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The nature of listed real estate companies: property or equity market?

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Author Info
Jaroslaw Morawski ()
Heinz Rehkugler ()
Roland Füss ()

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Abstract

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File URL: http://hdl.handle.net/10.1007/s11408-008-0075-9
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Article provided by Springer in its journal Financial Markets and Portfolio Management.

Volume (Year): 22 (2008)
Issue (Month): 2 (June)
Pages: 101-126
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:kap:fmktpm:v:22:y:2008:i:2:p:101-126

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Web page: http://www.springerlink.com/link.asp?id=119763

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Related research
Keywords: Private real estate; Property companies; Real estate investment trusts (REITs); Stock market; Investment horizon; C12; G11; L85;

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  1. Phillips, P C B, 1987. "Time Series Regression with a Unit Root," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March. [Downloadable!] (restricted)
    Other versions:
  2. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
  3. Osterwald-Lenum, Michael, 1992. "A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 461-72, August.
  4. William N. Goetzmann & Roger G. Ibbotson, 1990. "The Performance Of Real Estate As An Asset Class," Journal of Applied Corporate Finance, Morgan Stanley, vol. 3(1), pages 65-76. [Downloadable!] (restricted)
  5. Karl E. Case & Robert J. Shiller, 1989. "The Efficiency of the Market for Single-Family Homes," NBER Working Papers 2506, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  6. Yuming Li & Ko Wang, 1995. "The Predictability of REIT Returns and Market Segmentatio," Journal of Real Estate Research, American Real Estate Society, vol. 10(4), pages 471-482. [Downloadable!]
  7. David M. Geltner, 1993. "Estimating Market Values from Appraised Values without Assuming an Efficient Market," Journal of Real Estate Research, American Real Estate Society, vol. 8(3), pages 325-346. [Downloadable!]
  8. Daniel C. Quan & John M. Quigley, 1989. "Inferring an Investment Return Series for Real Estate from Observations on Sales," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 17(2), pages 218-230. [Downloadable!] (restricted)
  9. Cheung, Yin-Wong & Lai, Kon S, 1993. "Finite-Sample Sizes of Johansen's Likelihood Ration Tests for Conintegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(3), pages 313-28, August.
  10. S. Michael Giliberto, 1990. "Equity Real Estate Investment Trusts and Real Estate Returns," Journal of Real Estate Research, American Real Estate Society, vol. 5(2), pages 259-264. [Downloadable!]
  11. Diery Seck, 1996. "The Substitutability of Real Estate Assets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 24(1), pages 75-95. [Downloadable!] (restricted)
  12. Roland Füss & Dieter Kaiser, 2007. "The tactical and strategic value of hedge fund strategies: a cointegration approach," Financial Markets and Portfolio Management, Springer, vol. 21(4), pages 425-444, December. [Downloadable!] (restricted)
  13. Corgel, John B & deRoos, Jan A, 1999. "Recovery of Real Estate Returns for Portfolio Allocation," The Journal of Real Estate Finance and Economics, Springer, vol. 18(3), pages 279-96, May. [Downloadable!] (restricted)
  14. David Geltner & Brian Kluger, 1998. "REIT-Based Pure-Play Portfolios: The Case of Property Types," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 26(4), pages 581-612. [Downloadable!] (restricted)
  15. Newey, Whitney K & West, Kenneth D, 1994. "Automatic Lag Selection in Covariance Matrix Estimation," Review of Economic Studies, Blackwell Publishing, vol. 61(4), pages 631-53, October. [Downloadable!] (restricted)
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  16. James R. Follairi, 1989. "Inferring an Investment Return Series for Real Estate from Observations on Sales," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 17(2), pages 231-234. [Downloadable!] (restricted)
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