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REIT markets and rational speculative bubbles: an empirical investigation
16 references·0 citing·37 second hop
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 2019American Economic Review10,902 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1990Econometric Models and Economic Forecasts4,945 cited
  • 2001Cointegration and Threshold Adjustment1,149 cited
  • 1993Testing for a Unit Root872 cited
  • 1988Explosive Rational Bubbles in Stock Prices705 cited
  • 1991Pitfalls in Testing for Explosive Bubbles in Asset Prices685 cited
  • 2013The Journal of Real Estate Finance and Economics512 cited
  • 2010Co-Integration and Error-Correction: Representation, Estimation, and Testing489 cited
  • 1988The Theory of Rational Bubbles in Stock Prices397 cited
  • 1997Valuation uncertainty, institutional involvement, and the underpricing of IPOs: The case of REITs236 cited
  • 2002Real Estate Investment Trusts: Structure, Performance, and Investment Opportunities177 cited
  • 1999Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:164 cited

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2000
The Pricing of Seasoned Equity Offerings: Evidence from REITs
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