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The Predictability of REIT Returns and Market Segmentatio

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Author Info
Darcey D. Terris (Department of Finance and the Real Estate Research Center James J. Nance College of Business Cleveland State University Cleveland, Ohio 44115)
F.C. Neil Myer () (Department of Finance and the Real Estate Research Center James J. Nance College of Business Cleveland State University Cleveland, Ohio 44115)
Abstract

A two-factor regression model was used to examine the relationship between returns on healthcare equity REITs (EREITs) and healthcare stocks from 1985 to 1992. General stock indices were incorporated in the model to account for the influence of the market. Multiple positive contemporaneous relationships were found between six of the seven REITs studied and portfolios of other healthcare stocks. Furthermore, in four of the six REITs with positive results, significant correlations were evident between individual REIT portfolios and the SIC indices with which they showed a significant relationship. These results are consistent with a common factor or factors affecting the returns of both healthcare EREITs and stocks. The relationships found between returns on healthcare EREITs and healthcare stocks, especially the correlation between the classification of the EREIT portfolios and SIC indices, indicate the importance of real estate management for healthcare firms and asset subclassification choice for the real estate manager. Although this study specifically investigated healthcare EREITs and healthcare stocks, the results may be more widely applicable to other single-property-type EREITs.

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File URL: http://aux.zicklin.baruch.cuny.edu/jrer/papers/pdf/past/vol10n04/v10p483.pdf
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Article provided by American Real Estate Society in its journal Journal of Real Estate Research.

Volume (Year): 10 (1995)
Issue (Month): 4 ()
Pages: 483-494
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Handle: RePEc:jre:issued:v:10:n:4:1995:p:483-494

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Postal: American Real Estate Society Clemson University School of Business & Behavioral Science Department of Finance 401 Sirrine Hall Clemson, SC 29634-1323
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Postal: Diane Quarles American Real Estate Society Manager of Member Services Clemson University Box 341323 Clemson, SC 29634-1323
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L85 - Industrial Organization - - Industry Studies: Services - - - Real Estate Services

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Joseph Gyourko & Edward Nelling, . "Systematic Risk and Diversification in the Equity REIT Market," Rodney L. White Center for Financial Research Working Papers 11-94, Wharton School Rodney L. White Center for Financial Research.
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  2. Joseph Gyourko & Donald B. Keim, . "What Does the Stock Market Tell Us About Real Estate Returns? (Revision of 18-91) (Reprint 030)," Rodney L. White Center for Financial Research Working Papers 11-92, Wharton School Rodney L. White Center for Financial Research.
  3. Joseph Gyourko & Donald B. Keim, 1992. "What Does the Stock Market Tell Us About Real Estate Returns?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 20(3), pages 457-485. [Downloadable!] (restricted)
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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. James E. Payne & Hassan Mohammadi, 2004. "The transmission of shocks across real estate investment trust (REIT) markets," Applied Financial Economics, Taylor and Francis Journals, vol. 14(17), pages 1211-1217, November. [Downloadable!] (restricted)
  2. Su Han Chan & Wai Kin Leung & Ko Wang, 1998. "Institutional Investment in REITs: Evidence and Implications," Journal of Real Estate Research, American Real Estate Society, vol. 16(3), pages 357-374. [Downloadable!]
  3. James E. Payne, 2003. "Shocks to macroeconomic state variables and the risk premium of REITs," Applied Economics Letters, Taylor and Francis Journals, vol. 10(11), pages 671-677, September. [Downloadable!] (restricted)
  4. Michael Cooper & David H. Downs, 1999. "Real Estate Securities and a Filter-based, Short-term Trading Strategy," Journal of Real Estate Research, American Real Estate Society, vol. 18(2), pages 313-334. [Downloadable!]
  5. Simon Stevenson, 2002. "Momentum Effects and Mean Reversion in Real Estate Securities," Journal of Real Estate Research, American Real Estate Society, vol. 23(1/2), pages 47-64. [Downloadable!]
  6. Cotter, John & Stevenson, Simon, 2004. "Uncovering Volatility Dynamics in Daily REIT Returns," MPRA Paper 3533, University Library of Munich, Germany, revised 2005. [Downloadable!]
  7. Cotter, John & Stevenson, Simon, 2005. "Multivariate Modeling of Daily REIT Volatility," MPRA Paper 3524, University Library of Munich, Germany. [Downloadable!]
    Other versions:
  8. Edward Nelling & Joseph Gyourko, 1998. "The Predictability of Equity REIT Returns," Journal of Real Estate Research, American Real Estate Society, vol. 16(3), pages 251-268. [Downloadable!]
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