The Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns

Journal of Real Estate Finance and Economics

Volumn 27, Issue 1, 2003, Pages 39-60

  Clayton, Jim ^a   Mackinnon, Greg ^b  

^a UNIVERSITY OF CINCINNATI   (United States)

^b SAINT MARY S UNIVERSITY   (Canada)

Author keywords

Institutional ownership; Real estate factor; REIT boom; Rolling regression; Variance decomposition

Indexed keywords

EID: 0038403562     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1023607412927     Document Type: Article

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