SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Discovering REIT Price Discovery: A New Data Setting
16 references·1 citing·45 second hop
Discovering REIT Price Discovery: A New Data Setting (2007)Discovering REIT Price Discovery: A New D…The Journal of Real Estate Finance and Economics (2013)The Journal of Real Estate Fi…The Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns (2003)The Relative Importance of St…Smoothing in Commercial Property Valuations: Evidence from Individual Appraisals (2001)Smoothing in Commercial Prope…The Value Added from Investment Managers: An Examination of Funds of REITs (2000)The Value Added from Investme…Do Common Risk Factors in the Returns on Stocks and Bonds Explain Returns on REITs? (1997)Do Common Risk Factors in the…Price Discovery in American and British Property Markets (1995)Price Discovery in American a…Of Shepherds, Sheep, and the Cross-autocorrelations in Equity Returns (1995)Of Shepherds, Sheep, and the …Closed-end Country Funds and U.S. Market Sentiment (1995)Closed-end Country Funds and …Is there a real estate factor premium? (1994)Is there a real estate factor…Insider Trading as a Signal of Private Information (1993)Insider Trading as a Signal o…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…What Does the Stock Market Tell Us About Real Estate Returns? (1992)What Does the Stock Market Te…The predictability of returns on equity REITs and their co-movement with other assets (1992)The predictability of returns…Equity Real Estate Investment Trusts and Real Estate Returns (1990)Equity Real Estate Investment…A Different Look at Commercial Real Estate Returns (1990)A Different Look at Commercia…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Long‐run price behaviour of equity REITs: become more like common stocks after the early 1990s? (2010)Long‐run price behaviour of e…The arbitrage theory of capital asset pricing (1976)The Time-Varying Nature of the Link between REIT, Real Estate and Financial Asset Returns (2001)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? (1985)Momentum Trading by Institutions (2002)Do foreigners facilitate information transmission in emerging markets? (2012)Are Institutions Informed About News? (2014)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)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Economic Forces and the Stock Market (1986)Business conditions and expected returns on stocks and bonds (1989)Economic Risk Factors and Commercial Real Estate Returns (1997)The Variation of Economic Risk Premiums in Real Estate Returns (1998)Forecasting Real Estate Prices (2013)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Permanent and Temporary Components of Stock Prices (1988)International Evidence on Real Estate Securities as an Inflation Hedge (1997)Appraisal Smoothing and Price Discovery in Real Estate Markets (2003)Public Versus Private Real Estate Equities: A More Refined, Long-Term Comparison (2005)Noise Trader Risk in Financial Markets (1990)Volatility, Sentiment, and Noise Traders (1999)Institutional Portfolio Flows and International Investments (2008)Multi-market trading and arbitrage☆ (2010)Herding and Feedback Trading by Institutional and Individual Investors (1999)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2000)The Degree of Financial Liberalization and Aggregated Stock-Return Volatility in Emerging Markets (2009)Are REITs real estate? Evidence from international sector level data (2012)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Value indices of commercial real estate: A comparison of index construction methods (1994)Evidence on Discrimination in Mortgage Lending (1998)Estimates of the Size and Source of Price Declines Due to Nearby Foreclosures (2014)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2013The Journal of Real Estate Finance and Economics512 cited
  • 1992What Does the Stock Market Tell Us About Real Estate Returns?438 cited
  • 1995Closed-end Country Funds and U.S. Market Sentiment358 cited
  • 1995Of Shepherds, Sheep, and the Cross-autocorrelations in Equity Returns331 cited
  • 1992The predictability of returns on equity REITs and their co-movement with other assets284 cited
  • 1995Price Discovery in American and British Property Markets273 cited
  • 2003The Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns254 cited
  • 1990Equity Real Estate Investment Trusts and Real Estate Returns253 cited
  • 1997Do Common Risk Factors in the Returns on Stocks and Bonds Explain Returns on REITs?210 cited
  • 1993Insider Trading as a Signal of Private Information198 cited
  • 2001Smoothing in Commercial Property Valuations: Evidence from Individual Appraisals157 cited
  • 1994Is there a real estate factor premium?123 cited
  • 2000The Value Added from Investment Managers: An Examination of Funds of REITs

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

114 cited
  • 1990A Different Look at Commercial Real Estate Returns110 cited
  • Cited by

    • 2010Long‐run price behaviour of equity REITs: become more like common stocks after the early 1990s?24 cited