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Are REIT Returns Hedgeable?
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Are REIT Returns Hedgeable? (1998)Are REIT Returns Hedgeable?Apartment REITs and Apartment Real Estate (1996)Apartment REITs and Apartment…The Historical Performance of Real Estate Investment Trusts (1995)The Historical Performance of…The failure of the mortgage‐backed futures contract (1995)The failure of the mortgage‐b…Pricing Interest-Rate Risk for Mortgage REITs (1995)Pricing Interest-Rate Risk fo…Measuring Real Estate Returns (1993)Measuring Real Estate ReturnsThe predictability of returns on equity REITs and their co-movement with other assets (1992)The predictability of returns…Are REITs inflation hedges? (1990)Are REITs inflation hedges?Performance Evaluation of Finite-Life Real Estate Investment Trusts (1989)Performance Evaluation of Fin…Owner-occupied homes, income-producing properties, and REITs as inflation hedges: Empirical findings (1988)Owner-occupied homes, income-…Interest-Rate Sensitivity of Real Estate Investment Trusts (1988)Interest-Rate Sensitivity of …Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach (1986)Risk and the Performance of R…Hedging with stock index futures: Theory and application in a new market (1985)Hedging with stock index futu…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)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)Historic Returns and Institutional Real Estate Portfolios (1982)Real Estate Investment Trusts: A Review of the Financial Economics Literature (1995)Time varying risk premia for real estate investment trusts: A GARCH-M model (2001)The arbitrage theory of capital asset pricing (1976)The Pricing of Interest-Rate Risk: Evidence from the Stock Market (1986)Real Interest Regimes and Real Estate Performance: A Comparison of U.K. and U.S. Markets (1998)International Real Estate Review (2003)Macroeconomic risk influences on the property stock market (2006)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)Diversification Categories in Investment Real Estate (1986)Real Estate as a Hedge against Inflation (1994)The inflation‐hedging characteristics of Australian commercial property: 1984‐1995 (1996)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)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)The Hedging Performance of the New Futures Markets (1979)Cross Hedging (1981)Hedging Performance and Basis Risk in Stock Index Futures (1984)The hedging effectiveness of options and futures: A mean‐gini approach (1990)The basis risk of catastrophic-loss index securities (2003)Hedging index exchange traded funds (2007)The Fiscal and Monetary Linkage Between Stock Returns and Inflation (1983)Journal of monetary economics (1987)The Effect of Interest-Rate Movements on Real Estate Investment Trusts (1995)Diversification Issues in Real Estate Investment (1999)Short- Term Interest Rates as Predictors of Inflation (2021)Price discovery in the Hong Kong real estate market (2001)Why Real Estate? (2001)Why Real Estate? (2003)
this work references cited by second hop

References

  • 1992The predictability of returns on equity REITs and their co-movement with other assets284 cited
  • 1986Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach147 cited
  • 1988Owner-occupied homes, income-producing properties, and REITs as inflation hedges: Empirical findings128 cited
  • 1988Interest-Rate Sensitivity of Real Estate Investment Trusts126 cited
  • 1995The Historical Performance of Real Estate Investment Trusts117 cited
  • 1990Are REITs inflation hedges?116 cited
  • 1985Hedging with stock index futures: Theory and application in a new market98 cited
  • 1993Measuring Real Estate Returns87 cited
  • 1989Performance Evaluation of Finite-Life Real Estate Investment Trusts67 cited
  • 1995Pricing Interest-Rate Risk for Mortgage REITs36 cited
  • 1996Apartment REITs and Apartment Real Estate33 cited
  • 1995The failure of the mortgage‐backed futures contract25 cited

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