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Property market liquidity and REIT liquidity
16 references·0 citing·46 second hop
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References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1997Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints?6,790 cited
  • 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach2,901 cited
  • 1999Home Bias at Home: Local Equity Preference in Domestic Portfolios2,898 cited
  • 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
  • 1988Corporate Finance and Corporate Governance2,253 cited
  • 2001Financial Constraints and Stock Returns1,409 cited
  • 2008A New Measure of the Local Regulatory Environment for Housing Markets: The Wharton Residential Land Use Regulatory Index766 cited
  • 2012Geographic dispersion and stock returns548 cited
  • 2007Valuation in Over-the-Counter Markets526 cited
  • 2008Collateral pricing☆310 cited
  • 2003Confronting Information Asymmetries: Evidence from Real Estate Markets303 cited
  • 2012Asset Liquidity and Stock Liquidity199 cited
  • 2014Real Asset Illiquidity and the Cost of Capital199 cited
  • 1993Insider Trading as a Signal of Private Information198 cited

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  • 2008Asset Salability and Debt Maturity: Evidence from Nineteenth-Century American Railroads192 cited
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