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.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info

Article provided by Springer in its journal The Journal of Real Estate Finance and Economics.

Volume (Year): 36 (2008)
Issue (Month): 2 (February)
Pages: 165-181
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:kap:jrefec:v:36:y:2008:i:2:p:165-181

Contact details of provider:
Web page: http://www.springerlink.com/link.asp?id=102945

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research

Keywords: REIT; Real estate; Asset pricing; Real estate factor;

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. Kevin C.H. Chiang & Ming-Long Lee & Craig H. Wisen, 2005. "On the Time-Series Properties of Real Estate Investment Trust Betas," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 33(2), pages 381-396, 06. [Downloadable!] (restricted)
2. R J King, 1989. "Capital switching and the role of ground rent: 1 Theoretical problems," Environment and Planning A, Pion Ltd, London, vol. 21(4), pages 445-462, April. [Downloadable!] (restricted)
3. De Long, J Bradford, et al, 1990. " Positive Feedback Investment Strategies and Destabilizing Rational Speculation," Journal of Finance, American Finance Association, vol. 45(2), pages 379-95, June. [Downloadable!] (restricted)
   Other versions:
   • J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1989. "Positive Feedback Investment Strategies and Destabilizing Rational Speculation," NBER Working Papers 2880, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
4. He, Ling T & Myer, F C Neil & Webb, James R, 1996. "The Sensitivity of Bank Stock Returns to Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 12(2), pages 203-20, March.
5. Karl E. Case & Robert J. Shiller, 2003. "Is There a Bubble in the Housing Market?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 34(2003-2), pages 299-362. [Downloadable!]
6. 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!]
7. Igal Charney, 2001. "Three Dimensions of Capital Switching within the Real Estate Sector: A Canadian Case Study," International Journal of Urban and Regional Research, Blackwell Publishing, vol. 25(4), pages 740-758, December. [Downloadable!] (restricted)
8. Tuluca, Sorin A & Myer, F C Neil & Webb, James R, 2000. "Dynamics of Private and Public Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 21(3), pages 279-96, November. [Downloadable!] (restricted)
9. James D. Peterson & Cheng-Ho Hsieh, 1997. "Do Common Risk Factors in the Returns on Stocks and Bonds Explain Returns on REITs?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 25(2), pages 321-345. [Downloadable!] (restricted)
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. Loughran, Tim & Ritter, Jay R., 2000. "Uniformly least powerful tests of market efficiency," Journal of Financial Economics, Elsevier, vol. 55(3), pages 361-389, March. [Downloadable!] (restricted)
12. Ling T. He & F.C. Neil Myer & James R. Webb, 1997. "The Sensitivity of Bank Stocks to Mortgage Portfolio Composition," Journal of Real Estate Research, American Real Estate Society, vol. 13(1), pages 17-32. [Downloadable!]
13. Ling T. He, 2002. "Excess Returns of Industrial Stocks and the Real Estate Factor," Southern Economic Journal, Southern Economic Association, vol. 68(3), pages 632-645, January.
14. R J King, 1989. "Capital switching and the role of ground rent: 2 Switching between circuits and switching between submarkets," Environment and Planning A, Pion Ltd, London, vol. 21(6), pages 711-738, June. [Downloadable!] (restricted)

Did you know? RePEc stands for Research Papers in Economics.

This page was last updated on 2009-11-7.