The Beta Anomaly in the REIT Market
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DOI: 10.1007/s11146-020-09784-3
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Cited by:
- Bilgehan Tekin, 2021. "The Factors Affecting the Market Value/Book Value and Profitability of REITs in Turkey," International Real Estate Review, Global Social Science Institute, vol. 24(3), pages 469-499.
- Wendi Zhang & Bin Li & Alan Wee-Chung Liew & Eduardo Roca & Tarlok Singh, 2023. "Predicting the returns of the US real estate investment trust market: evidence from the group method of data handling neural network," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-33, December.
- Jianfu Shen & Kwong Wing Chau, 2022. "The Effect of Access to the Public Debt Market on Corporate Financing Decisions: The Case of REITs," Sustainability, MDPI, vol. 14(13), pages 1-19, June.
- Daoju Peng & Jianfu Shen & Simon Yu Kit Fung & Eddie C. M. Hui & Kwokyuen Fan, 2024. "The Valuation Effect and Consequences of Clawback Adoption in Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, vol. 68(2), pages 274-317, February.
- Gregg Fisher & Eva Steiner & Sheridan Titman & Ashvin Viswanathan, 2022. "Location density, systematic risk, and cap rates: Evidence from REITs," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(2), pages 366-400, June.
- Geoffrey M. Ngene & Catherine Anitha Manohar & Ivan F. Julio, 2020. "Overreaction in the REITs Market: New Evidence from Quantile Autoregression Approach," JRFM, MDPI, vol. 13(11), pages 1-28, November.
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Keywords
Beta anomaly; Leverage constraints; Institutional ownership; New REIT era;All these keywords.
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