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Intra-industry momentum: the case of REITs

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Author Info
Chui, Andy C. W.
Titman, Sheridan
Wei, K. C. John

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Abstract

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File URL: http://www.sciencedirect.com/science/article/B6VHN-4840V1C-1/2/a08efc49e6e2145018002dd266011bfb
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Publisher Info
Article provided by Elsevier in its journal Journal of Financial Markets.

Volume (Year): 6 (2003)
Issue (Month): 3 (May)
Pages: 363-387
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Handle: RePEc:eee:finmar:v:6:y:2003:i:3:p:363-387

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  1. Szu-Yin Hung & John Glascock, 2008. "Momentum Profitability and Market Trend: Evidence from REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 37(1), pages 51-69, July. [Downloadable!] (restricted)
  2. Qiang Li & Hua Sun & Seow Ong, 2006. "REIT Splits and Dividend Changes: Tests of Signaling and Information Substitutability," The Journal of Real Estate Finance and Economics, Springer, vol. 33(2), pages 127-150, September. [Downloadable!] (restricted)
  3. James Payne & George Waters, 2007. "Have Equity REITs Experienced Periodically Collapsing Bubbles?," The Journal of Real Estate Finance and Economics, Springer, vol. 34(2), pages 207-224, February. [Downloadable!] (restricted)
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This page was last updated on 2009-12-3.

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