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Performance evaluation and volatility of Turkey REITs during COVID-19 pandemic

Monsurat Ayojimi Salami; Tanrivermiş, Harun; … - In: Journal of property investment & finance 41 (2023) 5, pp. 473-505

Persistent link: https://www.econbiz.de/10014338609

Macroeconomic Uncertainty and Predictability of Real Estate Returns : The Impact of Asset Liquidity

Nayar, Nandkumar; Price, S. McKay; Shen, Ke - 2023

Recent research has shown that macroeconomic uncertainty is a significant factor that is contemporaneously incorporated into asset returns. Therefore, it should not have a role in predicting future returns. At the same time, separate research has demonstrated that illiquidity is related to...

Persistent link: https://www.econbiz.de/10014350917

Information spillovers in Hong Kong REITs and related asset markets

Liu, Jian; Chen, Yan; Liao, Shufei; Cheng, Cheng; Fu, Yongge - In: The quarterly review of economics and finance : journal … 92 (2023), pp. 215-229

Persistent link: https://www.econbiz.de/10014490283

Extreme return and volatility connectedness among real estate tokens, REITs, and other assets : Tthe role of global factors and portfolio implications

Abdullah, Mohammad; Adeabah, David; Abakah, Emmanuel … - In: Finance research letters 56 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014473599

Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets

Mensi, Walid; Jiang, Zhuhua; Xuan Vinh Vo; Yoon, Seong-min - In: Australian economic papers 62 (2023) 4, pp. 597-615

Persistent link: https://www.econbiz.de/10014443716

Are REITS hedge or safe haven against oil price fall?

Hanif, Waqas; Andraz, Jorge M.; Gubareva, Mariya; … - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10014446404

Listed real estate futures trading, market efficiency, and direct real estate linkages : international evidence

Lee, Chyi Lin; Stevenson, Simon; Cho, Hyunbum - In: Journal of international money and finance 127 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013435638

Volatility and the cross-section of real estate equity returns during covid-19

Milcheva, Stanimira - In: The journal of real estate finance and economics 65 (2022) 2, pp. 293-320

Persistent link: https://www.econbiz.de/10013438635

Climate risks and prediction of sectoral REITs volatility : international evidence

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Bouri, Elie - 2024

Persistent link: https://www.econbiz.de/10014635867

The risk and return characteristics of stock market-based real estate indexes and their relation to appraisal-based returns

Gyourko, Joseph E.; Keim, Donald B. - 1990

Persistent link: https://www.econbiz.de/10000800644