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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

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

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

Cointegration of real estate stocks and REITs with common stocks, bonds and consumer price inflation : an international comparison

Westerheide, Peter (contributor) - 2006

This paper analyses the performance of real estate securities and their relationship to other asset classes as well as to consumer price inflation in an international comparison over the period from 1990 to 2004. The analysis focuses on the long run relationships, applying three different...

Persistent link: https://www.econbiz.de/10003370051

The wealth effects of REIT property acquisitions and dispositions : the creditors' perspective

Li, Qing; Ling, David C.; Mori, Masaki; Ong, Seow-eng - In: The journal of real estate finance and economics 60 (2020) 3, pp. 308-337

Persistent link: https://www.econbiz.de/10012226680

Asymmetric downside and upside co-movements between stock and REIT markets

Chang, Kuang-Liang - In: Applied economics letters 25 (2018) 2, pp. 78-82

Persistent link: https://www.econbiz.de/10011853694

REIT operational efficiency : performance, risk, and return

Beracha, Eli; Feng, Zifeng; Hardin, William G. - In: The journal of real estate finance and economics 58 (2019) 3, pp. 408-437

Persistent link: https://www.econbiz.de/10012152012

Are REIT investors overly optimistic after equity offerings? : evidence from analyst forecast errors

Devos, Elizabeth; Devos, Erik; Ong, Seow-eng; Spieler, … - In: The journal of real estate finance and economics 59 (2019) 2, pp. 148-165

Persistent link: https://www.econbiz.de/10012152737

Good growth, bad growth : market reaction to capital raising for REIT expansion

Mansley, Nick; Wang, Zilong; Weng, Xiaoyu; Zhang, Wenjing - In: International review of financial analysis 86 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014248361

Informational efficiency and GICS classification : evidence from REITs

Liu, Shinhua - In: The quarterly review of economics and finance : journal … 85 (2022), pp. 355-362

Persistent link: https://www.econbiz.de/10013336300