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The Predictability of REIT Returns and Market Segmentation

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2013Forecasting Real Estate Prices187 cited

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1994Is there a real estate factor premium?123 cited

1998The Predictability of Equity REIT Returns111 cited

1997Interactions Between Property and Equity Markets: An Investigation of Linkages in the United Kingdom 1972–1992111 cited

2005The Case for REITs in the Mixed-Asset Portfolio in the Short and Long Run109 cited

2008Investor Sentiment and REIT Returns107 cited

2002An Examination of Volatility Spillovers in REIT Returns107 cited

2000The Predictability of Equity REIT Returns: Time Variation and Economic Significance103 cited

1995Market Microstructure and Real Estate Returns92 cited

2002REIT Risk Premium Sensitivity and Interest Rates79 cited

2007Comovement After Joining an Index: Spillovers of Nonfundamental Effects77 cited

2001Price discovery in the Hong Kong real estate market76 cited

2007Investing for the Long-run in European Real Estate66 cited

2002Momentum Effects and Mean Reversion in Real Estate Securities65 cited

2008The nature of listed real estate companies: property or equity market?63 cited

2008Are Securitized Real Estate Returns more Predictable than Stock Returns?59 cited