An Investigation of the Change in Real Estate Investment Trust Betas
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DOI: 10.1111/1540-6229.00603
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Cited by:
- Michael S. Young, 2000. "REIT Property-Type Sector Integration," Journal of Real Estate Research, American Real Estate Society, vol. 19(1), pages 3-21.
- Zhou, Jian, 2013. "Conditional market beta for REITs: A comparison of modeling techniques," Economic Modelling, Elsevier, vol. 30(C), pages 196-204.
- Foort Hamelink & Martin Hoesli, 2004.
"What Factors Determine International Real Estate Security Returns?,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(3), pages 437-462, September.
- Hamelink, Foort & Hoesli, Martin, 2002. "What Factors Determine International Real Estate Security Returns?," SIFR Research Report Series 7, Institute for Financial Research.
- Foort HAMELINK & Martin HOESLI, 2003. "What Factors Determine International Real Estate Security Returns?," FAME Research Paper Series rp50, International Center for Financial Asset Management and Engineering.
- Foort Hamelink & Martin Hoesli, 2002. "What Factors Determine International Real Estate Security Returns?," ERES eres2002_196, European Real Estate Society (ERES).
- Martin Hoesli & Jon Lekander, 2008. "Real estate portfolio strategy and product innovation in Europe," Journal of Property Investment & Finance, Emerald Group Publishing, vol. 26(2), pages 162-176, March.
- Tien Sing & I-Chun Tsai & Ming-Chi Chen, 2016. "Time-Varying Betas of US REITs from 1972 to 2013," The Journal of Real Estate Finance and Economics, Springer, vol. 52(1), pages 50-72, January.
- Tien Foo Sing & I-Chun Tsai & Ming-Chi Chen, 2016. "Time-Varying Betas of US REITs from 1972 to 2013," The Journal of Real Estate Finance and Economics, Springer, vol. 52(1), pages 50-72, January.
- Yung, Kenneth & Nafar, Nadia, 2017. "Investor attention and the expected returns of reits," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 423-439.
- Jonathan Wiley & Leonard Zumpano, 2009. "Institutional Investment and the Turn-of-the-Month Effect: Evidence from REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 39(2), pages 180-201, August.
- Hamelink, F. & Hoesli, M., 2002. "What factors determine real estate security returns?," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Abugri, Benjamin A. & Dutta, Sandip, 2014. "Are we overestimating REIT idiosyncratic risk? Analysis of pricing effects and persistence," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 249-259.
- Wilson, Patrick James & Okunev, John & Webb, James J, 1998. "Step Interventions and Market Integration: Tests in the U.S., U.K., and Australian Property Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 16(1), pages 91-123, January.
- Joseph L. Pagliari, Jr. & James R. Webb, 1995. "A Fundamental Examination of Securitized and Unsecuritized Real Estate," Journal of Real Estate Research, American Real Estate Society, vol. 10(4), pages 381-426.
- Kim, k. & Suh, s. & Feridun, M., 2006. "Real State Business Cycle and Real Estate Policies: The Case of Korea," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 6(1).
- Elias OIKARINEN & Martin HOESLI & Camilo SERRANO, 2009. "Linkages Between Direct and Securitized Real Estate," Swiss Finance Institute Research Paper Series 09-26, Swiss Finance Institute.
- Ling T. He, 1998. "Cointegration and Price Discovery between Equity and Mortgage REITs," Journal of Real Estate Research, American Real Estate Society, vol. 16(3), pages 327-338.
- William Hardin & Xiaoquan Jiang & Zhonghua Wu, 2012. "REIT Stock Prices with Inflation Hedging and Illusion," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 262-287, June.
- Thomas C. Chiang & Hooi Hooi Lean & Wing-Keung Wong, 2008. "Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 1(1), pages 1-40, December.
- Ming-Chu Chiang & Tien Foo Sing & I-Chun Tsai, 2017. "Spillover Risks in REITs and other Asset Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 54(4), pages 579-604, May.
- Randy Anderson & Jim Clayton & Greg Mackinnon & Rajneesh Sharma, 2006. "REIT Returns and Pricing: The Small Cap Value Stock Factor," Journal of Property Research, Taylor & Francis Journals, vol. 22(4), pages 267-286, January.
- Youguo Liang & Willard McIntosh & James R. Webb, 1995. "Intertemporal Changes in the Riskiness of REITs," Journal of Real Estate Research, American Real Estate Society, vol. 10(4), pages 427-444.
- Natalya Delcoure & Ross Dickens, 2004. "REIT and REOC Systematic Risk Sensitivity," Journal of Real Estate Research, American Real Estate Society, vol. 26(3), pages 237-254.
- Hui-Na Lin & Wo-Chiang Lee, 2015. "Threshold Effects in the Relationships of REITs and Other Financial Securities in Developed Countries," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 5(3), pages 426-438, March.
- Martin Hoesli & Kustrim Reka, 2013.
"Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets,"
The Journal of Real Estate Finance and Economics, Springer, vol. 47(1), pages 1-35, July.
- Martin Hoesli & Kustrim Reka, 2011. "Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets," ERES eres2011_63, European Real Estate Society (ERES).
- Liang Peng & Rainer Schulz, 2013. "Does the Diversification Potential of Securitized Real Estate Vary Over Time and Should Investors Care?," The Journal of Real Estate Finance and Economics, Springer, vol. 47(2), pages 310-340, August.
- John Cotter & Richard Roll, 2015. "A Comparative Anatomy of Residential REITs and Private Real Estate Markets: Returns, Risks and Distributional Characteristics," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(1), pages 209-240, March.
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