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The Predictability of Equity REIT Returns: Time Variation and Economic Significance · Study

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ArticleThe Predictability of Equity REIT Returns: Time Variation and Economic Significance

David Curtis Ling2000

Article2000

The Predictability of Equity REIT Returns: Time Variation and Economic Significance

David Curtis Ling · Andy Naranjo · Michael David Ryngaert

103 citations·0/0 files stored·The Journal of Real Estate Finance and Economics

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Financial Markets and Investment Strategies Housing Market and Economics Financial Analysis and Corporate Governance

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References

1993Common risk factors in the returns on stocks and bonds 1985Does the Stock Market Overreact?2012The Econometrics of Financial Markets 1986Economic Forces and the Stock Market 1997The Econometrics of Financial Markets 1989Business conditions and expected returns on stocks and bonds 1990Evidence of Predictable Behavior of Security Returns 1977Asset returns and inflation

Cited by

2016Forecasting the REITs and stock indices: Group Method of Data Handling Neural Network approach 2002Commercial Real Estate Return Performance: A Cross-Country Analysis 2002REIT Risk Premium Sensitivity and Interest Rates 2014Leverage and Returns: A Cross-Country Analysis of Public Real Estate Markets 2007Investing for the Long-run in European Real Estate 2013Adaptive market hypothesis: evidence from the REIT market

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Year2000

Typearticle

Published2000-03-01

VenueThe Journal of Real Estate Finance and Economics

ISSN-L0895-5638

Languageen

Citations103

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1023/a:1007821103728

openalex_workW1495019602

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2003

The Environment and Performance of Real Estate Investment Trusts

2001Returns and Risk on Real Estate and Other Investments: More Evidence