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Empirical Investigation on the Performance of the Malaysian Real Estate Investment Trusts in Pre-Crisis, During Crisis and Post-Crisis Period
10 references·4 citing·37 second hop
Empirical Investigation on the Performance of the Malaysian Real Estate Investment Trusts in Pre-Crisis, During Crisis and Post-Crisis Period (2010)Empirical Investigation on the Performanc…The Historical Performance of Real Estate Investment Trusts (1995)The Historical Performance of…Real Estate Risk and the Business Cycle: Evidence from Security Markets (1990)Real Estate Risk and the Busi…Performance Evaluation of Finite-Life Real Estate Investment Trusts (1989)Performance Evaluation of Fin…Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach (1986)Risk and the Performance of R…The performance of portfolios of REITS + stocks (1982)The performance of portfolios…Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)Performance Hypothesis Testin…Institutions Beware: The Performance of Equity Real Estate Investment Trusts (1976)Institutions Beware: The Perf…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…The Performance of Mutual Funds in the Period 1945-1964 (1968)The Performance of Mutual Fun…Mutual Fund Performance (1966)Mutual Fund PerformanceCorporate governance and performance of REITs (2018)Corporate governance and perf…The Performance of Socially Responsible Investments in Indonesia: A Study of the Sri Kehati Index (SKI) (2017)The Performance of Socially R…The performance of the Broad Based Black Economic Empowerment compliant listed property firms in South Africa (2016)The performance of the Broad …Malaysian Real Estate Investment Trusts: A Performance and Comparative Analysis (2012)Malaysian Real Estate Investm…Real Estate Investment Funds: Performance and Portfolio Considerations (1984)Risk and Return on Real Estate: Evidence from Equity REITs (1990)Hotel Real Estate Investment Trusts' Risk Features and Beta Determinants (2002)REITs and Idiosyncratic Risk (2004)Investor Sentiment and REIT Returns (2008)Asset returns and inflation (1977)A Possible Explanation of the Small Firm Effect (1981)The Historical Environment of Real Estate Returns (1995)Real Estate Returns and Inflation: An Added Variable Approach (1998)Performance of hotel real estate investment trusts: a comparative analysis of Jensen indexes (2002)Real Estate Returns: A Comparison with Other Investments (1984)Real Estate Cycles and Their Strategic Implications for Investors and Portfolio Managers in the Global Economy (1999)Time On-market and Price Trade-offs in High-rise Housing Sub-markets (2000)An Empirical Evaluation of Accounting Income Numbers (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)International Portfolio Diversification with Estimation Risk (1985)Construct validity of an objective (entropy) categorical measure of diversification strategy (1993)CORPORATE DIVESTITURE INTENSITY IN RESTRUCTURING FIRMS: EFFECTS OF GOVERNANCE, STRATEGY, AND PERFORMANCE. (1994)The arbitrage theory of capital asset pricing (1976)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Valuing Commercial Mortgages: An Empirical Investigation of the Contingent‐Claims Approach to Pricing Risky Debt (1989)Initial public offerings of equity securities (1992)Time varying risk premia for real estate investment trusts: A GARCH-M model (2001)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Commercial Real Estate Returns (1984)A Comparison of the Recent Performance of Publicly Traded Real Property Portfolios and Common Stock (1991)The Riskiness of REITs Surrounding the October 1997 Stock Market Decline (2004)DIVERSIFICATION IN THE REAL ESTATE PORTFOLIO (1984)A comparison of linear regression and neural network methods for predicting excess returns on large stocks (1998)Efficient Capital Markets: II (1991)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)
this work references cited by second hop

References

  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1968The Performance of Mutual Funds in the Period 1945-19641,708 cited
  • 1981Performance Hypothesis Testing with the Sharpe and Treynor Measures860 cited
  • 1986Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach147 cited
  • 1995The Historical Performance of Real Estate Investment Trusts117 cited
  • 1990Real Estate Risk and the Business Cycle: Evidence from Security Markets90 cited
  • 1989Performance Evaluation of Finite-Life Real Estate Investment Trusts67 cited
  • 1982The performance of portfolios of REITS + stocks52 cited
  • 1976Institutions Beware: The Performance of Equity Real Estate Investment Trusts51 cited

Cited by

  • 2012Malaysian Real Estate Investment Trusts: A Performance and Comparative Analysis42 cited
  • 2017The Performance of Socially Responsible Investments in Indonesia: A Study of the Sri Kehati Index (SKI)38 cited
  • 2016The performance of the Broad Based Black Economic Empowerment compliant listed property firms in South Africa26 cited
  • 2018Corporate governance and performance of REITs25 cited

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