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Investor Sentiment and REIT Returns

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  • Crystal Lin
  • Hamid Rahman
  • Kenneth Yung

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  • Crystal Lin & Hamid Rahman & Kenneth Yung, 2009. "Investor Sentiment and REIT Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 39(4), pages 450-471, November.
    • Handle: RePEc:kap:jrefec:v:39:y:2009:i:4:p:450-471
    DOI: 10.1007/s11146-008-9115-5
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    References listed on IDEAS

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    7. Neal, Robert & Wheatley, Simon M., 1998. "Do Measures of Investor Sentiment Predict Returns?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 33(4), pages 523-547, December.
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    28. Andy C. W. Chui & Sheridan Titman & K. C. John Wei, 2003. "The Cross Section of Expected REIT Returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 31(3), pages 451-479, September.
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    33. Below, Scott D & Stansell, Stanley R & Coffin, Mark, 2000. "The Determinants of REIT Institutional Ownership: Tests of the CAPM," The Journal of Real Estate Finance and Economics, Springer, vol. 21(3), pages 263-278, November.
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