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The Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: The Case of Private Commercial Real Estate

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Author Info
David Ling
Gianluca Marcato () (Department of Real Estate & Planning, University of Reading)
Patrick McAllister () (Department of Real Estate & Planning, University of Reading)
Abstract

This paper investigates the relationship between capital flows, turnover and returns for the UK private real estate market. We examine a number of possible implication of capital flows and turnover on capital returns testing for evidence of a price pressure effect, ‘return chasing’ behaviour and information revelation. The main tool of analysis is a panel vector autoregressive (VAR) regression model in which institutional capital flows, turnover and returns are specified as endogenous variables in a two equation system in which we also control for macro-economic variables. Data on flows, turnover and returns are obtained for the 10 market segments covering the main UK commercial real estate sectors. Our results do not support the widely-held belief among practitioners that capital flows have a ‘price pressure’ effect. Although there is some evidence of return chasing behaviour, the short timescales involved suggest this finding may be due to delayed recording of flows relative to returns given the difficulties of market entry. We find a significant positive relationship between lagged turnover and contemporaneous capital returns, suggesting that asset turnover provides pricing information.

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Paper provided by Henley Business School, Reading University in its series Real Estate & Planning Working Papers with number rep-wp2008-11.

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Length: 30 pages
Date of creation: 2008
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Handle: RePEc:rdg:repxwp:rep-wp2008-11

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  1. Brent W. Ambrose & Hugh O. Nourse, 1993. "Factors Influencing Capitalization Rates," Journal of Real Estate Research, American Real Estate Society, vol. 8(2), pages 221-238. [Downloadable!]
  2. Cha, Heung-Joo & Lee, Bong-Soo, 2001. "The Market Demand Curve for Common Stocks: Evidence from Equity Mutual Fund Flows," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 36(02), pages 195-220, June. [Downloadable!]
  3. Grinblatt, Mark & Keloharju, Matti, 2000. "The investment behavior and performance of various investor types: a study of Finland's unique data set," Journal of Financial Economics, Elsevier, vol. 55(1), pages 43-67, January. [Downloadable!] (restricted)
  4. Peter Fortune, 1998. "Mutual funds, part II: fund flows and security returns," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 3-22. [Downloadable!]
  5. Cauley, Stephen Day & Pavlov, Andrey D, 2002. "Rational Delays: The Case of Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 24(1-2), pages 143-65, Jan.-Marc. [Downloadable!] (restricted)
  6. Simon Gervais & Ron Kaniel & Dan Mingelgrin, . "The High Volume Return Premium," Rodney L. White Center for Financial Research Working Papers 01-99, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]
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  7. William N. Goetzmann & Massimo Massa, 2003. "Index Funds and Stock Market Growth," Journal of Business, University of Chicago Press, vol. 76(1), pages 1-28, January. [Downloadable!]
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  8. Franklin Edwards & Xin Zhang, 1998. "Mutual Funds and Stock and Bond Market Stability," Journal of Financial Services Research, Springer, vol. 13(3), pages 257-282, June. [Downloadable!] (restricted)
  9. David Ling & Andy Naranjo, 2006. "Dedicated REIT Mutual Fund Flows and REIT Performance," The Journal of Real Estate Finance and Economics, Springer, vol. 32(4), pages 409-433, June. [Downloadable!] (restricted)
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