Measuring and Explaining Changes in REIT Liquidity: Moving Beyond the Bid-Ask Spread
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- Gianluca Marcato & Charles Ward, 2006. "Back from Beyond the Bid-Ask Spread: Perspectives on Liquidity," Real Estate & Planning Working Papers rep-wp2006-15, Henley Business School, Reading University.
- Bartley R. Danielsen & David M. Harrison & Robert A. Van Ness & Richard S. Warr, 2009. "REIT Auditor Fees and Financial Market Transparency," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(3), pages 515-557.
- Richard Chung & Scott Fung & Szu-Yin Hung, 2012. "Institutional Investors and Firm Efficiency of Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 171-211, June.
- repec:kap:jrefec:v:55:y:2017:i:1:d:10.1007_s11146-016-9554-3 is not listed on IDEAS
- Susanne Cannon & Rebel Cole, 2011.
"Changes in REIT Liquidity 1988–2007: Evidence from Daily Data,"
The Journal of Real Estate Finance and Economics,
Springer, vol. 43(1), pages 258-280, July.
- Cannon, Susanne E. & Cole, Rebel A., 2008. "Changes in REIT liquidity 1988 - 2007: Evidence from daily data," MPRA Paper 24694, University Library of Munich, Germany, revised 20 Aug 2010.
- Jaakko Niskanen & Heidi Falkenbach, 2011. "Liquidity of European real estate equities: REITs and REOCs," International Journal of Strategic Property Management, Taylor & Francis Journals, vol. 16(2), pages 173-187, May.
- Bond, Shaun A. & Chang, Qingqing, 2012. "Liquidity dynamics across public and private markets," Journal of International Money and Finance, Elsevier, vol. 31(7), pages 1890-1910.
- Robert Campbell & Chinmoy Ghosh & C. Sirmans, 2005. "Value Creation and Governance Structure in Reit Mergers," The Journal of Real Estate Finance and Economics, Springer, vol. 31(2), pages 225-239, September.
- Benjamin Blau & Jared F. Egginton & Matthew Hill, 2016. "REITs and market friction," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 1-24, January.
- 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.
- Paul Goebel & David Harrison & Jeffrey Mercer & Ryan Whitby, 2013. "REIT Momentum and Characteristic-Related REIT Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 47(3), pages 564-581, October.
- repec:jre:issued:v:39:n:1:2017:p:65_98 is not listed on IDEAS
- Dirk Brounen & Piet Eichholtz & David Ling, 2009. "The Liquidity of Property Shares: An International Comparison," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(3), pages 413-445.
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