Loo, Wei Kang; Anuar, Melati Ahmad; Ramakrishnan, Suresh - In: Journal of Property Investment & Finance 34 (2016) 1, pp. 68-82
Purpose – The purpose of this paper is to examine the long-run relationship and short-term linkage between the Asian REIT markets and their respective macroeconomic variables. Design/methodology/approach – The data collected comprised total return REIT Index from Japan, Hong Kong, Singapore,...