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Real Asset Ownership and the Risk and Return to Stockholders
7 references·5 citing·48 second hop
Real Asset Ownership and the Risk and Return to Stockholders (2001)Real Asset Ownership and the Risk and Ret…The Historical Performance of Real Estate Investment Trusts (1995)The Historical Performance of…Return Properties of Equity REITs, Common Stocks, and Commercial Real Estate: A Comparison (1993)Return Properties of Equity R…What Does the Stock Market Tell Us About Real Estate Returns? (1992)What Does the Stock Market Te…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Risk and Return on Real Estate: Evidence from Equity REITs (1990)Risk and Return on Real Estat…The Importance of a Market-Value Measurement of Debt in Assessing Leverage (1980)The Importance of a Market-Va…The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors (1970)The Estimation of Simultaneou…Real Estate Investments, Product Market Competition and Stock Returns (2017)Real Estate Investments, Prod…Real Estate Ownership, Leasing Intensity, and Value: Do Stock Returns Reflect a Firm’s Real Estate Holdings? (2010)Real Estate Ownership, Leasin…Value creation and the impact of corporate real estate assets (2009)Value creation and the impact…Does corporate real estate create wealth for shareholders? (2004)Does corporate real estate cr…Corporate governance, strategy and corporations law (2004)Corporate governance, strateg…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Real Estate Investment Funds: Performance and Portfolio Considerations (1984)Hotel Real Estate Investment Trusts' Risk Features and Beta Determinants (2002)REITs and Idiosyncratic Risk (2004)Investor Sentiment and REIT Returns (2008)Permanent and Temporary Components of Stock Prices (1988)Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Closed‐End Fund Puzzle (1991)Real estate is not normal: A fresh look at real estate return distributions (1995)Appraisal Smoothing and Price Discovery in Real Estate Markets (2003)Are REITs real estate? Evidence from international sector level data (2012)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)Further Evidence on the Integration of REIT, Bond, and Stock Returns (2000)The Quest for Value: A Guide for Senior Managers (1991)EVA™: FAST AND FANTASY (1994)The Search for the Best Financial Performance Measure (1997)A test of corporate real estate strategies and operating decisions in support of core business strategies (2011)Economic Value Added and Traditional Accounting Measures for Shareholder's Wealth Creation (2017)Determinants of corporate borrowing (1977)Corporate Real Estate Ownership Implications: International Performance Evidence (2005)Capital structure around the world: The roles of firm- and country-specific determinants (2008)The Exchange-Rate Exposure of U.S. Multinationals (1990)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Leasing, Ability to Repossess, and Debt Capacity (2008)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)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Asset specificity and vertical integration in franchising (1994)Agency costs, taxes and debt: The UK evidence (1995)Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature (2015)The arbitrage theory of capital asset pricing (1976)Economic Forces and the Stock Market (1986)Performance measurement with the arbitrage pricing theory (1986)The predictability of returns on equity REITs and their co-movement with other assets (1992)The Integration of Commercial Real Estate Markets and Stock Markets (1999)Are Government Activities Productive? Evidence from a Panel of U.S. States (1994)Illegal Immigration, Border Enforcement, and Relative Wages: Evidence from Apprehensions at the U.S.-Mexico Border (1999)Residential Construction: Using the Urban Growth Model to Estimate Housing Supply (2000)
this work references cited by second hop

References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1992What Does the Stock Market Tell Us About Real Estate Returns?438 cited
  • 1970The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors406 cited
  • 1990Risk and Return on Real Estate: Evidence from Equity REITs365 cited
  • 1993Return Properties of Equity REITs, Common Stocks, and Commercial Real Estate: A Comparison207 cited
  • 1980The Importance of a Market-Value Measurement of Debt in Assessing Leverage196 cited
  • 1995The Historical Performance of Real Estate Investment Trusts117 cited

Cited by

  • 2004Does corporate real estate create wealth for shareholders?43 cited
  • 2010Real Estate Ownership, Leasing Intensity, and Value: Do Stock Returns Reflect a Firm’s Real Estate Holdings?26 cited
  • 2009Value creation and the impact of corporate real estate assets25 cited
  • 2004Corporate governance, strategy and corporations law19 cited
  • 2017Real Estate Investments, Product Market Competition and Stock Returns14 cited

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