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The Determinants of REIT Institutional Ownership: Tests of the CAPM
5 references·7 citing·47 second hop
The Determinants of REIT Institutional Ownership: Tests of the CAPM (2000)The Determinants of REIT Institutional Ow…The Value in Targeting Institutional Investors: Evidence from the Five‐or‐Fewer Rule Change (1998)The Value in Targeting Instit…Determinants of Relative Investor Demand for Common Stocks (1994)Determinants of Relative Inve…Artificial neural network models for forecasting and decision making (1994)Artificial neural network mod…Patterns of Institutional Investment, Prudence, and the Managerial "Safety-Net" Hypothesis (1989)Patterns of Institutional Inv…INDIVIDUAL INVESTOR RISK AVERSION AND INVESTMENT PORTFOLIO COMPOSITION (1975)INDIVIDUAL INVESTOR RISK AVER…Good Growth, Bad Growth: How Effective are REITs’ Corporate Watchdogs? (2017)Good Growth, Bad Growth: How …Real estate sentiment as information for REIT bond pricing (2016)Real estate sentiment as info…REIT Organizational Structure, Institutional Ownership, and Stock Performance (2014)REIT Organizational Structure…The Impact of Institutional Ownership on REIT Performance (2013)The Impact of Institutional O…What Determines Stock Price Synchronicity in REITs? (2010)What Determines Stock Price S…The Changing Benefit of REITs to the Mixed-Asset Portfolio (2010)The Changing Benefit of REITs…REIT Stock Prices with Inflation Hedging and Illusion (2010)REIT Stock Prices with Inflat…Dividend Policy, Growth, and the Valuation of Shares (1961)Aspects of the Theory of Risk-Bearing. (1966)The effect of personal taxes and dividends on capital asset prices (1979)Institutional portfolio composition: An examination of the prudent investment hypothesis (1998)Institutional block-holdings of UK firms: do corporate governance mechanisms matter? (2010)Information asymmetry, disclosure and foreign institutional investment: An empirical investigation of the impact of the Sarbanes-Oxley Act (2015)Risk and Return on Real Estate: Evidence from Equity REITs (1990)What Does the Stock Market Tell Us About Real Estate Returns? (1992)Risk-Adjusted Performance (1997)The significance and performance of French REITs (SIICs) in a mixed‐asset portfolio (2013)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)A neural network model for bankruptcy prediction (1990)Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)How effective are neural networks at forecasting and prediction? A review and evaluation (1998)Comparison of direct and iterative artificial neural network forecast approaches in multi-periodic time series forecasting (2008)Stock price prediction using DEEP learning algorithm and its comparison with machine learning algorithms (2019)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Does the degree of relative risk aversion vary with household characteristics? (1996)Gender Differences in Risk Aversion and Expected Retirement Benefits (2007)The Political Economy of the Investment Treaty Regime (2017)Theory of games and economic behavior (2019)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Credit Rationing in Markets with Imperfect Information (1981)Tone in REIT financial statements and institutional investments (2019)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)Exchange rate exposure of REITs (2016)Unexpected Inflation, Capital Structure, and Real Risk‐adjusted Firm Performance (2017)Listed Real Estate as an Inflation Hedge Across Regimes (2023)The Quarterly Journal of Economics (2024)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)The Environment and Performance of Real Estate Investment Trusts (2003)The Geography of Real Property Information and Investment: Firm Location, Asset Location and Institutional Ownership (2019)Institutional common ownership and firm value: Evidence from real estate investment trusts (2020)Large Shareholders and Corporate Control (1986)Monitoring: Which institutions matter? (2007)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Separation of Ownership and Control (1983)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Employee productivity and REIT performance (2019)The Effect of Legal Environment and Regulatory Structure on Performance: Cross-Country Evidence from REITs (2020)A Test of the Theory of Tax Clienteles for Dividend Policies (1999)The role of institutional ownership in the market for auditing services: an empirical investigation (2002)The Pacification of Institutional Investors (2008)
this work references cited by second hop

References

  • 1975INDIVIDUAL INVESTOR RISK AVERSION AND INVESTMENT PORTFOLIO COMPOSITION500 cited
  • 1994Artificial neural network models for forecasting and decision making450 cited
  • 1989Patterns of Institutional Investment, Prudence, and the Managerial "Safety-Net" Hypothesis253 cited
  • 1998The Value in Targeting Institutional Investors: Evidence from the Five‐or‐Fewer Rule Change55 cited
  • 1994Determinants of Relative Investor Demand for Common Stocks44 cited

Cited by

  • 2010The Changing Benefit of REITs to the Mixed-Asset Portfolio32 cited
  • 2017Good Growth, Bad Growth: How Effective are REITs’ Corporate Watchdogs?24 cited
  • 2010REIT Stock Prices with Inflation Hedging and Illusion24 cited
  • 2014REIT Organizational Structure, Institutional Ownership, and Stock Performance23 cited
  • 2010What Determines Stock Price Synchronicity in REITs?23 cited
  • 2016Real estate sentiment as information for REIT bond pricing22 cited
  • 2013The Impact of Institutional Ownership on REIT Performance21 cited

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