This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Does the REIT Stock Market Resemble the General Stock Market?

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Ko Wang () (Department of Finance Chinese University of Hong Kong and California State University, Fullerton Fullerton, California 92634)
John Erickson () (Department of Finance California State University, Fullerton Fullerton, California 92634)
Su Han Chan () (Department of Finance University of Hong Kong Business School and California State University, Fullerton Fullerton, California 92634)

Additional information is available for the following registered author(s):

Abstract

Gyourko and Keim (1993) point out that the continued growth of the Real Estate Investment Trust (REIT) market depends critically on the stock market's ability to provide fair and accurate valuations of real estate. Given the recent surge of REIT initial public offerings (more than $15 billion in the 1993-1994 period), it is important to know whether the stock market provides the REIT market with the same level of information dissemination, monitoring activities, and pricing mechanisms as that for other stocks. This study demonstrates that, when compared with the general stock market, REIT stocks tend to have a smaller turnover ratio, a lower level of institutional investor participation, and are followed by fewer security analysts. Furthermore, the level of financial analysts coverage and stock turnover intensity are higher when the REIT stock market is "hot." The lack of attention from financial analysts and institutional investors in the REIT stock market may have some implications for the well-documented anomalous REIT stock performance.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://aux.zicklin.baruch.cuny.edu/jrer/papers/pdf/past/vol10n04/v10p445.pdf
File Format: application/pdf
File Function: Full text
Download Restriction: no

Publisher Info
Article provided by American Real Estate Society in its journal Journal of Real Estate Research.

Volume (Year): 10 (1995)
Issue (Month): 4 ()
Pages: 445-460
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:445-460

Contact details of provider:
Postal: American Real Estate Society Clemson University School of Business & Behavioral Science Department of Finance 401 Sirrine Hall Clemson, SC 29634-1323
Email:
Web page: http://www.aresnet.org/

Order Information:
Postal: Diane Quarles American Real Estate Society Manager of Member Services Clemson University Box 341323 Clemson, SC 29634-1323
Email:
Web: http://aux.zicklin.baruch.cuny.edu/jrer/about/get.htm

For technical questions regarding this item, or to correct its listing, contact: (JRER Graduate Assistant/Webmaster).

Related research
Keywords:

Other versions of this item:

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. Brennan, Michael J & Hughes, Patricia J, 1991. " Stock Prices and the Supply of Information," Journal of Finance, American Finance Association, vol. 46(5), pages 1665-91, December. [Downloadable!] (restricted)
  2. Allen, Paul R. & Sirmans, C. F., 1987. "An analysis of gains to acquiring firm's shareholders : The special case of REITs," Journal of Financial Economics, Elsevier, vol. 18(1), pages 175-184, March. [Downloadable!] (restricted)
  3. Blume, Lawrence & Easley, David & O'Hara, Maureen, 1994. " Market Statistics and Technical Analysis: The Role of Volume," Journal of Finance, American Finance Association, vol. 49(1), pages 153-81, March. [Downloadable!] (restricted)
Full references

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. 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!]
Statistics
Access and download statistics

Did you know? Springer Verlag was the first commercial publisher to be listed on RePEc.

This page was last updated on 2009-11-6.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.