An Examination of Informed Traders and the Market Microstructure of Real Estate Investment Trusts
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References listed on IDEAS
- Wood, Robert A & McInish, Thomas H & Ord, J Keith, 1985. " An Investigation of Transactions Data for NYSE Stocks," Journal of Finance, American Finance Association, vol. 40(3), pages 723-739, July.
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- Vijay Bhasin & Rebel A. Cole & Joseph K. Kiely, "undated".
"Changes in REIT Liquidity 1990-94: Evidence from Intra-day Transactions,"
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- Vijay Bhasin & Rebel A. Cole & Joseph K. Kiely, 1996. "Changes in REIT liquidity 1990-94: evidence from intra-day transactions," Finance and Economics Discussion Series 96-22, Board of Governors of the Federal Reserve System (U.S.).
- Frank Gyamfi-Yeboah & Alan Ziobrowski & Philip Seagraves, 2014. "Institutional Ownership and the Dynamics of Trading Volume around FFO Announcements," The Journal of Real Estate Finance and Economics, Springer, vol. 49(1), pages 73-90, July.
- Paul Anglin & Robert Edelstein & Yanmin Gao & Desmond Tsang, 2011. "How Does Corporate Governance Affect the Quality of Investor Information? The Curious Case of REITs," Journal of Real Estate Research, American Real Estate Society, vol. 33(1), pages 1-24.
- 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.
- Susanne Cannon & Rebel Cole, 2011.
"Changes in REIT Liquidity 1988–2007: Evidence from Daily Data,"
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- 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.
- 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.
- Scott D. Below & Joseph K. Kiely & Willard McIntosh, 1996. "REIT Pricing Efficiency; Should Investors Still Be Concerned?," Journal of Real Estate Research, American Real Estate Society, vol. 12(3), pages 397-412.
More about this item
- L85 - Industrial Organization - - Industry Studies: Services - - - Real Estate Services
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