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Volumn 25, Issue 4, 1997, Pages 615-630

Changes in REIT liquidity 1990-1994: Evidence from intra-day transactions

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EID: 0031313448     PISSN: 10808620     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6229.00730     Document Type: Article
Times cited : (39)

References (14)
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    • Below, S.1    Kiely, J.2    McIntosh, W.3
  • 3
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    • Insider holdings and perceptions of information asymmetry: A note
    • Chiang, R. and P. Venkatesh. 1988. Insider Holdings and Perceptions of Information Asymmetry: A Note. Journal of Finance 43(4): 1041-1048.
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    • Chiang, R.1    Venkatesh, P.2
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    • Price, trade size, and information in securities markets
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    • Easley, D.1    O'Hara, M.2
  • 6
    • 0345401653 scopus 로고
    • Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
    • Glosten, L. and P. Milgrom. 1985. Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders. Journal of Financial Economics 14(1): 71-100.
    • (1985) Journal of Financial Economics , vol.14 , Issue.1 , pp. 71-100
    • Glosten, L.1    Milgrom, P.2
  • 8
    • 84993901781 scopus 로고
    • The effect of market segmentation and illiquidity on asset prices: Evidence from exchange listings
    • Kadlec, G. and J. McConnell. 1994. The Effect of Market Segmentation and Illiquidity on Asset Prices: Evidence from Exchange Listings. Journal of Finance 49(2): 611-636.
    • (1994) Journal of Finance , vol.49 , Issue.2 , pp. 611-636
    • Kadlec, G.1    McConnell, J.2
  • 9
    • 0000859303 scopus 로고
    • Continuous auctions and insider trading
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    • Kyle, A.1
  • 10
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    • National Association of Real Estate Investment Trusts: Washington, DC
    • NAREIT. 1992. REIT Handbook. National Association of Real Estate Investment Trusts: Washington, DC.
    • (1992) REIT Handbook
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    • 0006445626 scopus 로고
    • National Association of Real Estate Investment Trusts: Washington, DC
    • NAREIT. 1995. REIT Handbook. National Association of Real Estate Investment Trusts: Washington, DC.
    • (1995) REIT Handbook
  • 12
    • 84977328862 scopus 로고
    • Real estate investment trusts, small stocks, and bid-ask spreads
    • Nelling, E., J. Mahoney, T. Hildebrand and M. Goldstein. 1995. Real Estate Investment Trusts, Small Stocks, and Bid-ask Spreads. Real Estate Economics 23(1): 45-63.
    • (1995) Real Estate Economics , vol.23 , Issue.1 , pp. 45-63
    • Nelling, E.1    Mahoney, J.2    Hildebrand, T.3    Goldstein, M.4
  • 13
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    • The pricing of security dealer services: An empirical study of NASDAQ stocks
    • Stoll, H. 1978. The Pricing of Security Dealer Services: An Empirical Study of NASDAQ Stocks. Journal of Finance 33(4): 1153-1172.
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    • Stoll, H.1
  • 14
    • 84977375865 scopus 로고
    • Captive financing arrangements and informational asymmetry: The case of REITs
    • Wei, P., C. Hsieh and C.F. Sirmans. 1995. Captive Financing Arrangements and Informational Asymmetry: The Case of REITs. Real Estate Economics 23(3): 385-394.
    • (1995) Real Estate Economics , vol.23 , Issue.3 , pp. 385-394
    • Wei, P.1    Hsieh, C.2    Sirmans, C.F.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.