SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
NAREIT Identified Exchange Listed REITs and Their Performance Characteristics: 1972-1991
16 references·7 citing·41 second hop
NAREIT Identified Exchange Listed REITs and Their Performance Characteristics: 1972-1991 (1995)NAREIT Identified Exchange Listed REITs a…What Does the Stock Market Tell Us About Real Estate Returns? (1992)What Does the Stock Market Te…The predictability of returns on equity REITs and their co-movement with other assets (1992)The predictability of returns…The Gains from Corporate Selloffs: The Case of Real Estate Assets (1991)The Gains from Corporate Sell…Risk and return in real estate (1991)Risk and return in real estateMarket conditions, risk, and real estate portfolio returns: Some empirical evidence (1991)Market conditions, risk, and …Risk and Return on Real Estate: Evidence from Equity REITs (1990)Risk and Return on Real Estat…REIT Advisor Performance (1990)REIT Advisor PerformanceBias in Appraisal‐Based Returns (1989)Bias in Appraisal‐Based Retur…A Note on the use of Appraisal Data in Indexes of Performance Measurement (1988)A Note on the use of Appraisa…Real Estate Returns and Inflation (1987)Real Estate Returns and Infla…Portfolio Diversification and Return Benefits— Common Stock vs. Real Estate Investment Trusts (REITs) (1987)Portfolio Diversification and…An analysis of gains to acquiring firm's shareholders (1987)An analysis of gains to acqui…The Financial Performance Of Real Estate Investment Trusts (1986)The Financial Performance Of …Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach (1986)Risk and the Performance of R…Real Estate Returns: A Comparison with Other Investments (1984)Real Estate Returns: A Compar…Real Estate Investment Funds: Performance and Portfolio Considerations (1984)Real Estate Investment Funds:…Fundamental Drivers of Dependence in REIT Returns (2016)Fundamental Drivers of Depend…The Changing Benefit of REITs to the Mixed-Asset Portfolio (2010)The Changing Benefit of REITs…Market States and the Effect on Equity REIT Returns due to Changes in Monetary Policy Stance (2010)Market States and the Effect …Lodging REIT Performance and Comparison With Other Equity REIT Returns (2009)Lodging REIT Performance and …The Financial Performance of REITs Following Initial Public Offerings (1998)The Financial Performance of …Real Interest Regimes and Real Estate Performance: A Comparison of U.K. and U.S. Markets (1998)Real Interest Regimes and Rea…Analysis of REIT IPOs Using a Market Microstructure Approach: Anomalous Behavior or Asset Structure (1998)Analysis of REIT IPOs Using a…Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The market for corporate control (1983)Using daily stock returns (1985)Initial public offerings of equity securities (1992)Real Estate and Economies of Scale: The Case of REITs (2005)AN OVERVIEW OF EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS): 1993–2009 (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Equilibrium in a Capital Asset Market (1966)The arbitrage theory of capital asset pricing (1976)Diversification Categories in Investment Real Estate (1986)Price formation and the appraisal function in real estate markets (1991)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)COMMON STOCKS AS A HEDGE AGAINST INFLATION (1976)Refining the Analysis of Regional Diversification for Income-Producing Real Estate (1987)Real Estate Returns and the Macroeconomy: Some Empirical Evidence from Real Estate Investment Trust Data, 1972-1991 (1994)Real Estate Cycles and Their Strategic Implications for Investors and Portfolio Managers in the Global Economy (1999)Short- Term Interest Rates as Predictors of Inflation (2021)The information content of discounts and premiums on closed-end fund shares (1978)Value indices of commercial real estate: A comparison of index construction methods (1994)Price Discovery in American and British Property Markets (1995)A Model of Housing in the Presence of Adjustment Costs: A Structural Interpretation of Habit Persistence (2008)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)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)Time varying risk premia for real estate investment trusts: A GARCH-M model (2001)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 Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Performance measurement with the arbitrage pricing theory (1986)The Integration of Commercial Real Estate Markets and Stock Markets (1999)Real Estate Valuation: The Effect of Market and Property Cycles (1994)Property shares, appraisals and the stock market: An international perspective (1996)Unit Roots and Structural Change (2011)
this work references cited by second hop

References

  • 1992What Does the Stock Market Tell Us About Real Estate Returns?438 cited
  • 1990Risk and Return on Real Estate: Evidence from Equity REITs365 cited
  • 1984Real Estate Returns: A Comparison with Other Investments335 cited
  • 1991Risk and return in real estate292 cited
  • 1992The predictability of returns on equity REITs and their co-movement with other assets284 cited
  • 1984Real Estate Investment Funds: Performance and Portfolio Considerations224 cited
  • 1987Real Estate Returns and Inflation217 cited
  • 1986Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach147 cited
  • 1987An analysis of gains to acquiring firm's shareholders122 cited
  • 1989Bias in Appraisal‐Based Returns121 cited
  • 1990REIT Advisor Performance111 cited
  • 1988A Note on the use of Appraisal Data in Indexes of Performance Measurement93 cited
  • 1987Portfolio Diversification and Return Benefits— Common Stock vs. Real Estate Investment Trusts (REITs)90 cited
  • 1991Market conditions, risk, and real estate portfolio returns: Some empirical evidence78 cited
  • 1986The Financial Performance Of Real Estate Investment Trusts69 cited

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

  • 1991The Gains from Corporate Selloffs: The Case of Real Estate Assets59 cited
  • Cited by

    • 2010The Changing Benefit of REITs to the Mixed-Asset Portfolio32 cited
    • 1998Real Interest Regimes and Real Estate Performance: A Comparison of U.K. and U.S. Markets31 cited
    • 2009Lodging REIT Performance and Comparison With Other Equity REIT Returns30 cited
    • 1998Analysis of REIT IPOs Using a Market Microstructure Approach: Anomalous Behavior or Asset Structure28 cited
    • 2016Fundamental Drivers of Dependence in REIT Returns25 cited
    • 2010Market States and the Effect on Equity REIT Returns due to Changes in Monetary Policy Stance24 cited
    • 1998The Financial Performance of REITs Following Initial Public Offerings20 cited