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Real estate sentiment as information for REIT bond pricing
16 references·1 citing·52 second hop
Real estate sentiment as information for REIT bond pricing (2016)Real estate sentiment as information for …The Journal of Real Estate Finance and Economics (2013)The Journal of Real Estate Fi…How did increased competition affect credit ratings? (2011)How did increased competition…How Debt Markets Have Malfunctioned in the Crisis (2010)How Debt Markets Have Malfunc…The Co‐movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis (2009)The Co‐movement of Credit Def…Stock and Bond Market Liquidity: A Long-Run Empirical Analysis (2007)Stock and Bond Market Liquidi…Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Standard Errors for Pa…Testing for Cross-Sectional Dependence in Panel-Data Models (2006)Testing for Cross-Sectional D…Retail Investor Sentiment and Return Comovements (2006)Retail Investor Sentiment and…Stock Market Uncertainty and the Stock-Bond Return Relation (2005)Stock Market Uncertainty and …Comovement (2004)ComovementThe Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns (2003)The Relative Importance of St…Equity Volatility and Corporate Bond Yields (2003)Equity Volatility and Corpora…The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis (2002)The Informational Efficiency …The Determinants of Credit Spread Changes (2001)The Determinants of Credit Sp…UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES (1999)UNEQUALLY SPACED PANEL DATA R…Firm-specific information and the correlation between individual stocks and bonds (1996)Firm-specific information and…Measuring sentiment in real estate – a comparison study (2018)Measuring sentiment in real e…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1998)Panel Data Econometrics in R : The plm Package (2008)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)Econometric Analysis of Panel Data (2021)The linkages between natural resources, human capital, globalization, economic growth, financial development, and ecological footprint: The moderating role of technological innovations (2022)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Common risk factors in the returns on stocks and bonds (1993)Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS (2009)Markets contagion during financial crisis: A regime-switching approach (2010)Boarding a Sinking Ship? 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References

  • 2007Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence3,354 cited
  • 2001The Determinants of Credit Spread Changes2,253 cited
  • 2006Retail Investor Sentiment and Return Comovements1,490 cited
  • 2006Testing for Cross-Sectional Dependence in Panel-Data Models1,382 cited
  • 2003Equity Volatility and Corporate Bond Yields1,194 cited
  • 1999UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES965 cited
  • 2004Comovement929 cited
  • 2011How did increased competition affect credit ratings?695 cited
  • 2005Stock Market Uncertainty and the Stock-Bond Return Relation655 cited
  • 2009The Co‐movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis526 cited
  • 2013The Journal of Real Estate Finance and Economics512 cited
  • 1996Firm-specific information and the correlation between individual stocks and bonds411 cited
  • 2010How Debt Markets Have Malfunctioned in the Crisis294 cited
  • 2002The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis293 cited
  • 2007Stock and Bond Market Liquidity: A Long-Run Empirical Analysis272 cited

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2003
The Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns
254 cited

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  • 2018Measuring sentiment in real estate – a comparison study20 cited