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Apartment REITs and Apartment Real Estate
6 references·6 citing·43 second hop
Apartment REITs and Apartment Real Estate (1996)Apartment REITs and Apartment Real EstateEquity Real Estate Investment Trusts and Real Estate Returns (1990)Equity Real Estate Investment…Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns (1989)Estimating Real Estate's Syst…Bias in Appraisal‐Based Returns (1989)Bias in Appraisal‐Based Retur…A Note on the use of Appraisal Data in Indexes of Performance Measurement (1988)A Note on the use of Appraisa…Portfolio Diversification and Return Benefits— Common Stock vs. Real Estate Investment Trusts (REITs) (1987)Portfolio Diversification and…20% in Real Estate (1984)20% in Real EstateConstructing an investment return series for the UK unlisted infrastructure market: estimation and application (2011)Constructing an investment re…The Role of Residential REITs in REIT Portfolios (2009)The Role of Residential REITs…House Prices and Bubbles in New Zealand (2007)House Prices and Bubbles in N…The Asymmetric REIT-Beta Puzzle (2000)The Asymmetric REIT-Beta Puzz…Are REIT Returns Hedgeable? (1998)Are REIT Returns Hedgeable?A Fundamental Examination of Securitized and Unsecuritized Real Estate (1995)A Fundamental Examination of …Separation of Ownership and Control (1983)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)The Long-Term Advantages to Incorporating Indirect Securities in Direct Real Estate Portfolios (2001)The arbitrage theory of capital asset pricing (1976)Price Discovery in American and British Property Markets (1995)The Time-Varying Nature of the Link between REIT, Real Estate and Financial Asset Returns (2001)The Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns (2003)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Real Estate Returns: A Comparison with Other Investments (1984)Empirical Tests of the Consumption‐Oriented CAPM (1989)Smoothing in Commercial Property Valuations: Evidence from Individual Appraisals (2001)Do Out‐of‐State Buyers Pay More for Real Estate? An Examination of Anchoring‐Induced Bias and Search Costs (2004)Illiquidity and Pricing Biases in the Real Estate Market (2007)Portfolio Selection: Efficient Diversification of Investments. (1962)Estimation Risk and Optimal Portfolio Choice. (1980)Diversification Categories in Investment Real Estate (1986)Appraisal Smoothing: The Other Side of the Story (1998)Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach (1986)Owner-occupied homes, income-producing properties, and REITs as inflation hedges: Empirical findings (1988)The predictability of returns on equity REITs and their co-movement with other assets (1992)The Effectiveness of A-Reit Futures as a Risk Management Strategy in the Global Financial Crisis (2010)The relationship between return and market value of common stocks (1981)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)The Conditional CAPM and the Cross-Section of Expected Returns (1996)Are REITs a good shelter from financial crises? Evidence from the Asian markets (2013)Volatility clustering, leverage, size, or contagion effects: The fluctuations of Asian real estate investment trust returns (2013)Time-Varying Betas of US REITs from 1972 to 2013 (2015)An Intertemporal Capital Asset Pricing Model (1973)Continuous Auctions and Insider Trading (1985)Noise Trader Risk in Financial Markets (1990)Resilience and housing markets: Who is it really for? (2018)Some Studies of Variability of Returns on Investments in Common Stocks (1970)Real Estate Investment Funds: Performance and Portfolio Considerations (1984)Selling Price and Marketing Time in the Residential Real Estate Market (1989)The Impact of Landfills on Residential Property Values (1992)The Asymmetric Wealth Effect in the US Housing and Stock Markets: Evidence from the Threshold Cointegration Model (2011)The Role of Real Estate in the Portfolio Allocation Process (1996)Diversification Issues in Real Estate Investment (1999)Public Versus Private Real Estate Equities: A More Refined, Long-Term Comparison (2005)Real Estate Valuation: The Effect of Market and Property Cycles (1994)Property shares, appraisals and the stock market: An international perspective (1996)Unit Roots and Structural Change (2011)
this work references cited by second hop

References

  • 1990Equity Real Estate Investment Trusts and Real Estate Returns253 cited
  • 1989Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns185 cited
  • 198420% in Real Estate124 cited
  • 1989Bias in Appraisal‐Based Returns121 cited
  • 1988A Note on the use of Appraisal Data in Indexes of Performance Measurement93 cited
  • 1987Portfolio Diversification and Return Benefits— Common Stock vs. Real Estate Investment Trusts (REITs)90 cited

Cited by

  • 2007House Prices and Bubbles in New Zealand69 cited
  • 2000The Asymmetric REIT-Beta Puzzle26 cited
  • 1998Are REIT Returns Hedgeable?21 cited
  • 1995A Fundamental Examination of Securitized and Unsecuritized Real Estate21 cited
  • 2009The Role of Residential REITs in REIT Portfolios21 cited
  • 2011Constructing an investment return series for the UK unlisted infrastructure market: estimation and application17 cited

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