SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Does the REIT Stock Market Resemble the General Stock Market?
16 references·16 citing·50 second hopsampled
Does the REIT Stock Market Resemble the General Stock Market? (1995)Does the REIT Stock Market Resemble the G…Market Statistics and Technical Analysis: The Role of Volume (1994)Market Statistics and Technic…The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)The Modern Industrial Revolut…Insider Trading as a Signal of Private Information (1993)Insider Trading as a Signal o…Are the Discounts on Closed-End Funds a Sentiment Index? (1993)Are the Discounts on Closed-E…Alternative Information Sources and the Information Content of Bank Loans (1993)Alternative Information Sourc…What Does the Stock Market Tell Us About Real Estate Returns? (1992)What Does the Stock Market Te…Initial public offerings of equity securities (1992)Initial public offerings of e…Stock Prices and the Supply of Information (1991)Stock Prices and the Supply o…Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS (1990)THE PERFORMANCE OF REAL ESTAT…Capital Structure Theory and REIT Security Offerings (1988)Capital Structure Theory and …The Relation Between Price Changes and Trading Volume: A Survey (1987)The Relation Between Price Ch…Liquidity, Stock Markets, and Market Makers (1987)Liquidity, Stock Markets, and…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…The "Hot Issue" Market of 1980 (1984)The "Hot Issue" Market of 1980The Information Content of Annual Earnings Announcements (1968)The Information Content of An…Explaining REIT Returns (2019)Explaining REIT ReturnsReal estate media sentiment through textual analysis (2018)Real estate media sentiment t…Forecasting the REITs and stock indices: Group Method of Data Handling Neural Network approach (2016)Forecasting the REITs and sto…Liquidity, Accounting Transparency, and the Cost of Capital: Evidence from Real Estate Investment Trusts (2014)Liquidity, Accounting Transpa…Pricing of Volatility Risk in REITs (2013)Pricing of Volatility Risk in…Forecasting Residential Real Estate Price Changes from Online Search Activity (2013)Forecasting Residential Real …Are REIT IPOs Unique? The Global Evidence (2013)Are REIT IPOs Unique? The Glo…The Impact of Switching Regimes and Monetary Shocks: An Empirical Analysis of REITs (2012)The Impact of Switching Regim…How Does Corporate Governance Affect the Quality of Investor Information? The Curious Case of REITs (2011)How Does Corporate Governance…Why Do REITs Go Private? Differences in Target Characteristics, Acquirer Motivations, and Wealth Effects in Public and Private Acquisitions (2010)Why Do REITs Go Private? Diff…On the Comovement of REIT Prices (2010)On the Comovement of REIT Pri…The Liquidity of Property Shares: An International Comparison (2009)The Liquidity of Property Sha…Time‐varying performance of four Asia‐Pacific REITs (2008)Time‐varying performance of f…The Riskiness of REITs Surrounding the October 1997 Stock Market Decline (2004)The Riskiness of REITs Surrou…The Environment and Performance of Real Estate Investment Trusts (2003)The Environment and Performan…Interactions Between Property and Equity Markets: An Investigation of Linkages in the United Kingdom 1972–1992 (1997)Interactions Between Property…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)Option Volume and Stock Prices: Evidence on Where Informed Traders Trade (1998)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)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)Investor Sentiment and the Closed‐End Fund Puzzle (1991)Do Investors Care about Sentiment? (1998)Noise Trading, Costly Arbitrage, and Asset Prices: Evidence from Closed‐end Funds (2002)Consumer Confidence and Asset Prices: Some Empirical Evidence (2004)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)Illiquidity and stock returns: cross-section and time-series effects (2002)The Cross‐Section of Volatility and Expected Returns (2006)Why new issues are underpriced (1986)Underwriter Reputation, Initial Returns, and the Long‐Run Performance of IPO Stocks (1998)Why Has IPO Underpricing Changed Over Time? (2002)Why Has IPO Underpricing Changed Over Time (2004)Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)Noise Trader Risk in Financial Markets (1990)Herding and Feedback Trading by Institutional and Individual Investors (1999)Retail Investor Sentiment and Return Comovements (2006)Does Academic Research Destroy Stock Return Predictability? (2015)The Adjustment of Stock Prices to New Information (1969)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)What Do Stock Splits Really Signal? (1996)Tick Size, Share Prices, and Stock Splits (1997)The Determinants of Mutual Fund Performance: A Cross-Country Study (2012)The Behavior of Stock-Market Prices (1965)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Differences of Opinion Make a Horse Race (1993)Market liquidity and volume around earnings announcements (1994)Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Performance Pay and Top-Management Incentives (1990)Agency costs of free cash flow, corporate finance, and takeovers (1996)Higher market valuation of companies with a small board of directors (1996)A Survey of Corporate Governance (1997)Corporate governance, chief executive officer compensation, and firm performance (1999)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Using daily stock returns (1985)Capital markets research in accounting (2001)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1993The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems8,544 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 1968The Information Content of Annual Earnings Announcements2,739 cited
  • 1987The Relation Between Price Changes and Trading Volume: A Survey2,380 cited
  • 1984The "Hot Issue" Market of 19801,586 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
  • 1994Market Statistics and Technical Analysis: The Role of Volume1,105 cited
  • 1991Stock Prices and the Supply of Information566 cited
  • 1992What Does the Stock Market Tell Us About Real Estate Returns?438 cited
  • 1993Are the Discounts on Closed-End Funds a Sentiment Index?265 cited
  • 1993Alternative Information Sources and the Information Content of Bank Loans264 cited
  • 1993Insider Trading as a Signal of Private Information198 cited
  • 1988Capital Structure Theory and REIT Security Offerings185 cited
  • 1990THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS135 cited
  • 1992Initial public offerings of equity securities135 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1987
Liquidity, Stock Markets, and Market Makers
134 cited

Cited by

  • 1997Interactions Between Property and Equity Markets: An Investigation of Linkages in the United Kingdom 1972–1992111 cited
  • 2013Forecasting Residential Real Estate Price Changes from Online Search Activity106 cited
  • 2016Forecasting the REITs and stock indices: Group Method of Data Handling Neural Network approach92 cited
  • 2003The Environment and Performance of Real Estate Investment Trusts51 cited
  • 2004The Riskiness of REITs Surrounding the October 1997 Stock Market Decline45 cited
  • 2011How Does Corporate Governance Affect the Quality of Investor Information? The Curious Case of REITs44 cited
  • 2019Explaining REIT Returns40 cited
  • 2014Liquidity, Accounting Transparency, and the Cost of Capital: Evidence from Real Estate Investment Trusts39 cited
  • 2013Pricing of Volatility Risk in REITs38 cited
  • 2010On the Comovement of REIT Prices37 cited
  • 2009The Liquidity of Property Shares: An International Comparison37 cited
  • 2018Real estate media sentiment through textual analysis36 cited
  • 2010Why Do REITs Go Private? Differences in Target Characteristics, Acquirer Motivations, and Wealth Effects in Public and Private Acquisitions32 cited
  • 2013Are REIT IPOs Unique? The Global Evidence32 cited
  • 2008Time‐varying performance of four Asia‐Pacific REITs31 cited
  • 2012The Impact of Switching Regimes and Monetary Shocks: An Empirical Analysis of REITs30 cited