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REIT Returns and Inflation: Perverse or Reverse Causality Effects? · Study

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ArticleREIT Returns and Inflation: Perverse or Reverse Causality Effects?

John L. Glascock2002

Article2002

REIT Returns and Inflation: Perverse or Reverse Causality Effects?

John L. Glascock · Chiuling Lu · Raymond W. So

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

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Housing Market and Economics

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1977Asset returns and inflation 1981Stock Returns, Real Activity, Inflation, and Money 1989Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy 1983The Fiscal and Monetary Linkage Between Stock Returns and Inflation 1997On Stock Market Returns and Monetary Policy 1976COMMON STOCKS AS A HEDGE AGAINST INFLATION 1976INFLATION AND RATES OF RETURN ON COMMON STOCKS

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2020The inflation hedging properties of gold, stocks and real estate: A comparative analysis 2007Comovement After Joining an Index: Spillovers of Nonfundamental Effects 2007The Asymmetric Response of Equity REIT Returns to Inflation 2007Momentum Profitability and Market Trend: Evidence from REITs 2004The Riskiness of REITs Surrounding the October 1997 Stock Market Decline 2003Shocks to macroeconomic state variables and the risk premium of REITs

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Year2002

Typearticle

Published2002-05-01

VenueThe Journal of Real Estate Finance and Economics

ISSN-L0895-5638

Languageen

Citations93

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1023/a:1015221515787

openalex_workW1560318979

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2017Low‐frequency volatility of real estate securities and macroeconomic risk

2014DO EUROPEAN REAL ESTATE STOCKS HEDGE INFLATION? EVIDENCE FROM DEVELOPED AND EMERGING MARKETS