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Study of REIT ETF beta

Ivanov, Stoyu I. - In: Journal of risk finance : the convergence of financial … 17 (2016) 3, pp. 347-369

Persistent link: https://www.econbiz.de/10011628415

Beyond friendly acquisitions : the case of REITs

Lu, Chiuling; Mao, Tzujui; Shen, Yang-pin - In: Review of quantitative finance and accounting 44 (2015) 1, pp. 139-159

Persistent link: https://www.econbiz.de/10011327647

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

Exploring a three-factor dependence structure of conditional volatilities : some quantile regression evidence from real estate investment trusts

Liow, Kim Hiang - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-13

market, and global stock market. There is a positive and significant dependence between REITs and three factors for every …

Persistent link: https://www.econbiz.de/10013273545

The evaluation of the impact of macroeconomic indicators on the performance of listed real estate companies and REITs

Cohen, Viktorija; Burinskas, Arūnas - In: Mokslo darbai / Vilniaus Universitetas 99 (2020) 1, pp. 79-92

, inflation and assesses their impact on the performance of the European listed real estate companies and REITs. Empirical results …

Persistent link: https://www.econbiz.de/10012264548

Volatility analysis of REITs : empirical evidence for the EU peripheral countries

Begiazi, Kyriaki; Asteriou, Dimitrios - In: International journal of banking, accounting and finance 6 (2015) 2, pp. 87-98

Persistent link: https://www.econbiz.de/10011607417

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

Investor attention and the expected returns of reits

Yung, Kenneth K.; Nafar, Nadia - In: International review of economics & finance : IREF 48 (2017), pp. 423-439

Persistent link: https://www.econbiz.de/10011747327

Option price implied information and REIT returns

Cao, Jie; Han, Bing; Song, Linjia; Zhan, Xintong - 2021

-based measures using REITs. REITs are more transparent and efficiently priced than general stocks, but REIT options are less liquid …

Persistent link: https://www.econbiz.de/10012593737

REIT long-term returns and wealth creation

Huang, Gow-Cheng; Liano, Kartono; Pan, Ming-Shiun - In: Journal of real estate research : JRER ; a publication … 46 (2024) 2, pp. 245-266

Persistent link: https://www.econbiz.de/10014582212

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