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Are securitized real estate returns more predictable than stocks return?

Serrano, Camilo; Hoesli, Martin - 2008

Persistent link: https://www.econbiz.de/10003936784

Serrano, Camilo; Hoesli, Martin - 2007

This paper analyzes the role played by financial assets, direct real estate, and the Fama and French factors in explaining EREIT returns and examines the usefulness of these variables in forecasting returns. Four models are analyzed and their predictive potential is assessed by comparing three...

Persistent link: https://www.econbiz.de/10003961071

Are securitized real estate returns more predictable than stock returns?

Serrano, Camilo; Hoesli, Martin - 2008

This paper examines whether the predictability of securitized real estate returns differs from that of stock returns …. It also provides a cross-country comparison of securitized real estate return predictability. In contrast to most of the … results. We use a time series approach and thus create a level playing field to compare the predictability of the two asset …

Persistent link: https://www.econbiz.de/10003962134

Real estate investment trust returns : predictability and determinants

Bao, Helen X. H.; Gong, Pu; Yang, Boli - In: Journal of real estate practice and education : a … 18 (2015) 1, pp. 107-115

Persistent link: https://www.econbiz.de/10011339281

Global real estate mutual funds : regional exposure and forecasting skill

Rodríguez, Javier; Romero, Herminio - In: International journal of managerial finance : IJMF 10 (2014) 2, pp. 168-179

Persistent link: https://www.econbiz.de/10010376425

Adaptive market hypothesis : evidence from the REIT market

Zhou, Jian; Lee, Jin Man - In: Applied financial economics 23 (2013) 19/21, pp. 1649-1662

Persistent link: https://www.econbiz.de/10010259752

Conditional market beta for REITs : a comparison of modeling techniques

Zhou, Jian - In: Economic modelling 30 (2013), pp. 196-204

Persistent link: https://www.econbiz.de/10009703687

Are securitized real estate returns more predictable than stock returns?

Serrano, Camilo; Hoesli, Martin - In: The journal of real estate finance and economics 41 (2010) 2, pp. 170-192

Persistent link: https://www.econbiz.de/10009297679

Equally weighted vs. long-run optimal portfolios

Fugazza, Carolina; Guidolin, Massimo; Nicodano, Giovanna - In: European financial management : the journal of the … 21 (2015) 4, pp. 742-789

Persistent link: https://www.econbiz.de/10011408525

Rationality and momentum in real estate investment forecasts

Papastamos, Dēmētrēs; Muzakēs, Phōtēs; Stevenson, … - 2014

Persistent link: https://www.econbiz.de/10010387939