-
1
-
-
84983980240
-
The fractal structure of real estate investment trust returns: The search for evidence of market segmentation and nonlinear dependency
-
Ambrose, B. W., E. Ancel, and M. D. Griffiths. "The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency," AREUEA Journal 20, 25-54.
-
AREUEA Journal
, vol.20
, pp. 25-54
-
-
Ambrose, B.W.1
Ancel, E.2
Griffiths, M.D.3
-
2
-
-
0034368992
-
REIT characteristics and the sensitivity of REIT returns
-
Allen, Marcus T., Jeff Madura, and Thomas M. Springer. "REIT Characteristics and the Sensitivity of REIT Returns," Journal of Real Estate Finance and Economics 21(2), 141-152.
-
Journal of Real Estate Finance and Economics
, vol.21
, Issue.2
, pp. 141-152
-
-
Allen, M.T.1
Madura, J.2
Springer, T.M.3
-
3
-
-
0141687073
-
-
New York: Soloman Brothers, Inc, NY
-
Altman, E., J. Hartzell, and M. Peck. (1995). Emerging Markets Corporate Bonds: A Scoring System, New York: Soloman Brothers, Inc, NY.
-
(1995)
Emerging Markets Corporate Bonds: A Scoring System
-
-
Altman, E.1
Hartzell, J.2
Peck, M.3
-
4
-
-
36749092418
-
Using daily stock returns, the case of event studies
-
Brown, Stephen J., and Jerold B. Warner. (1985). "Using Daily Stock Returns, The Case of Event Studies," Journal of Financial Economics 14, 3-31.
-
(1985)
Journal of Financial Economics
, vol.14
, pp. 3-31
-
-
Brown, S.J.1
Warner, J.B.2
-
5
-
-
84983931920
-
Risk and return on real estate: Evidence from equity REITs
-
Winter
-
Chan, K. C., Patric H. Hendershott, and Anthony B. Sanders. (Winter 1990). "Risk and Return on Real Estate: Evidence from Equity REITs," AREUEA 18(4), 431-452.
-
(1990)
AREUEA
, vol.18
, Issue.4
, pp. 431-452
-
-
Chan, K.C.1
Hendershott, P.H.2
Sanders, A.B.3
-
6
-
-
0002621339
-
Interest-rate sensitivity of real estate investment trusts
-
Chen, K. C., and Daniel D. Tzang. (1988). "Interest-Rate Sensitivity of Real Estate Investment Trusts," Journal of Real Estate Research 3(3), 13-22.
-
(1988)
Journal of Real Estate Research
, vol.3
, Issue.3
, pp. 13-22
-
-
Chen, K.C.1
Tzang, D.D.2
-
7
-
-
0002014264
-
Evidence on the characteristics of cross-sectional variation in stock returns
-
Daniel, Kent, and Sheridan Titman. (1997). "Evidence on the Characteristics of Cross-Sectional Variation in Stock Returns," Journal of Finance 52, 1-33.
-
(1997)
Journal of Finance
, vol.52
, pp. 1-33
-
-
Daniel, K.1
Titman, S.2
-
8
-
-
0009626488
-
The REIT resurgence: A resilient industry rebounds
-
Summer
-
Decker, M. (Summer 1997). "The REIT Resurgence: A Resilient Industry Rebounds," Real Estate Finance Journal 58-65.
-
(1997)
Real Estate Finance Journal
, pp. 58-65
-
-
Decker, M.1
-
9
-
-
0012932442
-
The CAPM is wanted, dead or alive
-
Fama, Eugene, and Kenneth R. French. (1996). "The CAPM Is Wanted, Dead or Alive," Journal of Finance 51, 1947-1958.
-
(1996)
Journal of Finance
, vol.51
, pp. 1947-1958
-
-
Fama, E.1
French, K.R.2
-
11
-
-
0034379580
-
Further evidence on the integration of REIT, bond, and stock returns
-
Glascock, John L., Chiuling Lu, and Raymond W. So, "Further Evidence on the Integration of REIT, Bond, and Stock Returns," Journal of Real Estate Finance and Economics, 20(2), 177-194.
-
Journal of Real Estate Finance and Economics
, vol.20
, Issue.2
, pp. 177-194
-
-
Glascock, J.L.1
Chiuling, L.2
So, R.W.3
-
12
-
-
0001689352
-
The historical performance of real estate investment trusts
-
Han, Jun, and Youguo Liang. (1995). "The Historical Performance of Real Estate Investment Trusts," The Journal of Real Estate Research 10(3), 235-262.
-
(1995)
The Journal of Real Estate Research
, vol.10
, Issue.3
, pp. 235-262
-
-
Han, J.1
Liang, Y.2
-
14
-
-
0141575523
-
Heard on the street: Mortgage REITs are attracting more money, but buyers may not be aware of their risks
-
Dec. 15
-
Kirkpatrick, David. (Dec. 15 1997). "Heard on the Street: Mortgage REITs are Attracting More Money, But Buyers May Not Be Aware of Their Risks," The Wall Street Journal 2.
-
(1997)
The Wall Street Journal
, pp. 2
-
-
Kirkpatrick, D.1
-
15
-
-
0000580022
-
The predictability of REIT returns and market segmentation
-
Li, Yuming, and Ko Wang. (1995). "The Predictability of REIT Returns and Market Segmentation," Journal of Real Estate Research 10(4), 471-482.
-
(1995)
Journal of Real Estate Research
, vol.10
, Issue.4
, pp. 471-482
-
-
Li, Y.1
Wang, K.2
-
16
-
-
0141871438
-
Pricing interest rate risk for mortgage REITs
-
Liang, Youguo, and James R. Webb. (1995). "Pricing Interest Rate Risk for Mortgage REITs," The Journal of Real Estate Research 10(4), 461-469.
-
(1995)
The Journal of Real Estate Research
, vol.10
, Issue.4
, pp. 461-469
-
-
Liang, Y.1
Webb, J.R.2
-
17
-
-
0034411710
-
The predictability of equity REIT returns: Time variation and economic significance
-
Ling D., Narnjo A., and Ryngaert, M. (2000). "The Predictability of Equity REIT Returns: Time Variation and Economic Significance," Journal of Real Estate Finance and Economics 20(2), 117-136.
-
(2000)
Journal of Real Estate Finance and Economics
, vol.20
, Issue.2
, pp. 117-136
-
-
Ling, D.1
Narnjo, A.2
Ryngaert, M.3
-
18
-
-
0003114587
-
The valuation of risky assets and the selection of risky investments in stock portfolios and capital budgets
-
Lintner, J. (1966). "The Valuation of Risky Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets," Review of Economics and Statistics 47, 13-37.
-
(1966)
Review of Economics and Statistics
, vol.47
, pp. 13-37
-
-
Lintner, J.1
-
19
-
-
0000414772
-
The predictability of returns an equity REITs and their co-movement with other assets
-
Liu, Crocker H., and Hanping Mei. (1992). "The Predictability of Returns an Equity REITs and Their Co-Movement with Other Assets," Journal of Real Estate Finance and Economics 5, 401-418.
-
(1992)
Journal of Real Estate Finance and Economics
, vol.5
, pp. 401-418
-
-
Liu, C.H.1
Mei, H.2
-
20
-
-
0006143682
-
Real estate returns and the macroeconomy: Some empirical evidence from real estate investment trust data, 1972-1991
-
McCue, Thomas E., and John L. Kling. (1994). "Real Estate Returns and the Macroeconomy: Some Empirical Evidence from Real Estate Investment Trust Data, 1972-1991," The Journal of Real Estate Research 9(3), 277-287.
-
(1994)
The Journal of Real Estate Research
, vol.9
, Issue.3
, pp. 277-287
-
-
McCue, T.E.1
Kling, J.L.2
-
21
-
-
0001238604
-
Equilibrium in a capital market
-
Mossin, Jan. (1966). "Equilibrium in a Capital Market," Econometrica 34, 768-783.
-
(1966)
Econometrica
, vol.34
, pp. 768-783
-
-
Mossin, J.1
-
22
-
-
0042855450
-
The effect of interest-rate movements on real estate investment trusts
-
Mueller, Glenn R., and Keith R. Pauley. (1995). "The Effect of Interest-Rate Movements on Real Estate Investment Trusts," Journal of Real Estate Research 10(3), 319-325.
-
(1995)
Journal of Real Estate Research
, vol.10
, Issue.3
, pp. 319-325
-
-
Mueller, G.R.1
Pauley, K.R.2
-
23
-
-
0141575520
-
The property report: Market sizzles, past cast shadow; REITS may spend $50 billion on new acquisitions this year
-
Dec 31
-
Pacelle, Mitchell. (1997). "The Property Report: Market Sizzles, Past Cast Shadow; REITS May Spend $50 Billion on New Acquisitions This Year," The Wall Street Journal Dec. 31, p. 6.
-
(1997)
The Wall Street Journal
, pp. 6
-
-
Pacelle, M.1
-
24
-
-
0040852657
-
Mullineaux, and it-keong chew, are REITs inflation hedges?
-
Park, Jeong Yun, Donald J. (1990). Mullineaux, and It-Keong Chew, "Are REITs Inflation Hedges?" Journal of Real Estate Finance and Economics 3, 91-103.
-
(1990)
Journal of Real Estate Finance and Economics
, vol.3
, pp. 91-103
-
-
Park, J.Y.1
Donald, J.2
-
25
-
-
0000379411
-
Do common risk factors in the returns on stocks and bonds explain returns on REITs?
-
Peterson, James D., and Cheng-Ho Hsieh. (1997). "Do Common Risk Factors in the Returns on Stocks and Bonds Explain Returns on REITs?" Real Estate Economics 25(2), 321-345.
-
(1997)
Real Estate Economics
, vol.25
, Issue.2
, pp. 321-345
-
-
Peterson, J.D.1
Hsieh, C.-H.2
-
26
-
-
0001931946
-
A critique of the asset pricing theory's tests
-
Roll, Richard. (1997). "A Critique of the Asset Pricing Theory's Tests," Journal of Financial Economics 14, 129-176.
-
(1997)
Journal of Financial Economics
, vol.14
, pp. 129-176
-
-
Roll, R.1
-
27
-
-
84977397160
-
An empirical investigation of the arbitrage pricing theory
-
Roll, Richard, and Stephen A. Ross. "An Empirical Investigation of the Arbitrage Pricing Theory," Journal of Finance 35(5), 1073-1103.
-
Journal of Finance
, vol.35
, Issue.5
, pp. 1073-1103
-
-
Roll, R.1
Ross, S.A.2
-
28
-
-
49549135545
-
The arbitrage theory of capital asset pricing
-
Ross, Stephen A. (1976). "The Arbitrage Theory of Capital Asset Pricing," Journal of Economic Theory 343-362.
-
(1976)
Journal of Economic Theory
, pp. 343-362
-
-
Ross, S.A.1
-
29
-
-
0039165833
-
Resolving the puzzling intertemporal relation between the market risk premium and conditional market variance: A two-factor approach
-
April
-
Scruggs, John T. (April 1998). "Resolving the Puzzling Intertemporal Relation between the Market Risk Premium and Conditional Market Variance: A Two-Factor Approach," Journal of Finance 52(2), 575-603.
-
(1998)
Journal of Finance
, vol.52
, Issue.2
, pp. 575-603
-
-
Scruggs, J.T.1
-
30
-
-
84980092818
-
Capital asset prices: A theory of market equilibrium under conditions of risk
-
Sharpe, W. F. (1964). "Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk," The Journal of Finance 19, 425-442.
-
(1964)
The Journal of Finance
, vol.19
, pp. 425-442
-
-
Sharpe, W.F.1
-
31
-
-
0141687072
-
Building tension: REIT revolution hits an unexpected bump: Opposition by clinton; trusts seem ready to buy just about everything from casinos to prisons; the key is a sweet tax deal
-
Jan. 30
-
Templin, Neal. (Jan. 30, 1998). "Building Tension: REIT Revolution Hits an Unexpected Bump: Opposition by Clinton; Trusts Seem Ready To Buy Just About Everything From Casinos to Prisons; The Key is a Sweet Tax Deal," The Wall Street Journal 1.
-
(1998)
The Wall Street Journal
, pp. 1
-
-
Templin, N.1
|