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Lodging REIT Performance and Comparison With Other Equity REIT Returns
16 references·1 citing·36 second hop
Lodging REIT Performance and Comparison With Other Equity REIT Returns (2009)Lodging REIT Performance and Comparison W…Understanding Reliability and Validity in Qualitative Research (2015)Understanding Reliability and…Reliability and Validity in Qualitative Research (2004)Reliability and Validity in Q…The Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns (2003)The Relative Importance of St…Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Risk and Return on Real Estate: Evidence from Equity REITs (1990)Risk and Return on Real Estat…Evidence of Predictable Behavior of Security Returns (1990)Evidence of Predictable Behav…Equity Real Estate Investment Trusts and Real Estate Returns (1990)Equity Real Estate Investment…Real Estate Finance and Investments (1989)Real Estate Finance and Inves…Real Estate Returns and Inflation (1987)Real Estate Returns and Infla…Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons (1987)Mutual Fund Performance Evalu…On Timing and Selectivity (1986)On Timing and SelectivityRisk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios (1969)Risk, The Pricing of Capital …THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…The Performance of Mutual Funds in the Period 1945-1964 (1968)The Performance of Mutual Fun…Mutual Fund Performance (1966)Mutual Fund PerformanceComparative analyses of hotel REITs: examining risk‐return and performance characteristics (2012)Comparative analyses of hotel…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)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Naturalistic inquiry (1985)Qualitative evaluation and research methods (1990)Basics of Qualitative Research: Grounded Theory Procedures and Techniques. (1992)Qualitative Rigor or Research Validity in Qualitative Research (2011)Defining digital transformation: Results from expert interviews (2019)Nitel Araştırma Süreci: Nitel Bir Araştırma Nasıl Yapılır? (2019)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)On Persistence in Mutual Fund Performance (1997)Capital markets research in accounting (2001)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)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)Noise Trader Risk in Financial Markets (1990)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)Time-varying conditional covariances in tests of asset pricing models (1989)Measuring abnormal performance (1992)Quality in Qualitative Research (1999)Introducing qualitative research in psychology : adventures in theory and method (2008)Bridging the Qualitative–Quantitative Divide: Guidelines for Conducting Mixed Methods Research in Information Systems1 (2013)Portfolio Performance Evaluation: Old Issues and New Insights (1989)Survivor Bias and Mutual Fund Performance (1996)Mutual fund styles (1997)Efficient Capital Markets: II (1991)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2015Understanding Reliability and Validity in Qualitative Research5,158 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 1990Evidence of Predictable Behavior of Security Returns2,702 cited
  • 2004Reliability and Validity in Qualitative Research2,184 cited
  • 1968The Performance of Mutual Funds in the Period 1945-19641,708 cited
  • 1969Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios941 cited
  • 1987Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons581 cited
  • 1990Risk and Return on Real Estate: Evidence from Equity REITs365 cited
  • 1986On Timing and Selectivity273 cited
  • 1989Real Estate Finance and Investments270 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

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1987
Real Estate Returns and Inflation
217 cited

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  • 2012Comparative analyses of hotel REITs: examining risk‐return and performance characteristics29 cited