Risk-Adjusted Performance of Real Estate Stocks: Evidence From Developing Markets
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- Joseph Ooi & Kim-Hiang Liow, 2004. "Risk-Adjusted Performance of Real Estate Stocks: Evidence from Developing Markets," Journal of Real Estate Research, Taylor & Francis Journals, vol. 26(4), pages 371-396, January.
References listed on IDEAS
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Citations
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Cited by:
- Camilo Serrano & Martin Hoesli, 2010.
"Are Securitized Real Estate Returns more Predictable than Stock Returns?,"
The Journal of Real Estate Finance and Economics, Springer, vol. 41(2), pages 170-192, August.
- Camilo Serrano & Martin Hoesli, 2008. "Are Securitized Real Estate Returns more Predictable than Stock Returns?," Swiss Finance Institute Research Paper Series 08-27, Swiss Finance Institute.
- Camilo Serrano & Martin Hoesli, 2008. "Are Securitized Real Estate Returns More Predictable Than Stock Returns?," ERES eres2008_252, European Real Estate Society (ERES).
- Chinmoy Ghosh & Milena Petrova, 2021. "The Effect of Legal Environment and Regulatory Structure on Performance: Cross-Country Evidence from REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 63(1), pages 40-81, July.
- Kola, Katlego & Kodongo, Odongo, 2017. "Macroeconomic risks and REITs returns: A comparative analysis," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1228-1243.
- Claudio Giannotti & Gianluca Mattarocci, 2013.
"The Role of Risk Measures Choices in Ranking Real Estate Funds: Evidence from the Italian Market,"
Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Gianluca Mattarocci (ed.), Asset Pricing, Real Estate and Public Finance over the Crisis, chapter 10, pages 165-189,
Palgrave Macmillan.
- Gianluca Mattarocci & Claudio Giannotti, 2010. "The Role Of Risk Measuresí Choices In Ranking Real Estate Funds: Evidence From The Italian Market," ERES eres2010_129, European Real Estate Society (ERES).
- Graeme Newell & Chau Kwong Wing & Wong Siu Kei & Liow Kim Hiang, 2009. "The significance and performance of property securities markets in the Asian IFCs," Journal of Property Research, Taylor & Francis Journals, vol. 26(2), pages 125-148, October.
- Kim Liow & Haishan Yang, 2005. "Long-Term Co-Memories and Short-Run Adjustment: Securitized Real Estate and Stock Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 31(3), pages 283-300, November.
- Duy Linh Nguyen & Wolfgang Breuer & Bertram Ingolf Steininger, 2018. "The REIT Debt Puzzle," ERES eres2018_77, European Real Estate Society (ERES).
- Thi Kim Nguyen & Muhammad Najib Razali, 2020. "The dynamics of listed property companies in Indonesia," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 38(2), pages 91-106, January.
- Patrick Lecomte & Joseph Ooi, 2013. "Corporate Governance and Performance of Externally Managed Singapore Reits," The Journal of Real Estate Finance and Economics, Springer, vol. 46(4), pages 664-684, May.
- Bee-Hoong Tay & Pei-Tha Gan, 2016. "The Determinants of Investment Rewards: Evidence for Selected Developed and Developing Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 6(3), pages 1180-1188.
- Muhammad Najib Razali, 2011. "Portfolio Optimisation Model for Malaysian Property Market," ERES eres2011_131, European Real Estate Society (ERES).
- Robert Edelstein & Wenlan Qian & Desmond Tsang, 2011. "How Do Institutional Factors Affect International Real Estate Returns?," The Journal of Real Estate Finance and Economics, Springer, vol. 43(1), pages 130-151, July.
- Woo Gon Kim & Leonard A. Jackson & Jun Zhong, 2011. "Performance Comparison of Lodging REITs, Hotel C-Corporations and Resorts and Casinos," Tourism Economics, , vol. 17(1), pages 91-106, February.
- Kang, Hsin-Hong & Liu, Shu-Bing, 2014. "The impact of the 2008 financial crisis on housing prices in China and Taiwan: A quantile regression analysis," Economic Modelling, Elsevier, vol. 42(C), pages 356-362.
- Tomislava Pavic Kramaric & Marko Miletic & Petar Pepur, 2023. "The Treynor Ratio as a Risk-adjusted Return of Croatian Listed Firms," International Journal of Economic Sciences, European Research Center, vol. 12(2), pages 92-106, November.
- Mário Nuno Mata & Muhammad Najib Razali & Sónia R. Bentes & Isabel Vieira, 2021. "Volatility Spillover Effect of Pan-Asia’s Property Portfolio Markets," Mathematics, MDPI, vol. 9(12), pages 1-20, June.
- Yener Cos‚kun & A. Sevtap Selcuk-Kestel & Bilgi Yilmaz, 2017. "Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 17(4), pages 199-215, December.
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JEL classification:
- L85 - Industrial Organization - - Industry Studies: Services - - - Real Estate Services
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