Mean-Reversion in REITs Discount to NAV & Risk Premium
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- Hiroyuki Kawakatsu & Matthew R. Morey, 1999. "An Empirical Examination Of Financial Liberalization And The Efficiency Of Emerging Market Stock Prices," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 22(4), pages 385-411, December.
- Chaudhuri, Kausik & Wu, Yangru, 2003. "Random walk versus breaking trend in stock prices: Evidence from emerging markets," Journal of Banking & Finance, Elsevier, vol. 27(4), pages 575-592, April.
- Morri, Giacomo & Ward, Charles, 2005. "Explaining Deviations from NAV in UK Property Companies: Rationality and Sentimentality," ERES eres2005_259, European Real Estate Society (ERES).
- Giacomo Morri & Pat McAllister & Charles Ward, 2005. "Explaining Deviations From NAV In UK Property Companies: Rationality And Sentimentality," Real Estate & Planning Working Papers rep-wp2005-20, Henley Business School, Reading University.
- Richard J. Barkham & Charles W. R. Ward, 1999. "Investor Sentiment and Noise Traders: Discount to Net Asset Value in Listed Property Companies in the U.K," Journal of Real Estate Research, American Real Estate Society, vol. 18(2), pages 291-312.
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