Alpha and Persistence in Real Estate Fund Performance
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Kallberg, Jarl G. & Liu, Crocker L. & Trzcinka, Charles, 2000.
"The Value Added from Investment Managers: An Examination of Funds of REITs,"
Journal of Financial and Quantitative Analysis,
Cambridge University Press, vol. 35(03), pages 387-408, September.
- Jarl G. Kallberg & Crocker H. Liu & Charlese Trzcinka, 1999. "The Value Added from Investment Managers: an Examination of Funds of REITs," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-080, New York University, Leonard N. Stern School of Business-.
- Josef Lakonishok & Louis Chan & Stephen G. Dimmock, 2006.
"Benchmarking Money Manager Performance: Issues and Evidence,"
NBER Working Papers
12461, National Bureau of Economic Research, Inc.
- Louis K. C. Chan & Stephen G. Dimmock & Josef Lakonishok, 2009. "Benchmarking Money Manager Performance: Issues and Evidence," Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4553-4599, November.
- Shaun A. Bond & Soosung Hwang, 2007.
"Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price Indices,"
Real Estate Economics,
American Real Estate and Urban Economics Association, vol. 35(3), pages 349-382, 09.
- Soosung Hwang & Shaun Bond, 2005. "Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggreagation in Real Estate Price Indices," Working Papers wp05-17, Warwick Business School, Finance Group.
- Mark Grinblatt & Sheridan Titman, .
"Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings,"
Rodney L. White Center for Financial Research Working Papers
23-88, Wharton School Rodney L. White Center for Financial Research.
- Grinblatt, Mark & Titman, Sheridan D, 1989. "Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings," The Journal of Business, University of Chicago Press, vol. 62(3), pages 393-416, July.
- Jeffrey A. Busse & Paul J. Irvine, 2006. "Bayesian Alphas and Mutual Fund Persistence," Journal of Finance, American Finance Association, vol. 61(5), pages 2251-2288, October.
- Crystal Yan Lin & Kenneth Yung, 2004. "Real Estate Mutual Funds: Performance and Persistence," Journal of Real Estate Research, American Real Estate Society, vol. 26(1), pages 69-94.
- Grossman, Sanford J & Stiglitz, Joseph E, 1980.
"On the Impossibility of Informationally Efficient Markets,"
American Economic Review,
American Economic Association, vol. 70(3), pages 393-408, June.
- Sanford J Grossman & Joseph E Stiglitz, 1997. "On the Impossibility of Informationally Efficient Markets," Levine's Working Paper Archive 1908, David K. Levine.
- David C. Ling, 2005. "A Random Walk Down Main Street: Can Experts Predict Returns on Commercial Real Estate?," Journal of Real Estate Research, American Real Estate Society, vol. 27(2), pages 137-154.
- Brown, Stephen J & Goetzmann, William N, 1995.
" Performance Persistence,"
Journal of Finance,
American Finance Association, vol. 50(2), pages 679-98, June.
- Mark M. Carhart & Jennifer N. Carpenter & Anthony W. Lynch & David K. Musto, 2002. "Mutual Fund Survivorship," Review of Financial Studies, Society for Financial Studies, vol. 15(5), pages 1439-1463.
- Robert Kosowski & Allan Timmermann & Russ Wermers & Hal White, 2006.
"Can Mutual Fund "Stars" Really Pick Stocks? New Evidence from a Bootstrap Analysis,"
Journal of Finance,
American Finance Association, vol. 61(6), pages 2551-2595, December.
- Kosowski, Robert & Timmermann, Allan & Wermers, Russ & White, Hal, 2005. "Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis," CFR Working Papers 05-14, University of Cologne, Centre for Financial Research (CFR).
- Carhart, Mark M, 1997. " On Persistence in Mutual Fund Performance," Journal of Finance, American Finance Association, vol. 52(1), pages 57-82, March.
- Soosung Hwang & Pa Mitchell & Soosung Hwang & Paul Mitchell, 2007. "Will Private Equity and Hedge Funds Replace Real Estate in Mixed-Asset Portfolios?," ERES eres2007_154, European Real Estate Society (ERES).
- John G. Gallo & Larry J. Lockwood & Ronald C. Rutherford, 2000. "Asset Allocation and the Performance of Real Estate Mutual Funds," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 28(1), pages 165-185.
- Dirk Brounen & Piet Eichholtz & David Ling, 2007. "Trading Intensity and Real Estate Performance," The Journal of Real Estate Finance and Economics, Springer, vol. 35(4), pages 449-474, November.
- repec:arz:wpaper:eres2007-154 is not listed on IDEAS
- Steven Devaney & Stephen Lee & Michael Young, 2004. "Serial Persistence in Individual Real Estate Returns in the UK," Real Estate & Planning Working Papers rep-wp2004-13, Henley Business School, Reading University.
When requesting a correction, please mention this item's handle: RePEc:kap:jrefec:v:41:y:2010:i:1:p:53-79. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla)or (Rebekah McClure)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.