SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The long‐term investment performance of Singapore real estate and property stocks
5 references·5 citing·40 second hop
The long‐term investment performance of Singapore real estate and property stocks (2001)The long‐term investment performance of S…The Historical Performance of Real Estate Investment Trusts (1995)The Historical Performance of…What Does the Stock Market Tell Us About Real Estate Returns? (1992)What Does the Stock Market Te…Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach (1986)Risk and the Performance of R…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…Mutual Fund Performance (1966)Mutual Fund PerformanceThe significance and performance of Singapore REITs in a mixed-asset portfolio (2015)The significance and performa…Do Public Real Estate Returns Really Lead Private Returns? (2015)Do Public Real Estate Returns…Transparency in Malaysian property companies (2012)Transparency in Malaysian pro…Interest rate risk and time‐varying excess returns for Asian property stocks (2006)Interest rate risk and time‐v…Cross‐market dynamics in property stock markets (2005)Cross‐market dynamics in prop…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)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)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 Protection and Corporate Valuation (2002)Corporate Governance and Equity Prices (2003)Corporate governance and firm valuation (2006)Digitalization for Fast, Fair, and Safe Humanitarian Logistics (2022)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)The Growth of REIT Markets in Asia (2006)Correlation and Volatility Dynamics in International Real Estate Securities Markets (2008)AN OVERVIEW OF EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS): 1993–2009 (2011)The evolution of Belgium REITs (2019)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)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Generalized impulse response analysis in linear multivariate models (1998)Commercial real estate prices and COVID-19 (2021)
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
  • 1992What Does the Stock Market Tell Us About Real Estate Returns?438 cited
  • 1986Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach147 cited
  • 1995The Historical Performance of Real Estate Investment Trusts117 cited

Cited by

  • 2015Do Public Real Estate Returns Really Lead Private Returns?33 cited
  • 2015The significance and performance of Singapore REITs in a mixed-asset portfolio30 cited
  • 2005Cross‐market dynamics in property stock markets27 cited
  • 2006Interest rate risk and time‐varying excess returns for Asian property stocks26 cited
  • 2012Transparency in Malaysian property companies16 cited

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