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The historical performance of Singapore property stocks
5 references·4 citing·34 second hop
The historical performance of Singapore property stocks (1997)The historical performance of Singapore p…The Historical Performance of Real Estate Investment Trusts (1995)The Historical Performance of…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 MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…Mutual Fund Performance (1966)Mutual Fund PerformanceThe effects of the global financial crisis on the Australian building construction supply chain (2012)The effects of the global fin…Testing the Predictability and Efficiency of Securitized Real Estate Markets (2010)Testing the Predictability an…Lodging REIT Performance and Comparison With Other Equity REIT Returns (2009)Lodging REIT Performance and …Performance Analysis of Listed Construction and Real Estate Companies in Nigeria (2006)Performance Analysis of Liste…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)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)Financial Ratios As Predictors of Failure (1966)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Business failures in the construction industry (2000)Common risk factors in the returns on stocks and bonds (1993)Comparative analyses of hotel REITs: examining risk‐return and performance characteristics (2012)Abnormal Stock Returns and Volume Activity Surrounding Lodging Firms' CEO Transition Announcements (2014)Understanding Reliability and Validity in Qualitative Research (2015)Investment Analysis and Portfolio Management. (1979)Modern Portfolio Theory and Investment Analysis. (1982)REIT Style and Performance (1998)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)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)
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
  • 1986Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach147 cited
  • 1995The Historical Performance of Real Estate Investment Trusts117 cited
  • 1989Performance Evaluation of Finite-Life Real Estate Investment Trusts67 cited

Cited by

  • 2009Lodging REIT Performance and Comparison With Other Equity REIT Returns30 cited
  • 2006Performance Analysis of Listed Construction and Real Estate Companies in Nigeria28 cited
  • 2010Testing the Predictability and Efficiency of Securitized Real Estate Markets25 cited
  • 2012The effects of the global financial crisis on the Australian building construction supply chain18 cited

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