Systematic Risk and Diversification in the Equity REIT Market
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- Joseph Gyourko & Edward Nelling, "undated". "Systematic Risk and Diversification in the Equity REIT Market," Rodney L. White Center for Financial Research Working Papers 11-94, Wharton School Rodney L. White Center for Financial Research.
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- Devaney, Michael, 2012. "Financial crisis, REIT short-sell restrictions and event induced volatility," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(2), pages 219-226.
- Chien-Yun Chang & Jian-Hsin Chou & Hung-Gay Fung, 2012. "Time dependent behavior of the Asian and the US REITs around the subprime crisis," Journal of Property Investment & Finance, Emerald Group Publishing, vol. 30(3), pages 282-303, April.
- James Chong & Alexandra Krystalogianni & Simon Stevenson, "undated". "Dynamic Correlations across REIT Sub-Sectors," Real Estate & Planning Working Papers rep-wp2011-07, Henley Business School, Reading University.
- Omokolade Akinsomi & Seow Eng Ong & Muhammad Faishal Ibrahim, 2013. "Corporate Real Estate Holdings and Firm Returns of Shariah Compliant Firms," ERES eres2013_99, European Real Estate Society (ERES).
- Hsuan-Chi Chen & Robert Fok & Chiuling Lu, 2011. "An Analysis of Lockups in REIT IPOs," The Journal of Real Estate Finance and Economics, Springer, vol. 43(3), pages 359-384, October.
- Michael S. Young, 2000. "REIT Property-Type Sector Integration," Journal of Real Estate Research, American Real Estate Society, vol. 19(1), pages 3-21.
- John Cotter & Richard Roll, 2010.
"A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics,"
201008, Geary Institute, University College Dublin.
- John Cotter & Richard Roll, 2011. "A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics," Papers 1103.5972, arXiv.org.
- Armonat, Stefan & Pfnür, Andreas, 2002. "Basel II and the German credit crunch?," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 35585, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Randy Anderson & Justin Benefield & Matthew Hurst, 2015. "Property-type diversification and REIT performance: an analysis of operating performance and abnormal returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(1), pages 48-74, January.
- Viktoriya Lantushenko & Edward Nelling, 2017. "Institutional Property-Type Herding in Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, vol. 54(4), pages 459-481, May.
- Benefield, Justin D. & Anderson, Randy I. & Zumpano, Leonard V., 2009. "Performance differences in property-type diversified versus specialized real estate investment trusts (REITs)," Review of Financial Economics, Elsevier, vol. 18(2), pages 70-79, April.
- Paul Gallimore & J. Andrew Hansz & Wikrom Prombutr & Ying Zhang, 2014. "Long-term Cointegrative and Short-term Causal Relations among U.S. Real Estate Sectors," International Real Estate Review, Asian Real Estate Society, vol. 17(3), pages 359-394.
- Roger M. Shelor & Dwight C. Anderson, 1998. "The Financial Performance of REITs Following Initial Public Offerings," Journal of Real Estate Research, American Real Estate Society, vol. 16(3), pages 375-388.
- repec:eee:quaeco:v:66:y:2017:i:c:p:70-99 is not listed on IDEAS
- Hartzell, Jay C. & Sun, Libo & Titman, Sheridan, 2014. "Institutional investors as monitors of corporate diversification decisions: Evidence from real estate investment trusts," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 61-72.
- Erik Devos & Thomas McInish & Michael McKenzie & James Upson, 2014. "Naked Short Selling and the Market Impact of Fails-to-Deliver: Evidence from the Trading of Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, vol. 49(4), pages 454-476, November.
- James Chong & Alexandra Krystalogianni & Simon Stevenson, 2012. "Dynamic correlations between REIT sub-sectors and the implications for diversification," Applied Financial Economics, Taylor & Francis Journals, vol. 22(13), pages 1089-1109, July.
- Darcey D. Terris & F.C. Neil Myer, 1995. "The Predictability of REIT Returns and Market Segmentatio," Journal of Real Estate Research, American Real Estate Society, vol. 10(4), pages 483-494.
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