What Factors Determine International Real Estate Security Returns?
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- Foort Hamelink & Martin Hoesli, 2004. "What Factors Determine International Real Estate Security Returns?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(3), pages 437-462, September.
- Foort Hamelink & Martin Hoesli, 2002. "What Factors Determine International Real Estate Security Returns?," ERES eres2002_196, European Real Estate Society (ERES).
- Hamelink, Foort & Hoesli, Martin, 2002. "What Factors Determine International Real Estate Security Returns?," SIFR Research Report Series 7, Institute for Financial Research.
References listed on IDEAS
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Citations
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Cited by:
- Ivo Wit, 2010. "International Diversification Strategies for Direct Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 41(4), pages 433-457, November.
- De Santis, Paola & Drago, Carlo, 2014. "Asimmetria del rischio sistematico dei titoli immobiliari americani: nuove evidenze econometriche [Systematic Risk Asymmetry of the American Real Estate Securities: Some New Econometric Evidence]," MPRA Paper 59381, University Library of Munich, Germany.
- João da Rocha Lima & Carolina Andrea Garisto Gregório, 2006. "Investimento Em Real Estate Por Meio De Ações No Brasil," LARES lares_2006_artigo-joao-da, Latin American Real Estate Society (LARES).
- Benjamin E. Hermalin & Michael S. Weisbach, 2012.
"Information Disclosure and Corporate Governance,"
Journal of Finance, American Finance Association, vol. 67(1), pages 195-234, February.
- Hermalin, Benjamin E. & Weisbach, Michael S., 2009. "Information Disclosure and Corporate Governance," Working Paper Series 2008-17, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Hermalin, Benjamin E. & Weisbach, Michael S., 2010. "Information Disclosure and Corporate Governance," SIFR Research Report Series 76, Institute for Financial Research, revised 01 Jun 2011.
- 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.
- Miyakoshi, Tatsuyoshi & Shimada, Junji & Li, Kui-Wai, 2016.
"The impacts of the 2008 and 2011 crises on the Japan REIT market,"
Journal of the Japanese and International Economies, Elsevier, vol. 41(C), pages 30-40.
- Miyakoshi, Tatsuyoshi & Shimada, Junji & Li, Kui-Wai, 2016. "The Impacts of the 2008 and 2011 Crises on the Japan REIT Market," MPRA Paper 73463, University Library of Munich, Germany.
- Joseph T.L. Ooi & Kim-Hiang Liow, 2004. "Risk-Adjusted Performance of Real Estate Stocks: Evidence From Developing Markets," Journal of Real Estate Research, American Real Estate Society, vol. 26(4), pages 371-396.
- Kim Hiang Liow & James R. Webb, 2009.
"Common factors in international securitized real estate markets,"
Review of Financial Economics, John Wiley & Sons, vol. 18(2), pages 80-89, April.
- Liow, Kim Hiang & Webb, James R., 2009. "Common factors in international securitized real estate markets," Review of Financial Economics, Elsevier, vol. 18(2), pages 80-89, April.
- Olusegun Olaopin Olanrele, 2014. "Reit Performance Analysis: Are other Factor Determinants Constant?," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 4(4), pages 492-502, April.
- Gary A. Patterson, 2008. "International Real Estate," World Scientific Book Chapters, in: Hung-Gay Fung & Xiaoqing Eleanor Xu & Jot Yau (ed.), Advances In International Investments Traditional and Alternative Approaches, chapter 7, pages 161-182, World Scientific Publishing Co. Pte. Ltd..
- Huang, MeiChi & Wu, Chu-Hua & Cheng, I-Shan, 2021. "A truly global crisis? Evidence from contagion dependence across international REIT markets," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- John Glascock & Lynne Kelly, 2007. "The Relative Effect of Property Type and Country Factors in Reduction of Risk of Internationally Diversified Real Estate Portfolios," The Journal of Real Estate Finance and Economics, Springer, vol. 34(3), pages 369-384, April.
- Mansley, Nick & Tse, Tiffany Ching Man & Wang, Zilong, 2020. "Risk classification of Asian real estate funds and their performance," Pacific-Basin Finance Journal, Elsevier, vol. 63(C).
- Rydqvist, Kristian, 2010. "Tax Arbitrage with Risk and Effort Aversion - Swedish Lottery Bonds 1970-1990," SIFR Research Report Series 70, Institute for Financial Research.
- Andrey Pavlov & Eva Steiner & Susan Wachter, 2015. "Macroeconomic Risk Factors and the Role of Mispriced Credit in the Returns from International Real Estate Securities," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(1), pages 241-270, March.
- Cheng-Wen Lee & Shu-Hen Chiang & Zhong-Qin Wen, 2023. "Pursuing the Sustainability of Real Estate Market: The Case of Chinese Land Resources Diversification," Sustainability, MDPI, vol. 15(7), pages 1-19, March.
- Dreber, Anna & Rand, David G. & Garcia, Justin R. & Wernerfelt, Nils & Lum, J. Koji & Zeckhauser, Richard, 2010.
"Dopamine and Risk Preferences in Different Domains,"
Working Paper Series
rwp10-012, Harvard University, John F. Kennedy School of Government.
- Dreber, Anna & Rand, David G. & Garcia, Justin R. & Wernerfelt, Nils & Lum, J. Koji & Zeckhauser, Richard, 2010. "Dopamine and Risk Preferences in Different Domains," SIFR Research Report Series 71, Institute for Financial Research.
- 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.
- Elaine Worzala & C.F. Sirmans, 2003. "Investing in International Real Estate Stocks: A Review of the Literature," Urban Studies, Urban Studies Journal Limited, vol. 40(5-6), pages 1115-1149, May.
- Joseph T.L. Ooi & James R. Webb & Dingding Zhou, 2007. "Extrapolation Theory and the Pricing of REIT Stocks," Journal of Real Estate Research, American Real Estate Society, vol. 29(1), pages 27-56.
- Piet Eichholtz & Nils Gugler & Nils Kok, 2011. "Transparency, Integration, and the Cost of International Real Estate Investments," The Journal of Real Estate Finance and Economics, Springer, vol. 43(1), pages 152-173, July.
- Westerheide, Peter, 2006. "Cointegration of real estate stocks and REITs with common stocks, bonds and consumer price inflation: an international comparison," ZEW Discussion Papers 06-057, ZEW - Leibniz Centre for European Economic Research.
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More about this item
Keywords
securitized real estate; international diversification; multi-factor model; value/growth;All these keywords.
JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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