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The Development and Performance of Listed Property Trust Futures
5 references·1 citing·27 second hop
The Development and Performance of Listed Property Trust Futures (2004)The Development and Performance of Listed…Property Investment: Principles and Practice of Portfolio Management (2000)Property Investment: Principl…Long-Term Dependencies and Long Run Non-Periodic Co-Cycles: Real Estate and Stock Markets (1999)Long-Term Dependencies and Lo…Home Equity Insurance (1994)Home Equity InsuranceMeasuring Real Estate Returns (1993)Measuring Real Estate ReturnsIndex- Based Futures And Options Markets In Real Estate (1993)Index- Based Futures And Opti…Hedging effectiveness of REIT futures (2012)Hedging effectiveness of REIT…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Long-term Memory in Volatility: Some Evidence from International Securitized Real Estate Markets (2008)REITs and the financial crisis: Empirical evidence from the U.S. (2009)Long memory and level shifts in REITs returns and volatility (2015)Hedging Performance and Basis Risk in Stock Index Futures (1984)Multivariate Simultaneous Generalized ARCH (1995)Wharton Survey of Derivatives Usage by U.S. Non-Financial Firms (1995)The Cost of Transacting (1968)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Real Estate and the Macroeconomy (2000)Explaining the Housing Bubble (2012)HEDONIC PRICE INDEXES FOR RESIDENTIAL HOUSING: A SURVEY, EVALUATION AND TAXONOMY (2012)The Quarterly Journal of Economics (2024)The Pricing of Options and Corporate Liabilities (1973)The Efficiency of the Market for Single-Family Homes (1988)Theory of Financial Decision Making. (1988)Moral Hazard in Home Equity Conversion (2000)Neighborhood externality risk and the homeownership status of properties (2004)Bi-Directional Impacts of Economic, Social and Environmental Changes and the New Zealand Housing Market (2006)Price discovery in the Hong Kong real estate market (2001)Why Real Estate? (2001)Are VIX Futures ETPs Effective Hedges? (2012)Explaining Real Commercial Rents Using an Error Correction Model with Panel Data (2002)Real estate markets and the macroeconomy: A dynamic coherence framework (2012)Heuristic-driven bias in property investment decision-making in South Africa (2016)
this work references cited by second hop

References

  • 1993Index- Based Futures And Options Markets In Real Estate189 cited
  • 2000Property Investment: Principles and Practice of Portfolio Management149 cited
  • 1994Home Equity Insurance120 cited
  • 1993Measuring Real Estate Returns87 cited
  • 1999Long-Term Dependencies and Long Run Non-Periodic Co-Cycles: Real Estate and Stock Markets62 cited

Cited by

  • 2012Hedging effectiveness of REIT futures26 cited

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