Liquidity, Return and Order-Flow Linkages Between REITs and the Stock Market
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- Subrahmanyam, Avanidhar, 2009. "The implications of liquidity and order flows for neoclassical finance," Pacific-Basin Finance Journal, Elsevier, vol. 17(5), pages 527-532, November.
- 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.
- Craig W. Holden & Stacey Jacobsen & Avanidhar Subrahmanyam, 2014. "The Empirical Analysis of Liquidity," Foundations and Trends(R) in Finance, now publishers, vol. 8(4), pages 263-365, December.
- Söderberg, Jonas, 2008. "Liquidity on the Scandinavian Order-driven Stock Exchanges," CAFO Working Papers 2009:11, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics.
- repec:kap:jrefec:v:55:y:2017:i:1:d:10.1007_s11146-016-9554-3 is not listed on IDEAS
- Hooi Hooi Lean & Russell Smyth, 2011. "REITs, interest rates and stock prices in Malaysia," Monash Economics Working Papers 01-11, Monash University, Department of Economics.
- Bertone, Stephen & Paeglis, Imants & Ravi, Rahul, 2015. "(How) has the market become more efficient?," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 72-86.
- Martin Hoesli & Anjeza Kadilli & Kustrim Reka, 2014. "Commonality in liquidity and real estate securities," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 14051a, Institut d'Economie et Econométrie, Université de Genève.
- repec:hur:ijarbs:v:7:y:2017:i:4:p:911-926 is not listed on IDEAS
- Giovanni Tira & Tommaso Gabrieli & Gianluca Marcato, 2011. "Liquidity Black Hole and Optimal Behavioral," ERES eres2011_116, European Real Estate Society (ERES).
- Kyriaki Begiazi & Dimitrios Asteriou & Keith Pilbeam, 2016. "A multivariate analysis of United States and global real estate investment trusts," International Economics and Economic Policy, Springer, vol. 13(3), pages 467-482, July.
- Martin Hoesli & Kustrim Reka, 2015. "Contagion Channels between Real Estate and Financial Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(1), pages 101-138, March.
- repec:jre:issued:v:39:n:1:2017:p:65_98 is not listed on IDEAS
- Lee, Chien-Chiang & Chien, Mei-Se & Lin, Tsoyu Calvin, 2012. "Dynamic modelling of real estate investment trusts and stock markets," Economic Modelling, Elsevier, vol. 29(2), pages 395-407.
- repec:eee:soceco:v:69:y:2017:i:c:p:38-49 is not listed on IDEAS
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