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Portfolio Diversification and Return Benefits— Common Stock vs. Real Estate Investment Trusts (REITs)
4 references·16 citing·47 second hop
Portfolio Diversification and Return Benefits— Common Stock vs. Real Estate Investment Trusts (REITs) (1987)Portfolio Diversification and Return Bene…Diversification Categories in Investment Real Estate (1986)Diversification Categories in…Real Estate Investment Funds: Performance and Portfolio Considerations (1984)Real Estate Investment Funds:…Historic Returns and Institutional Real Estate Portfolios (1982)Historic Returns and Institut…Some Studies of Variability of Returns on Investments in Common Stocks (1970)Some Studies of Variability o…Forecasting the REITs and stock indices: Group Method of Data Handling Neural Network approach (2016)Forecasting the REITs and sto…An Empirical Analysis of Exchange-Traded Funds (2012)An Empirical Analysis of Exch…The Asymmetric Wealth Effect in the US Housing and Stock Markets: Evidence from the Threshold Cointegration Model (2011)The Asymmetric Wealth Effect …The role of Malaysian securitised real estate in a mixed‐asset portfolio (2009)The role of Malaysian securit…Performance differences in property‐type diversified versus specialized real estate investment trusts (REITs) (2008)Performance differences in pr…REITs in the decentralized investment industry (2002)REITs in the decentralized in…Price discovery in the Hong Kong real estate market (2001)Price discovery in the Hong K…U.S. REITs as an Asset Class in International Investment Portfolios (1997)U.S. REITs as an Asset Class …The inflation‐hedging characteristics of Australian commercial property: 1984‐1995 (1996)The inflation‐hedging charact…The Historical Environment of Real Estate Returns (1995)The Historical Environment of…NAREIT Identified Exchange Listed REITs and Their Performance Characteristics: 1972-1991 (1995)NAREIT Identified Exchange Li…The Impact of Landfills on Residential Property Values (1992)The Impact of Landfills on Re…REITs as Captive-Financing Affiliates: Impact on Financial Performance (1991)REITs as Captive-Financing Af…Market conditions, risk, and real estate portfolio returns: Some empirical evidence (1991)Market conditions, risk, and …Selling Price and Marketing Time in the Residential Real Estate Market (1989)Selling Price and Marketing T…Performance Evaluation of Finite-Life Real Estate Investment Trusts (1989)Performance Evaluation of Fin…An Empirical Study of Time on Market Using Multidimensional Segmentation of Housing Markets (1976)Time on the Market and Selling Price (1978)Estimating Net Realizable Value for Distressed Real Estate (1990)Incentives and Performance in Real Estate Brokerage (2001)THE HOME SELLING PROBLEM: THEORY AND EVIDENCE (2015)Hedonic housing prices and the demand for clean air (1978)Market segmentation and valuing amenities with hedonic models: The case of hazardous waste sites (1990)The impact of toxic waste sites on housing values (1991)The Effects of Environmental Contamination on Real Estate: A Literature Review (2001)The Impact of Small Brownfields and Greenspaces on Residential Property Values (2006)Impact of Urban Village Disamenity on Neighboring Residential Properties: Empirical Evidence from Nanjing through Hedonic Pricing Model Appraisal (2020)Market Timing and Mutual Fund Investment Performance (1984)Does the REIT Stock Market Resemble the General Stock Market? (1995)Economic Risk Factors and Commercial Real Estate Returns (1997)On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts (2011)On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)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)Real Estate Returns and Inflation (1987)Price formation and the appraisal function in real estate markets (1991)PORTFOLIO SELECTION* (1952)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Is Financial Regulation Good or Bad for Real Estate Companies? – An Event Study (2017)Asymmetric causality between the U.S. housing market and its stock market: Evidence from state level data (2018)Relationship between the United States housing and stock markets: Some evidence from wavelet analysis (2019)Asset returns and inflation (1977)Refining the Analysis of Regional Diversification for Income-Producing Real Estate (1987)Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns (1989)International Evidence on Real Estate Securities as an Inflation Hedge (1997)Mutual Fund Performance (1966)An Empirical Evaluation of Alternative Portfolio-Selection Models (1967)Portfolio Theory and Capital Markets. (1972)Smoothing in appraisal-based returns (1991)What Does the Stock Market Tell Us About Real Estate Returns? (1992)REITs and Idiosyncratic Risk (2004)Correlation and Volatility Dynamics in REIT Returns: Performance and Portfolio Considerations (2010)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)The M3-Competition: results, conclusions and implications (2000)Forecasting seasonals and trends by exponentially weighted moving averages (2004)Retail Property Price Index Forecasting through Neural Networks (2022)A Gaussian process regression machine learning model for forecasting retail property prices with Bayesian optimizations and cross-validation (2023)Machine learning-based forecasts of residential property prices in Hangzhou City, Zhejiang Province, China (2024)A LIMITED‐DIVERSIFICATION PORTFOLIO SELECTION MODEL FOR THE SMALL INVESTOR (1974)Measuring portfolio performance and the empirical content of asset pricing models (1979)An Index of Portfolio Diversification (1992)
this work references cited by second hop

References

  • 1986Diversification Categories in Investment Real Estate266 cited
  • 1984Real Estate Investment Funds: Performance and Portfolio Considerations224 cited
  • 1970Some Studies of Variability of Returns on Investments in Common Stocks188 cited
  • 1982Historic Returns and Institutional Real Estate Portfolios126 cited

Cited by

  • 1989Selling Price and Marketing Time in the Residential Real Estate Market121 cited
  • 1992The Impact of Landfills on Residential Property Values115 cited
  • 2011The Asymmetric Wealth Effect in the US Housing and Stock Markets: Evidence from the Threshold Cointegration Model99 cited
  • 2016Forecasting the REITs and stock indices: Group Method of Data Handling Neural Network approach92 cited
  • 1997U.S. REITs as an Asset Class in International Investment Portfolios87 cited
  • 1991Market conditions, risk, and real estate portfolio returns: Some empirical evidence78 cited
  • 2001Price discovery in the Hong Kong real estate market76 cited
  • 1996The inflation‐hedging characteristics of Australian commercial property: 1984‐199569 cited
  • 2008Performance differences in property‐type diversified versus specialized real estate investment trusts (REITs)67 cited
  • 1989Performance Evaluation of Finite-Life Real Estate Investment Trusts

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67 cited
  • 1995The Historical Environment of Real Estate Returns61 cited
  • 2002REITs in the decentralized investment industry55 cited
  • 2012An Empirical Analysis of Exchange-Traded Funds54 cited
  • 1995NAREIT Identified Exchange Listed REITs and Their Performance Characteristics: 1972-199141 cited
  • 1991REITs as Captive-Financing Affiliates: Impact on Financial Performance39 cited
  • 2009The role of Malaysian securitised real estate in a mixed‐asset portfolio39 cited