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Serial Persistence in Disaggregated Australian Real Estate Returns
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Serial Persistence in Disaggregated Australian Real Estate Returns (1999)Serial Persistence in Disaggregated Austr…Appraisal Smoothing: The Other Side of the Story (1998)Appraisal Smoothing: The Othe…The Shape of Australian Real Estate Return Distributions and Comparisons to the United States (1997)The Shape of Australian Real …Serial Persistence in Equity REIT Returns (1997)Serial Persistence in Equity …Agency Costs and Inefficiency in Commercial Real Estate (1997)Agency Costs and Inefficiency…Systematic Behavior in Real Estate Investment Risk: Performance Persistence in NCREIF Returns (1996)Systematic Behavior in Real E…Real estate return correlations: Real-world limitations on relationships inferred from NCREIF data (1996)Real estate return correlatio…Real estate is not normal: A fresh look at real estate return distributions (1995)Real estate is not normal: A …Return Properties of Equity REITs, Common Stocks, and Commercial Real Estate: A Comparison (1993)Return Properties of Equity R…The role of co-skewness in the pricing of real estate (1992)The role of co-skewness in th…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…Permanent and Temporary Components of Stock Prices (1988)Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Closed‐End Fund Puzzle (1991)Further Evidence on the Integration of REIT, Bond, and Stock Returns (2000)Appraisal Smoothing and Price Discovery in Real Estate Markets (2003)Are REITs real estate? Evidence from international sector level data (2012)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The Environment and Performance of Real Estate Investment Trusts (2003)Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices (2011)How to Rate Management of Investment Funds (2012)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The relationship between return and market value of common stocks (1981)Efficient Capital Markets: II (1991)Economic Analysis Suggests that REIT Investment Characteristics are Not as Advertised (2001)Appraiser behaviour and appraisal smoothing: some qualitative and quantitative evidence (2003)Means, motive and opportunity? Disentangling client influence on performance measurement appraisals (2010)Survey of current business (1921)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Econometric Models and Economic Forecasts (1990)Statistical properties of returns: Financial assets versus commercial real estate (1994)The Integration of Commercial Real Estate Markets and Stock Markets (1999)Positive Accounting Theory (1985)Stock return variances (1986)Earnings Management During Import Relief Investigations (1991)Real Estate Price Indices in Hong Kong (2005)How Does Appraisal Smoothing Bias Real Estate Returns Measurement? (2006)CLIENT INFLUENCE ON VALUATION: PERCEPTUAL ANALYSIS OF THE DRIVING FACTORS (2007)New Light on the Correlation Coefficient and its Transforms (1953)Approximating Expected Utility by a Function of Mean and Variance (1979)What Does the Stock Market Tell Us About Real Estate Returns? (1992)Evaluating “Within Real Estate” Diversification Strategies (2000)Real Estate in the Real World: Dealing with Non-Normality and Risk in an Asset Allocation Model (2005)The Variation of Certain Speculative Prices (1963)The Behavior of Stock-Market Prices (1965)Measuring Tail Thickness to Estimate the Stable Index α: A Critique (1997)The variation of certain speculative prices (1997)Diversification Issues in Real Estate Investment (1999)Public Versus Private Real Estate Equities: A More Refined, Long-Term Comparison (2005)Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios (1969)The Predictability of House Prices (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)REIT Property-Type Sector Integration (2000)Non‐Normal Real Estate Return Distributions by Property Type in the UK (2006)Revisiting Non-normal Real Estate Return Distributions by Property Type in the U.S. (2007)
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References

  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19645,527 cited
  • 1993Return Properties of Equity REITs, Common Stocks, and Commercial Real Estate: A Comparison207 cited
  • 1995Real estate is not normal: A fresh look at real estate return distributions171 cited
  • 1998Appraisal Smoothing: The Other Side of the Story115 cited
  • 1997Serial Persistence in Equity REIT Returns54 cited
  • 1997The Shape of Australian Real Estate Return Distributions and Comparisons to the United States48 cited
  • 1996Systematic Behavior in Real Estate Investment Risk: Performance Persistence in NCREIF Returns41 cited
  • 1992The role of co-skewness in the pricing of real estate33 cited
  • 1997Agency Costs and Inefficiency in Commercial Real Estate31 cited
  • 1996Real estate return correlations: Real-world limitations on relationships inferred from NCREIF data31 cited

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