On the Hybrid Nature of REITsWalter I. Boudry, N. Edward Coulson, Jarl G. Kallberg, Crocker Herbert Liu2011-08-31articleThe Journal of Real Estate Finance and Economics82 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesHousing Market and EconomicsFinancial Analysis and Corporate GovernanceAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 82 citations exist upstream.References1987Co-Integration and Error Correction: Representation, Estimation, and Testing1988Testing for a Unit Root in Time Series Regression1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?1987Time Series Regression with a Unit Root2006What Works in Securities Laws?1988Stock Prices, Earnings, and Expected Dividends2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic RiskCited by2012Are REITs Real Estate? Evidence from International Sector Level Data2016Spillover Risks in REITs and other Asset Markets2018Why are REITS Currently So Expensive?2015Class Differences in Real Estate Private Equity Fund Performance2017Low‐frequency volatility of real estate securities and macroeconomic risk