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Securitized Real Estate and its Link with Financial Assets and Real Estate: An International Analysis
16 references·2 citing·41 second hop
Securitized Real Estate and its Link with Financial Assets and Real Estate: An International Analysis (2007)Securitized Real Estate and its Link with…The Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns (2003)The Relative Importance of St…Commercial Real Estate Return Performance: A Cross-Country Analysis (2002)Commercial Real Estate Return…The Time-Varying Nature of the Link between REIT, Real Estate and Financial Asset Returns (2001)The Time-Varying Nature of th…Further Evidence on the Integration of REIT, Bond, and Stock Returns (2000)Further Evidence on the Integ…The Variation of Economic Risk Premiums in Real Estate Returns (1998)The Variation of Economic Ris…Continental Factors in International Real Estate Returns (1998)Continental Factors in Intern…U.S. REITs as an Asset Class in International Investment Portfolios (1997)U.S. REITs as an Asset Class …International Evidence on Real Estate Securities as an Inflation Hedge (1997)International Evidence on Rea…Do Common Risk Factors in the Returns on Stocks and Bonds Explain Returns on REITs? (1997)Do Common Risk Factors in the…Linkages between direct and indirect property performance in Hong Kong (1996)Linkages between direct and i…Real Estate Investment Trusts: A Review of the Financial Economics Literature (1995)Real Estate Investment Trusts…Is there a real estate factor premium? (1994)Is there a real estate factor…What Does the Stock Market Tell Us About Real Estate Returns? (1992)What Does the Stock Market Te…The predictability of returns on equity REITs and their co-movement with other assets (1992)The predictability of returns…Risk and Return on Real Estate: Evidence from Equity REITs (1990)Risk and Return on Real Estat…Equity Real Estate Investment Trusts and Real Estate Returns (1990)Equity Real Estate Investment…Integration between real estate equity and non-real estate equity (2014)Integration between real esta…The Hybrid Characteristic of REIT Returns: Evidence from Japanese and U.S. States Markets (2010)The Hybrid Characteristic of …Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)A New Class of Tests of Contagion With Applications (2010)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)A Theory of the Term Structure of Interest Rates (1985)International Real Estate Returns: A Multifactor, Multicountry Approach (2003)The response of real estate investment trust returns to macroeconomic shocks (2003)Long-Term Co-Memories and Short-Run Adjustment: Securitized Real Estate and Stock Markets (2005)The Econometric Analysis of Time Series. (1983)Commercial Real Estate Analysis and Investments (2000)Multivariate Modeling of Daily REIT Volatility (2006)Dynamic Correlations Among Asset Classes: REIT and Stock Returns (2010)Are REITs real estate? Evidence from international sector level data (2012)The arbitrage theory of capital asset pricing (1976)Price Discovery in American and British Property Markets (1995)The relationship between return and market value of common stocks (1981)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)The information content of funds from operations (FFO) for real estate investment trusts (REITs) (1999)Intra-industry momentum: the case of REITs (2003)Asset returns and inflation (1977)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)Estimating Market Values from Appraised Values without Assuming an Efficient Market (1993)Do Real Estate Prices and Stock Prices Move Together? An International Analysis (1999)Economic Forces and the Stock Market (1986)Business conditions and expected returns on stocks and bonds (1989)Economic Risk Factors and Commercial Real Estate Returns (1997)Forecasting Real Estate Prices (2013)COMMON STOCKS AS A HEDGE AGAINST INFLATION (1976)The Fiscal and Monetary Linkage Between Stock Returns and Inflation (1983)REIT Returns and Inflation: Perverse or Reverse Causality Effects? (2002)Investing in International Real Estate Stocks: A Review of the Literature (2003)Performance measurement with the arbitrage pricing theory (1986)The Integration of Commercial Real Estate Markets and Stock Markets (1999)Herding and Feedback Trading by Institutional and Individual Investors (1999)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2000)Public Versus Private Real Estate Equities: A More Refined, Long-Term Comparison (2005)The Degree of Financial Liberalization and Aggregated Stock-Return Volatility in Emerging Markets (2009)
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References

  • 1992What Does the Stock Market Tell Us About Real Estate Returns?438 cited
  • 1990Risk and Return on Real Estate: Evidence from Equity REITs365 cited
  • 2000Further Evidence on the Integration of REIT, Bond, and Stock Returns318 cited
  • 1992The predictability of returns on equity REITs and their co-movement with other assets284 cited
  • 2003The Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns254 cited
  • 1990Equity Real Estate Investment Trusts and Real Estate Returns253 cited
  • 2001The Time-Varying Nature of the Link between REIT, Real Estate and Financial Asset Returns229 cited
  • 1997Do Common Risk Factors in the Returns on Stocks and Bonds Explain Returns on REITs?210 cited
  • 1998The Variation of Economic Risk Premiums in Real Estate Returns172 cited
  • 1997International Evidence on Real Estate Securities as an Inflation Hedge143 cited
  • 1998Continental Factors in International Real Estate Returns127 cited
  • 1994Is there a real estate factor premium?123 cited
  • 1995Real Estate Investment Trusts: A Review of the Financial Economics Literature110 cited
  • 2002Commercial Real Estate Return Performance: A Cross-Country Analysis105 cited
  • 1997U.S. REITs as an Asset Class in International Investment Portfolios

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87 cited
  • 1996Linkages between direct and indirect property performance in Hong Kong86 cited
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    • 2014Integration between real estate equity and non-real estate equity18 cited
    • 2010The Hybrid Characteristic of REIT Returns: Evidence from Japanese and U.S. States Markets18 cited