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Content
January 2024, Volume 30, Issue 1
- 1-19 Third-and Fourth-Tier City Real Estate Collection Trust Plan: Research on Risk Assessment System
by Fateh Saci - 20-35 Volatility Transmission: Evidence from U.K. REIT & Stock Market Implied Volatility
by Mutale Katyoka & Simon Stevenson - 36-53 Diversification and Cost of Public Debt for REITs: Evidence from the US
by Islam Ibrahim & Heidi Falkenbach - 54-65 Creating the XLRE: Market Implications for REITs and the Real Estate Sector
by Kimberly R. Goodwin & Shinhua Liu - 66-84 Can at-the-Market Offerings Affect REIT Debt Maturity Choice?
by Zhilu Lin & Wentao Wu & Suyan Zheng
July 2023, Volume 29, Issue 2
- 79-105 On the Effects of Consumer Sentiment on House Permits: Asymmetric Evidence From State-Level Data in the United States
by Mohsen Bahmani-Oskooee & Hesam Ghodsi & Muris Hadzic - 106-126 The Financial Performance of Newly Launched Chinese Infrastructure REITs
by Xiaorui Piao & Bin Mei - 127-139 Brazilian REITs: Are They an Opportunity for Diversification and Performance?
by Márcio R. Bernardo & Carlos Heitor Campani & Raphael Moses Roquete - 140-150 REITs and Diversification in a Retirement Withdrawal Portfolio
by Danny M. Ervin & Joseph C. Smolira - 151-176 Real Estate Return Distributions with New NCREIF Data Series
by Michael S. Young & Roger J. Brown
January 2023, Volume 29, Issue 1
- 1-1 Acknowledgment of Distinguished Reviewers for JREPM
by The Editors - 1-28 Retail Property Price Index Forecasting through Neural Networks
by Xiaojie Xu & Yun Zhang - 29-42 An Asymmetric Panel Error-Correction Model of Australian Office Rents
by Simon Stevenson & Alexandra Krystalogianni & Fotis Mouzakis & James Young - 43-60 REIT Sector Implied Volatility Index: Liquidity and Information of Option Trading
by Clemens Kownatzki & Dongshin Kim & Abraham Park & Sunghoon Kwon - 61-77 Investor Inattention to Earnings Surprises: Evidence from REIT and Tenant Information Transmission
by Ryan G. Chacon & Jocelyn D. Evans
November 2022, Volume 28, Issue 2
- 109-138 Pandemic Proof Property Companies
by David M. Harrison & Hainan Sheng - 139-152 Are REIT Dividend Changes a Firm-Specific or an Industry-Level Signal? Evidence From the Decomposition of Stock Returns
by Jong-Rong Chiou & Gow-Cheng Huang & Kartono Liano & Ming-Shiun Pan - 153-165 Is Farmland a Common Risk Factor in Asset Pricing Models?
by Ashraf Noumir & Michael Langemeier - 166-182 Constructing a House Price Index for Saudi Arabia
by Saeed N. Algahtani - 183-204 Do Designated Sales Agents in ATM Offerings Exploit Post-Earnings-Announcement Drift? Evidence from Real Estate Investment Trusts
by Yu-Jou Pai & Dazhi Zheng & Suyan Zheng
January 2022, Volume 28, Issue 1
- 1-12 Real Estate Investment Trusts and Commercial Property Markets in US
by Majid Haghani Rizi - 13-32 Institutional Segmentation and Dynamic REIT Demand
by Frank Gyamfi-Yeboah & Cayman Seagraves & Philip Seagraves - 33-47 On the Risk of Novel Specialized REITs
by Xiaorui Piao & Wenjing Yao & Bin Mei - 48-61 Real Estate ETNs in Strategic Asset Allocation
by Steffen P. Sebastian & Bertram I. Steininger - 62-77 Short-Term REIT Performance under Pandemic Conditions
by Vivek Bhargava & H. Shelton Weeks - 78-107 Unstable Unsmoothing—An Evaluation of Correction Procedures for Appraisal-Based Real Estate Indices
by Andreas M. Gohs & Pascal Frömel & Steffen Sebastian
July 2021, Volume 27, Issue 2
- 89-103 A Comparison of NCREIF, INREV, and ANREV Open-End Core Fund Indices
by Barrett A. Slade & Jeffrey D. Fisher & Joe D’Alessandro - 104-120 Institutional Investors and Home-Biased REITs
by Lucia Gibilaro & Gianluca Mattarocci - 121-136 GICS and the Real Estate Reclassification Revolution
by Kimberly R. Goodwin & Shinhua Liu - 137-148 Soft Information and the Underpricing of REIT Seasoned Equity Offerings
by James C. Brau & J. Troy Carpenter & James E. Cicon & Shelly Howton - 149-165 Impact of Global Residential Real Estate on Portfolio Diversification
by Arif Qayyum & Walayet A. Khan - 166-185 On the Link between Policy Uncertainty and House Prices: Asymmetric Evidence from State-Level Data in the United States
by Mohsen Bahmani-Oskooee & Radames Azaryan & Seyed Hesam Ghodsi
January 2021, Volume 27, Issue 1
- 1-19 How Does Information Asymmetry Affect REIT Investments? Cost of Capital, Performance, and Executive Compensation
by Zifeng Feng - 20-28 Dynamic Spillovers between REITs and Stock Markets in Global Financial Markets
by Jose E. Gomez-Gonzalez & Jorge Hirs-Garzon - 29-42 Is There Convergence Between BRICS Listed Property Stocks and International REITs?
by Omokolade Akinsomi & Yener Coskun & Luis A. Gil-Alana & OlaOluwa S. Yaya - 43-62 Is Good News Good and Bad News Bad in the REIT Market?
by Gene Birz & Erik Devos & Sandip Dutta & Desmond Tsang - 63-77 Volatility Targeting for U.S. Equity REITs: A Strategy for Minimizing Extreme Downside Risk?
by Cay Oertel - 78-87 Relative Performance of Real Estate Exchange-Traded Funds
by Kimberly R. Goodwin & Srinidhi Kanuri & Robert W. McLeod
December 2020, Volume 26, Issue 2
- 111-117 Mortgage Default Risks and High-Frequency Predictability of the U.S. Housing Market: A Reconsideration
by Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar - 118-131 The Use of Benchmarks for Real Estate Portfolio Performance by U.K. Financial Institutions
by Edward Trevillion & Alan Gardner & Stewart Cowe & Colin Jones - 132-149 A Reexamination of Economies of Scale in the Management of Real Estate Investment Trusts
by Davinder Malhotra & Raymond Poteau & Xianzhi Wang - 150-160 Time-Varying Integration of REITs with Stocks: A Kalman Filter Approach
by Stephen Lee - 161-169 Financial Leverage, Taxation, and the Maximization of Investment Value
by John McDonald - 170-185 Cross Border Investing Activity: Return Enhancing or Return Destroying?
by Randy I. Anderson & Hany Guirguis & Joshua A. Harris - 186-196 Real Estate Portfolio Management of Defaulted Mortgage Debt
by Jackson T. Anderson & Michael J. Seiler
October 2020, Volume 26, Issue 1
- 1-8 Factors That Affect Listed Real Estate Investment Trust Market Capitalization: A Country Level Analysis
by Soonwoo Jang & Seungwoo Shin & Hana Yim - 9-26 The Determinants of Conditional Skewness in REIT Returns
by Iqbal Mansur & Steven J. Cochran & Babatunde Odusami - 27-36 Closed End Real Estate Funds and Real Estate Portfolio Management: Evidence from the Italian Retail Market
by Gianluca Mattarocci & Xenia Scimone - 37-56 Liquidity-Driven Cross-Market Linkages between Securitized REITs and Stock Markets
by Salman Khan - 57-73 The Importance of Micro-Location for Pricing Real Estate Assets: The Case of Hotels
by Prashant Das & Julia Freybote & Inès Blal - 74-100 Cross Hedging Effectiveness of Real Estate Securities Exchange Traded Funds
by Kwame Addae-Dapaah & Khairul Abdullah - 101-109 REIT Spreads Around Dividend Cuts and Suspensions During the Financial Crisis
by Olgun F. Sahin & Pattarake Sarajoti & Alireza Nasseh
September 2020, Volume 25, Issue 2
- 113-127 Intraday Online Information Demand and its Relationship to REIT Prices
by Katrin Kandlbinder & Marian Alexander Dietzel - 128-137 The Effect of Real Estate Ownership on Subjective Well-Being
by Michael J. Seiler & Yang Zhang & Linlin Zhao - 151-171 Pull and Push Factors as Determinants of Foreign REIT Investments
by Riëtte Carstens & Julia Freybote - 172-193 The Evolution of Equity REITs Betas: Analysis from 1997 to 2014
by Cuono Massimo Coletta & Francesco Busato
August 2020, Volume 25, Issue 2
- 138-150 Interest Rate Sensitivity in European Public Real Estate Markets
by Alexey Akimov & Chyi Lin Lee & Simon Stevenson - 194-203 The Risk and Return Effect of a New S&P Sector
by Rajeeb Poudel & Nina Rogers & Ravi Jain
January 2019, Volume 25, Issue 1
- 1-1 Back Matter
by The Editors - 1-1 Front Matter
by The Editors - 1-23 Real Estate: The Case for Investment in Private and Listed Real Estate
by James D. Shilling & Charles H. Wurtzebach - 25-52 The Spatial Heterogeneity of the Time-varying Impact of Shocks on Volatility: Some Evidence from MSA Housing Markets
by Geoffrey Ngene & Allen K. Lynch & Daniel P. Sohn - 53-65 Investors' Opinion Divergence and Post-Earnings Announcement Drift in REITs
by Gow-Cheng Huang & Kartono Liano & Ming-Shiun Pan - 67-75 The Effect of Economic Uncertainty on the Housing Market Cycle
by Goodness C. Aye & Matthew W. Clance & Rangan Gupta - 77-98 A Market-Driven Green Office Building Index
by Robert Simons & Spenser Robinson & Eunkyu Lee - 99-113 Assessing the Risk and Return of Optimal Portfolios of U.S. Timberland and Farmland
by Weiyi Zhang & Bin Mei
January 2018, Volume 24, Issue 2
- 1-1 Back Matter
by The Editors - 1-1 Front Matter
by The Editors - 107-120 The Performance of REIT Acquirers in the Post-Merger Period
by Chris Ratcliffe & Bill Dimovski & Monica Keneley - 121-133 On The Relation Between Housing and Stock Markets in 18 OECD Countries: A Bootstrap Panel Causality Test
by Mohsen Bahmani-Oskooee & Tsung-Pao Wu - 135-150 Financial Constraint and Cash Holdings in the REIT Industry
by Mark K. Pyles & Hinh D. Khieu - 151-165 A Behavioral Interpretation of the NAV Discount Puzzle in Listed Real Estate Companies
by Sally Monson & Helen X.H. Bao & Colin Lizieri - 167-179 Significant Alphas in Real Estate Funds: An Empirical Comparison of Alternative Estimators
by Nina Rogers & Margie Tieslau & Imre Karafiath - 181-199 Determinants of REIT Credit Ratings
by Charod Dodd & Matthew D. Hill - 201-206 Using a Cannabis Real Estate Investment Trust to Capitalize a Marijuana Business
by Randall S. Guttery & Stephen L. Poe
January 2018, Volume 24, Issue 1
- 1-1 Back Matter
by The Editors - 1-1 Front Matter
by The Editors - 1-18 Quiet Period Reit Returns
by Charles F. Beauchamp & William G. Hardin & Patrick A. Lach - 19-33 Sustaining Sustainability in Large Real Estate Investment Management Firms
by Dustin C. Read & Andrew R. Sanderford - 35-49 Do Large-Scale Owners Enjoy Brand-Induced Premiums?
by Pawan Jain & Spenser J. Robinson - 51-64 Time Variation in the Allocation to Real Estate Assets through the Life Cycle
by Michael E. Drew & Adam N. Walk & Jason West - 65-81 Analysis of Herding in Reits of an Emerging Market: The Case of Turkey
by Omokolade Akinsomi & Yener Coskun & Rangan Gupta - 83-94 Net Present Value Analysis in Finance and Real Estate: A Clash of Methodologies
by Steven P. Rich & John T. Rose & Charles J. Delaney - 95-105 The Financial Performance of Green Reits Revisited
by Alain Coën & Patrick Lecomte & Dorra Abdelmoula
January 2017, Volume 23, Issue 1
- 1-1 Back Matter
by The Editors - 1-1 Front Matter
by The Editors - 1-5 Mind the Gap in REITs
by Stephen Lee - 7-20 On the Interest Rate Sensitivity of REITs: Evidence from Twenty Years of Daily Data
by Michael Giliberto & David Shulman - 21-33 Positioning of China's Real Estate Industry Based on Input-Output Analysis
by Hong Zhang & Shuai Gao & Michael J. Seiler - 35-49 An Exploratory Study of Agency Costs of Sponsored REITs in Singapore, Hong Kong, and Japan
by Yun W. Park - 51-71 Home Value and Equity Co-Movement: A Dynamic Approach for G-7 Countries
by William Miles - 73-85 Policy Uncertainty and House Prices in the United States
by Mohsen Bahmani-Oskooee & Seyed Hesam Ghodsi - 87-103 Defining 24-Hour and 18-Hour Cities, Assessing Their Vibrancy, and Evaluating Their Property Performance
by Hugh Kelly & Emil Malizia
January 2016, Volume 22, Issue 2
- 1-1 Back Matter
by The Editors - 1-1 Front Matter
by The Editors - 103-103 Introduction
by Simon Stevenson - 105-127 Cross-Border Investment and Firm Liquidity
by George D. Cashman & David M. Harrison & Michael J. Seiler & Hainan Sheng - 129-146 Spatial Linkages in Listed Property Returns in Tranquil and Distressed Periods
by Bing Zhu & Stanimira Milcheva - 147-157 Real Estate Exposure and Bank Share Price Synchronicity
by Lucia Gibilaro & Gianluca Mattarocci - 159-178 An Ownership Framework for Managers' Accelerated Seo Decisions: The Importance of Connected Institutional Investors in the REIT Industry
by Jocelyn D. Evans & Timothy Jones & Garrett Mitchener - 179-198 Are Public and Private Asset Returns and Risks the Same? Evidence from Real Estate Data
by Martin Hoesli & Elias Oikarinen - 199-215 Forecasting Real Estate Cycle Risks in Portfolios of Office Properties Across Cities
by Richard D. Evans & Andrew Glenn Mueller
January 2016, Volume 22, Issue 1
- 1-1 Back Matter
by The Editors - 1-1 Front Matter
by The Editors - 1-17 The Interaction of Volatility, Volume and Skewness: Empirical Evidence from REITs
by Alexey Akimov & Elaine Hutson & Simon Stevenson - 19-30 Are Home-biased REITs Worthwhile?
by Lucia Gibilaro & Gianluca Mattarocci - 31-46 Investment Opportunities for Private REITs and RELPs Bankrupt Properties: An Empirical Examination
by Timothy A. Jones & Justin D. Benefield & Jocelyn Evans - 47-62 The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility
by Daniel Huerta & Peter V. Egly & Diego Escobari - 63-73 Ownership Structure, Diversification, and Corporate Performance Based on Structural Equation Modeling
by Hong Zhang & Shuai Gao & Michael J. Seiler & Chen Jiawei - 75-90 Industrial Real Estate Cycles: Markov Chain Applications
by Richard D. Evans & Andrew G. Mueller - 91-101 Fat Tails, Skewed Losses, and Potential Risk Mitigation: Evidence from the Residential Mortgage Market
by Lingxiao Li & Norman G. Miller
January 2015, Volume 21, Issue 1
- 1-1 Back Matter
by The Editors - 1-1 Front Matter
by The Editors - 1-20 What Have 25 Years of Performance Data Taught Us About Private Equity Real Estate?
by Brad Case - 21-31 Trend Following and Momentum Strategies for Global REITs
by Alex Moss & Andrew Clare & Steve Thomas & James Seaton - 33-52 Contagion versus Interdependence Across Regional U.S. Housing Markets and Implications for RMBS Geographic Diversification Strategy
by William Miles - 53-60 Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns
by Nikolaos Antonakakis & Rangan Gupta & Christophe André - 61-75 A Pure-Play Timberland Return Index Based On Securitized Timber Firms
by Bin Mei - 77-92 Systematic Risk of Islamic REITs and Conventional REITs in Malaysia
by Muhammad Najib Razali & Tien Foo Sing
January 2014, Volume 20, Issue 1
- 1-10 Front Matter
by The Editors - 1-20 Did the Recent Financial Crisis Impact Integration between the Real Estate and Stock Markets?
by Kimberly Luchtenberg & Michael Seiler - 21-36 REIT Organizational Structure, Institutional Ownership, and Stock Performance
by Paul Brockman & Dan French & Chris Tamm - 37-46 Volatility Clustering, Risk-Return Relationship, and Asymmetric Adjustment in the Canadian Housing Market
by Pin-te Lin & Franz Fuerst - 47-66 Explaining Housing Market Dynamics within a Dynamic Factor Approach: Economic Interpretation and Estimation
by Kim Hin Ho & Jingbo Sun - 67-78 Estimating Net Operating Income Growth for Modeling U.S. Apartment Property Capitalization Rates
by Hyun Seok Lee & John Corgel & Seungwoo Shin - 79-84 Point of View: Office Property Performance in Live-Work-Play Places
by Emil Malizia - 85-106 Back Matter
by The Editors
January 2013, Volume 19, Issue 3
- 1-1 Frontmatter
by The Editors - 1-1 Backmatter
by The Editors - 179-188 Retail Real Estate Cycles as Markov Chains
by Richard Evans & Glenn Mueller - 189-205 A Review of the Noise Trader Model Concerning the NAV Spread in REIT Pricing: Evidence from the Pan EU REIT Market
by Michael Mueller & Andreas Pfnuer - 207-223 A Cointegration Analysis of Inflation and Real Estate Returns
by Henry Koon Nam Lee - 225-234 The Impact of Historical Designation on Property Values Before and Following Hurricane Ike: The Case of Galveston Texas
by Wen-Yao Grace Wang & Kris Knox & Gerald Hite - 235-253 A Variance Decomposition Analysis of the Housing Bubble
by Jeffery Bredthauer & John Geppert - 255-263 Point of View: Benchmarking and Attracting Institutional Capital to Seniors Housing
by Glenn Mueller & Jeffery Fisher & D. Richard Wincott
January 2013, Volume 19, Issue 2
- 1-1 Front Matter
by The Editors - 103-120 Twenty-four Hour Cities and Commercial Office Building Performance
by Hugh Kelly & Alastair Adair & Stanley McGreal & Stephen Roulac - 121-136 Optimal Portfolios with Mortgage-backed Securities
by Elena Bernhardt & Andreas Kolbe & Rudi Zagst - 137-153 Risk Measurement Choice in Selecting REITs: Evidence from the U.S. Market
by Claudio Giannotti & Gianluca Mattarocci - 155-168 Investors' Opinion Divergence and the REIT Post-Repurchase Announcement Price Drift
by Gow-Cheng Huang & Kartono Liano & Ming-Shiun Pan - 169-177 Are Green REITs Valued More?
by Vivek Sah & Norman Miller & Biplab Ghosh - 178-199 Back Matter
by The Editors
January 2013, Volume 19, Issue 1
- 1-1 Back Matter
by The Editors - 1-1 Front Matter
by The Editors - 1-16 Did Intraday Trading by Leveraged and Inverse Leveraged ETFs Create Excess Price Volatility? A Look at REITs and the Broad Market
by Vaneesha Boney-Dutra & Hany Guirguis & Glenn Mueller - 17-30 The Impact of Institutional Ownership on REIT Performance
by Nicolai Striewe & Nico Rottke & Joachim Zietz - 31-47 A Tale of Two Chinese Cities: The Dynamics of Beijing and Shanghai Office Markets
by Qiulin Ke & Michael White - 49-72 Tiptoe Past The Dragon: Replicating and Hedging Chinese Direct Real Estate
by Patrick Lecomte - 73-88 Extreme Risk of Public Timber REITs during the Global Financial Crisis
by Changyou Sun - 89-101 How Does the Ledoit and Wolf Shrinkage Estimator Improve a Real Estate Portfolio?
by Eric Vu Anh Tuan
January 2012, Volume 18, Issue 3
- 1-1 Front Matter
by The Editors - 1-1 Back Matter
by The Editors - 247-255 Equity Participation: A Theoretical Analysis
by John McDonald - 257-272 The Downside Risk of U.S. and U.K. Housing Markets
by Ming-Chu Chiang & I-Chun Tsai & Cheng-Feng Lee - 273-287 Real Estate and Alternative Asset Allocations of U.S. Firms' Defined Benefit Pension Plans
by Karen Eilers Lahey & Aigbe Akhigbe & Melinda Newman & T. Leigh Anenson - 289-303 Understanding Commercial Real Estate Indices
by Junjie Sun & Xiaolong Yang & Xinlei Zhao - 305-321 Mass Appraisal of Residential Real Estate Portfolios with Stratified Sampling: A Case Study
by Martin Greiner & Matthias Thomas
January 2012, Volume 18, Issue 2
- 1-1 Front Matter
by The Editors - 1-1 Back Matter
by The Editors - 135-153 Decomposing Underwriting Spreads for GSEs and Frequent Issuer Financial Firms
by David Harrison & Andrea Heuson & Michael Seiler - 155-167 The Impact of Debt Offerings on REIT Long-Run Performance
by Daniel Huerta-Sanchez & Changha Jin & Ying Zhang - 169-185 REIT Ownership and Property Performance: Evidence from the Lodging Industry
by Shawn Howton & Shelly Howton & Johnny Lee & Mi Luo - 187-203 Direct Commercial Real Estate as an Inflation Hedge: Korean Evidence
by Yun Park & Doo Won Bang - 205-217 A Dual Interpretation of the Case-Shiller Index and Its Implications to Home Appraisals
by Eliezer Prisman - 219-230 Why IRR is Not the Rate of Return for Your Investment: Introducing AIRR to the Real Estate Community
by Dean Altshuler & Carlo Alberto Magni - 231-238 Calibrating the Inputs of Optimal Portfolios using CME Housing Futures
by Cristian Voicu & Michael Seiler - 239-246 Point of View: From Bullish to Balanced: A Changing View of the U.S. Apartment Market
by Paul Fiorilla & Youguo Liang & Frank Nitschke
January 2012, Volume 18, Issue 1
- 1-1 Back Matter
by The Editors - 1-1 Front Matter
by The Editors - 1-22 Bank Failures and REIT Returns
by Malte Raudszus & Jan-Willem Olliges & Glenn Mueller - 23-41 Real Estate Return Distributions Using Maximum Likelihood Estimation: New Technology, New Results
by Michael Young & Roger Brown - 43-56 REIT Share Repurchase Decisions and Stock Market Liquidity
by Gow-Cheng Huang & Kartono Liano & Ming-Shiun Pan - 57-77 Nonlinear Dynamics and Chaos Behaviors in the REIT Industry: A Pre- and Post-1993 Comparison
by Benjamas Jirasakuldech & Riza Emekter - 79-98 The Composition of Market Proxy in REITs Risk Premium Estimation
by Xiaolong Liu & Peng Liu - 99-121 Behavioral Finance and its Implication in the use of the Black-Litterman Model
by Charlotta Mankert & Michael Seiler - 123-133 Point of View: An Institutional View of Global Real Estate Markets
by Paul Fiorilla & Manidipa Kapas & Youguo Liang
January 2011, Volume 17, Issue 3
- 1-1 2011 American Real Estate Society Journal Manuscript Prize Winners
by The Editors - 1-1 Journal of Real Estate Portfolio Management
by The Editors - 191-211 The Attractiveness of 66 Countries for Institutional Real Estate Investments
by Karsten Lieser & Alexander Peter Groh - 213-226 The Impact of Option Introduction on Real Estate Investment Trusts
by Dean Diavatopoulos & Andy Fodor & Shawn Howton & Shelly Howton - 227-241 Testing for Periodically Collapsing Rational Speculative Bubbles in U.S. REITs
by Keith Anderson & Chris Brooks & Sotiris Tsolacos - 243-254 Has Real Estate Come of Age?
by Ping Cheng & Zhenguo Lin & Yingchun Liu & Yongmin Zhang - 271-280 Point of View: Distressed Commercial Real Estate: Cost Segregation a "Pandora's Box"
by Raymond Placid & H. Shelton Weeks
January 2011, Volume 17, Issue 2
- 1-1 Journal of Real Estate Portfolio Management
by The Editors - 1-1 2011 American Real Estate Society Journal Manuscript Prize Winners
by The Editors - 75-88 Leverage: Please Use Responsibly
by Maarten van der Spek & Chris Hoorenman - 89-111 How is the Equity REIT Sector Related to Other Major Equity Sectors in the Presence of Abnormal Returns and Volatilities? A Tail Effect Study
by Zhixin Kang & Dongseok Choi - 113-125 Local Comovement in REIT Returns: Implications for Portfolio Performance
by Christopher Anderson & Eli Beracha - 127-138 Interest Alignment and Insider Shareholdings in the Emerging Asian REIT Markets
by Syahzan Sani Kudus & Tien Foo Sing - 139-159 Mathematical Derivations and Practical Implications for the Use of the Black-Litterman Model
by Charlotta Mankert & Michael Seiler - 161-179 German Real Estate Return Distributions: Is There Anything Normal?
by Johannes Richter & Matthias Thomas & Roland Füss - 181-189 Point of View: Overpayment of Manager Incentive Fees— When Preferred Returns and IRR Hurdles Differ
by Dean Altshuler & Roy Schneiderman
January 2011, Volume 17, Issue 1
- 1-1 2010 American Real Estate Society Journal Manuscript Prize Winners
by The Editors - 1-1 Journal of Real Estate Portfolio Management
by The Editors - 1-14 REIT Performance and Lines of Credit
by David Harrison & Kimberly Luchtenberg & Michael Seiler - 15-25 Do REITs Have an Advantage When Credit is Tight?
by Greg MacKinnon - 27-38 Asset Meltdown—Fact or Fiction?
by Marcel Marekwica & Raimond Maurer & Steffen Sebastian - 39-52 Effect of "Green" (LEED and ENERGY STAR) Designation on Prices/sf and Transaction Frequency: The Chicago Office Market
by Sofia Dermisi & John McDonald - 53-68 Mortgage Interest Rates, Rents, and Local House Price Movements in New Zealand
by Song Shi