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Do traditional real estate ETFs increase the volatility of REITs?

Hardin, William G.; Hurwitz, Catalina; Parhizgari, Ali M. - In: Journal of real estate research : JRER ; a publication … 42 (2020) 4, pp. 439-475

Persistent link: https://www.econbiz.de/10012414424

Macroeconomic risks and REITs returns : a comparative analysis

Kola, Katlego; Kodongo, Odongo - In: Research in international business and finance 42 (2017), pp. 1228-1243

Persistent link: https://www.econbiz.de/10011760970

Explaining REIT returns

Letdin, Mariya; Sirmans, Corbitt Stace; Sirmans, G. Stacy; … - In: Journal of real estate literature : a publication of … 27 (2019) 1, pp. 3-25

Persistent link: https://www.econbiz.de/10012416738

Does change in economic policy uncertainty affect real estate investment trusts (REITs)?

Sadhwani, Ranjeeta; Rajput, Suresh Kumar Oad; Ali-Rind, Asad - In: Annals of financial economics 14 (2019) 4, pp. 1-24

Persistent link: https://www.econbiz.de/10012226593

Shareholder composition, share turnover, and returns in volatile markets : the case of international REITs

Brounen, Dirk; Kok, Nils; Ling, David C. - In: Journal of international money and finance 31 (2012) 7, pp. 1867-1889

Persistent link: https://www.econbiz.de/10009696563

International volatility transmission of reit returns

Li, Deqing Diane; Lin, YingChou; Jin, John - In: The international journal of business and finance … 6 (2012) 3, pp. 41-51

Persistent link: https://www.econbiz.de/10009621170

The interaction of volatility, volume and skewness : empirical evidence from REITs

Akimov, Alexey; Hutson, Elaine; Stevenson, Simon - 2013

Persistent link: https://www.econbiz.de/10010239516

The causal relationships between stock returns, trading volume, and volatility : empirical evidence from Asian listed real estate companies

Hsieh, Hui-ching Sana - In: International journal of managerial finance : IJMF 10 (2014) 2, pp. 218-240

Persistent link: https://www.econbiz.de/10010376959

Towards a better understanding of stocks, interest rate derivatives and real estate investment trusts : three essays in financial economics

Han, Bing - 2002

Persistent link: https://www.econbiz.de/10003629694

The liquidity crisis, investor sentiment, and REIT returns and volatility

Huerta, Daniel; Egly, Peter V.; Escobari, Diego - 2015 - Version: November 2015

REIT returns and volatility over the sample period from December 2001 to February 2013. We find that the liquidity crisis … negatively impacts REIT returns and helps explain increases in volatility; this finding is robust to multiple specifications. We …

Persistent link: https://www.econbiz.de/10011402963

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