In: Journal of empirical finance 19 (2012) 4, pp. 583-594

Persistent link: https://www.econbiz.de/10009615660

Dynamic modelling of real estate investment trusts and stock markets

Lee, Chien-chiang; Chien, Mei-Se; Lin, Tsoyu Calvin - In: Economic modelling 29 (2012) 2, pp. 395-407

Persistent link: https://www.econbiz.de/10009536806

Time-varying real estate sensitivities of mortgage REITs

Chiu, Banghan; Lee, Ming-te; Lee, Ming-long; Chiang, … - In: Applied economics letters 17 (2010) 16/18, pp. 1633-1640

Persistent link: https://www.econbiz.de/10009232169