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Calendar Anomalies and Turkish Real Estate Investment Trusts (REITs)
15 references·0 citing·44 second hopsampled
Calendar Anomalies and Turkish Real Estate Investment Trusts (REITs) (2012)Calendar Anomalies and Turkish Real Estat…Concentrated Ownership, No Dividend Payout Requirement and Capital Structure of REITs: Evidence from Turkey (2010)Concentrated Ownership, No Di…Institutional Investment and the Turn-of-the-Month Effect: Evidence from REITs (2008)Institutional Investment and …Calendar Anomalies: The Case of International Property Shares (2007)Calendar Anomalies: The Case …The turn‐of‐the‐month effect in real estate investment trusts (REITs) (2006)The turn‐of‐the‐month effect …Changes in REIT Structure and Stock Performance: Evidence from the Monday Stock Anomaly (2005)Changes in REIT Structure and…Calendar anomalies in the stock returns of real estate investment trusts (2002)Calendar anomalies in the sto…The Day of the Week Effect in Real Estate Investment Trusts (2000)The Day of the Week Effect in…Real Estate Investment Trusts and Calendar Anomalies (1997)Real Estate Investment Trusts…Real Estate Investment Trusts: A Review of the Financial Economics Literature (1995)Real Estate Investment Trusts…Turn-of-Month Evaluations of Liquid Profits and Stock Returns: A Common Explanation for the Monthly and January Effects (1990)Turn-of-Month Evaluations of …Seasonality and size effects: The case of real-estate-related investment (1990)Seasonality and size effects:…A monthly effect in stock returns (1987)A monthly effect in stock ret…Stock returns and the weekend effect (1980)Stock returns and the weekend…Capital market seasonality: The case of stock returns (1976)Capital market seasonality: T…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Corporate financing and investment decisions when firms have information that investors do not have (1984)What Does the Stock Market Tell Us About Real Estate Returns? (1992)Estimating Market Values from Appraised Values without Assuming an Efficient Market (1993)Diversification Issues in Real Estate Investment (1999)Diversification Benefits from Foreign Real Estate Investments (2002)The Case for REITs in the Mixed-Asset Portfolio in the Short and Long Run (2005)Size-related anomalies and stock return seasonality (1983)Extrapolation Theory and the Pricing of REIT Stocks (2007)Explaining REIT Returns (2019)Distress Risk and Stock Returns on Equity REITs (2020)Estimating betas from nonsynchronous data (1977)STOCK PRICES, REAL ACTIVITY, INFLATION AND MONEY (1981)The relationship between return and market value of common stocks (1981)Land Value and Parcel Size: A Semiparametric Analysis (1998)Efficiency in the Market for REITs: Further Evidence (2005)Statistical principles in experimental design. (1962)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Book Review: Time Series Analysis: Forecasting and Control (1977)Predicting returns in the stock and bond markets (1986)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)An Overview of the Initial Performance of the South African REIT Market (2017)New Geographies of Residential Capitalism: Financialization of the Turkish Housing Market Since the Early 2000s (2019)On the Determinants of REIT Capital Structure: Evidence from around the World (2019)Weekend Effects on Stock Returns: A Note (1982)A Further Investigation of the Weekend Effect in Stock Returns (1984)The Weekend Effect: Trading Patterns of Individual and Institutional Investors (1990)REIT Crash Risk and Institutional Investors (2015)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Using daily stock returns (1985)Introductory Econometrics for Finance (2008)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The Relation Between Price Changes and Trading Volume: A Survey (1987)Turn-of-month and pre-holiday effects on stock returns: Some international evidence (1992)The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis (1998)Equity Returns at the Turn of the Month (2008)Stock return variances (1986)Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Efficient Capital Markets: II (1991)
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References

  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1980Stock returns and the weekend effect1,997 cited
  • 1976Capital market seasonality: The case of stock returns1,229 cited
  • 1987A monthly effect in stock returns721 cited
  • 1990Turn-of-Month Evaluations of Liquid Profits and Stock Returns: A Common Explanation for the Monthly and January Effects252 cited
  • 1995Real Estate Investment Trusts: A Review of the Financial Economics Literature110 cited
  • 2005Changes in REIT Structure and Stock Performance: Evidence from the Monday Stock Anomaly72 cited
  • 1990Seasonality and size effects: The case of real-estate-related investment66 cited
  • 1997Real Estate Investment Trusts and Calendar Anomalies54 cited
  • 2010Concentrated Ownership, No Dividend Payout Requirement and Capital Structure of REITs: Evidence from Turkey36 cited
  • 2007Calendar Anomalies: The Case of International Property Shares27 cited
  • 2000The Day of the Week Effect in Real Estate Investment Trusts26 cited
  • 2008Institutional Investment and the Turn-of-the-Month Effect: Evidence from REITs21 cited
  • 2002Calendar anomalies in the stock returns of real estate investment trusts18 cited
  • 2006The turn‐of‐the‐month effect in real estate investment trusts (REITs)

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