Risk Characteristics of Real Estate Related Securities--An Extension of Liu and Mei (1992)
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References listed on IDEAS
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Citations
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Cited by:
- Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020.
"The US Term Structure and Return Volatility in Global REIT Markets,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 24(3), pages 84-109, September.
- Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020. "The U.S. Term Structure and Return Volatility in Global REIT Markets," Working Papers 202069, University of Pretoria, Department of Economics.
- Jieting Chen & Yuichiro Kawaguchi, 2018. "A Revisit of the Cross-Section of Overnight and Intraday Abnormal Returns: Evidence from the Japanese REIT Market," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(1), pages 46-63, January.
- Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020.
"The US Term Structure and Return Volatility in Global REIT Markets,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 24(3), pages 84-109, September.
- Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020. "The US Term Structure and Return Volatility in Global REIT Markets," International Association of Decision Sciences, Asia University, Taiwan, vol. 24(3), pages 84-109, September.
- Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020. "The U.S. Term Structure and Return Volatility in Global REIT Markets," Working Papers 202069, University of Pretoria, Department of Economics.
- Felix Schindler, 2013. "Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices," The Journal of Real Estate Finance and Economics, Springer, vol. 46(1), pages 44-90, January.
- Felix Schindler, 2014. "Persistence and Predictability in UK House Price Movements," The Journal of Real Estate Finance and Economics, Springer, vol. 48(1), pages 132-163, January.
- Minye Zhang & Yongheng Deng, 2008. "REITs Return Behavior and Legal Infrastructure: The 1993 Revenue Reconciliation Act & Inspirations for China's Emerging REITS Market," Working Paper 8532, USC Lusk Center for Real Estate.
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JEL classification:
- L85 - Industrial Organization - - Industry Studies: Services - - - Real Estate Services
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