SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Commercial Real Estate Return Performance: A Cross-Country Analysis
15 references·16 citing·37 second hop
Commercial Real Estate Return Performance: A Cross-Country Analysis (2002)Commercial Real Estate Return Performance…The Journal of Real Estate Finance and Economics (2013)The Journal of Real Estate Fi…The Integration of Commercial Real Estate Markets and Stock Markets (1999)The Integration of Commercial…The Variation of Economic Risk Premiums in Real Estate Returns (1998)The Variation of Economic Ris…The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences (1998)The Predictability of Interna…The Predictability of Equity REIT Returns (1998)The Predictability of Equity …Continental Factors in International Real Estate Returns (1998)Continental Factors in Intern…International Evidence on Real Estate Securities as an Inflation Hedge (1997)International Evidence on Rea…Economic Risk Factors and Commercial Real Estate Returns (1997)Economic Risk Factors and Com…Price Discovery in American and British Property Markets (1995)Price Discovery in American a…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 Variation of Economic Risk Premiums (1991)The Variation of Economic Ris…An Examination of the Small-Firm Effect within the REIT Industry (1991)An Examination of the Small-F…Risk and Return on Real Estate: Evidence from Equity REITs (1990)Risk and Return on Real Estat…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…Macroeconomic Risk Factors and the Role of Mispriced Credit in the Returns from International Real Estate Securities (2015)Macroeconomic Risk Factors an…Leverage and Returns: A Cross-Country Analysis of Public Real Estate Markets (2014)Leverage and Returns: A Cross…International Office Investment in Global Cities: The Production of Financial Space and Systemic Risk (2013)International Office Investme…Real Estate Ownership, Leasing Intensity, and Value: Do Stock Returns Reflect a Firm’s Real Estate Holdings? (2010)Real Estate Ownership, Leasin…How Do Institutional Factors Affect International Real Estate Returns? (2010)How Do Institutional Factors …Firm value, growth, profitability and capital structure of listed real estate companies: an international perspective (2010)Firm value, growth, profitabi…The Liquidity of Property Shares: An International Comparison (2009)The Liquidity of Property Sha…International Diversification Strategies for Direct Real Estate (2009)International Diversification…Do Asian real estate companies add value to investment portfolio? (2009)Do Asian real estate companie…Global Financial Integration and Real Estate Security Returns (2008)Global Financial Integration …Common factors in international securitized real estate markets (2008)Common factors in internation…The Dynamics of Return Volatilty and Systematic Risk in International Real Estate Security Markets (2007)The Dynamics of Return Volati…The Relative Effect of Property Type and Country Factors in Reduction of Risk of Internationally Diversified Real Estate Portfolios (2006)The Relative Effect of Proper…Monetary Integration and Real Estate Markets: The Impact of Euro on European Real Estate Equities (2006)Monetary Integration and Real…What Factors Determine International Real Estate Security Returns? (2004)What Factors Determine Intern…The Global Determinants of Direct Office Real Estate Returns (2003)The Global Determinants of Di…An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)A Theory of the Term Structure of Interest Rates (1985)International Real Estate Returns: A Multifactor, Multicountry Approach (2003)The response of real estate investment trust returns to macroeconomic shocks (2003)Long-Term Co-Memories and Short-Run Adjustment: Securitized Real Estate and Stock Markets (2005)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)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)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Modeling the conditional distribution of interest rates as a regime-switching process (1996)Asymmetric correlations of equity portfolios (2002)The arbitrage theory of capital asset pricing (1976)Industry costs of equity (1997)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)Appraisal Smoothing and Price Discovery in Real Estate Markets (2003)Public Versus Private Real Estate Equities: A More Refined, Long-Term Comparison (2005)Performance measurement with the arbitrage pricing theory (1986)The predictability of returns on equity REITs and their co-movement with other assets (1992)Controlling for the Impact of Variable Liquidity in Commercial Real Estate Price Indices (2003)The Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns (2003)Markets contagion during financial crisis: A regime-switching approach (2010)Are REITs real estate? Evidence from international sector level data (2012)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

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1991The Variation of Economic Risk Premiums1,740 cited
  • 2013The Journal of Real Estate Finance and Economics512 cited
  • 1992What Does the Stock Market Tell Us About Real Estate Returns?438 cited
  • 1990Risk and Return on Real Estate: Evidence from Equity REITs365 cited
  • 1999The Integration of Commercial Real Estate Markets and Stock Markets290 cited
  • 1995Price Discovery in American and British Property Markets273 cited
  • 1997Economic Risk Factors and Commercial Real Estate Returns220 cited
  • 1998The Variation of Economic Risk Premiums in Real Estate Returns172 cited
  • 1997International Evidence on Real Estate Securities as an Inflation Hedge143 cited
  • 1998Continental Factors in International Real Estate Returns127 cited
  • 1998The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences117 cited
  • 1998The Predictability of Equity REIT Returns111 cited
  • 1991An Examination of the Small-Firm Effect within the REIT Industry106 cited

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

Cited by

  • 2004What Factors Determine International Real Estate Security Returns?85 cited
  • 2003The Global Determinants of Direct Office Real Estate Returns82 cited
  • 2013International Office Investment in Global Cities: The Production of Financial Space and Systemic Risk81 cited
  • 2014Leverage and Returns: A Cross-Country Analysis of Public Real Estate Markets69 cited
  • 2008Global Financial Integration and Real Estate Security Returns61 cited
  • 2010Firm value, growth, profitability and capital structure of listed real estate companies: an international perspective57 cited
  • 2009Do Asian real estate companies add value to investment portfolio?45 cited
  • 2007The Dynamics of Return Volatilty and Systematic Risk in International Real Estate Security Markets42 cited
  • 2008Common factors in international securitized real estate markets38 cited
  • 2009The Liquidity of Property Shares: An International Comparison37 cited
  • 2015Macroeconomic Risk Factors and the Role of Mispriced Credit in the Returns from International Real Estate Securities36 cited
  • 2010How Do Institutional Factors Affect International Real Estate Returns?34 cited
  • 2006The Relative Effect of Property Type and Country Factors in Reduction of Risk of Internationally Diversified Real Estate Portfolios34 cited
  • 2006Monetary Integration and Real Estate Markets: The Impact of Euro on European Real Estate Equities27 cited
  • 2009International Diversification Strategies for Direct Real Estate26 cited
  • 2010Real Estate Ownership, Leasing Intensity, and Value: Do Stock Returns Reflect a Firm’s Real Estate Holdings?26 cited