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A Fundamental Examination of Securitized and Unsecuritized Real Estate

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Author Info
Joseph L. Pagliari, Jr. (Citadel Realty, Inc. 2700 River Road, Suite 106 Des Plaines, Illinois 60018)
James R. Webb () (Department of Finance and the Real Estate Research Center James J. Nance College of Business Cleveland State University Cleveland, Ohio 44115)
Abstract

Most studies (including this one) have found a weak statistical relationship between total returns for securitized and unsecuritized real estate equities. Some studies argue that REIT shares behave more like the stock market, than real estate. In an attempt to focus this discussion, this study examines the fundamental underlying return-generating components: dividends, investment values, and dividend yields using NAREIT and NCREIF data from 1978 through 1994. While dividends have been part of the REIT pricing calculus for some time, relatively few studies have focused upon the "dividends" paid by NCREIF properties. The short-run relationships between these fundamental components are weak and many of their distributions display significant non-normal tendencies. Even when quarterly lags of up to two years are examined, these distributions also tend to be weakly correlated with one another. Of the three fundamental components, the long-run path of prices exhibited the strongest relationship. Interestingly, the volatility of the NCREIF dividend series is approximately 150% of the NAREIT volatility, while the volatility of the NCREIF asset values is roughly 25% of the NAREIT volatility. This is contradictory: in a simplified setting, greater dividend volatility should be accompanied by greater price volatility, not less, as observed here. Nevertheless, such comparisons suffer due to the incompatibility of the data sources and, accordingly, this study should be viewed as a preliminary examination of securitized and unsecuritized real estate returns.

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File URL: http://aux.zicklin.baruch.cuny.edu/jrer/papers/pdf/past/vol10n04/v10p381.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: 381-426
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:jre:issued:v:10:n:5:1994:p:381-426

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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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Find related papers by JEL classification:
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. Fama, Eugene F & French, Kenneth R, 1992. " The Cross-Section of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 47(2), pages 427-65, June. [Downloadable!] (restricted)
  2. K. C. Chan & Patric H. Hendershott & Anthony B. Sanders, 1990. "Risk and Return on Real Estate: Evidence from Equity REITs," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 18(4), pages 431-452. [Downloadable!] (restricted)
  3. Fama, Eugene F & Jensen, Michael C, 1983. "Separation of Ownership and Control," Journal of Law & Economics, University of Chicago Press, vol. 26(2), pages 301-25, June.
  4. Shiller, Robert J, 1981. "The Use of Volatility Measures in Assessing Market Efficiency," Journal of Finance, American Finance Association, vol. 36(2), pages 291-304, May. [Downloadable!] (restricted)
  5. Fisher, Jeffrey D & Geltner, David M & Webb, R Brian, 1994. "Value Indices of Commercial Real Estate: A Comparison of Index Construction Methods," The Journal of Real Estate Finance and Economics, Springer, vol. 9(2), pages 137-64, September.
  6. Brian A. Marts & Fayez A. Elayan, 1990. "Capital Structure and the Cost of Capital for Untaxed Firms: The Case of REITs," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 18(1), pages 22-39. [Downloadable!] (restricted)
  7. David M. Geltner, 1993. "Estimating Market Values from Appraised Values without Assuming an Efficient Market," Journal of Real Estate Research, American Real Estate Society, vol. 8(3), pages 325-346. [Downloadable!]
  8. Howe, John S & Shilling, James D, 1988. " Capital Structure Theory and REIT Security Offerings," Journal of Finance, American Finance Association, vol. 43(4), pages 983-93, September. [Downloadable!] (restricted)
  9. Poterba, James M. & Summers, Lawrence H., 1988. "Mean reversion in stock prices : Evidence and Implications," Journal of Financial Economics, Elsevier, vol. 22(1), pages 27-59, October. [Downloadable!] (restricted)
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  10. S. Michael Giliberto, 1990. "Equity Real Estate Investment Trusts and Real Estate Returns," Journal of Real Estate Research, American Real Estate Society, vol. 5(2), pages 259-264. [Downloadable!]
  11. Liu, Crocker H & Mei, Jianping, 1992. "The Predictability of Returns on Equity REITs and Their Co-movement with Other Assets," The Journal of Real Estate Finance and Economics, Springer, vol. 5(4), pages 401-18, December.
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  13. K.C. Chan & Patric H. Hendershott & Anthony B. Sanders, 1991. "Risk and Return on Real Estate: Evidence from Equity REITs," NBER Working Papers 3311, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  14. Robert J. Shiller, 1981. "The Use of Volatility Measures in Assessing Market Efficiency," NBER Working Papers 0565, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  15. Shiller, Robert J, 1981. "Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?," American Economic Review, American Economic Association, vol. 71(3), pages 421-36, June. [Downloadable!] (restricted)
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  16. K.C. Chen & Daniel D. Tzang, 1988. "Interest-Rate Sensitivity of Real Estate Investment Trusts," Journal of Real Estate Research, American Real Estate Society, vol. 3(3), pages 13-22. [Downloadable!]
  17. Terence Khoo & David Hartzell & Martin Hoesli, 1993. "An Investigation of the Change in Real Estate Investment Trust Betas," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 21(2), pages 107-130. [Downloadable!] (restricted)
  18. De Bondt, Werner F M & Thaler, Richard, 1985. " Does the Stock Market Overreact?," Journal of Finance, American Finance Association, vol. 40(3), pages 793-805, July. [Downloadable!] (restricted)
  19. Ross, Stephen A & Zisler, Randall C, 1991. "Risk and Return in Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 4(2), pages 175-90, June.
  20. Josef Lakonishok & Robert W. Vishny & Andrei Shleifer, 1993. "Contrarian Investment, Extrapolation, and Risk," NBER Working Papers 4360, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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Cited by:
(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. Conlin Lizieri & Steven Satchell & Elaine Worzala & Roberto Dacco', 1998. "Real Interest Regimes and Real Estate Performance: A Comparison of UK and US Markets," Journal of Real Estate Research, American Real Estate Society, vol. 16(3), pages 339-356. [Downloadable!]
  2. William G. Hardin, III & Marvin L. Wolverton, 1999. "Equity REIT Property Acquisitions: Do Apartment REITs Pay a Premium?," Journal of Real Estate Research, American Real Estate Society, vol. 17(1), pages 113-126. [Downloadable!]
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