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Market States and the Effect on Equity REIT Returns due to Changes in Monetary Policy Stance

  • Ming-Chi Chen

    ()

  • Chi-Lu Peng

    ()

  • So-De Shyu

    ()

  • Jhih-Hong Zeng

    ()

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    No abstract is available for this item.

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    File URL: http://hdl.handle.net/10.1007/s11146-010-9264-1
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    Article provided by Springer in its journal The Journal of Real Estate Finance and Economics.

    Volume (Year): 45 (2012)
    Issue (Month): 2 (August)
    Pages: 364-382

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    Handle: RePEc:kap:jrefec:v:45:y:2012:i:2:p:364-382
    Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=102945

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    19. Victor Chernozhukov & Christian Hansen, 2004. "The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis," The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 735-751, August.
    20. Joachim Zietz & Emily N. Zietz & G. Stacy Sirmans., 2007. "Determinants of House Prices: A Quantile Regression Approach," Working Papers 200706, Middle Tennessee State University, Department of Economics and Finance.
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    25. Fama, Eugene F. & French, Kenneth R., 1989. "Business conditions and expected returns on stocks and bonds," Journal of Financial Economics, Elsevier, vol. 25(1), pages 23-49, November.
    26. Szu-Yin Hung & John Glascock, 2008. "Momentum Profitability and Market Trend: Evidence from REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 37(1), pages 51-69, July.
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    30. Benjamas Jirasakuldech & Robert Campbell & Riza Emekter, 2009. "Conditional Volatility of Equity Real Estate Investment Trust Returns: A Pre- and Post-1993 Comparison," The Journal of Real Estate Finance and Economics, Springer, vol. 38(2), pages 137-154, February.
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