-
1
-
-
0002519023
-
Have individual stocks become more volatile?: An empirical exploration of idiosyncratic risk?
-
Campbell, J., Lettau, B., Malkiel, G. and Xu, Y. (2001), Have individual stocks become more volatile?: an empirical exploration of idiosyncratic risk. Journal of Finance 56: 186-202.
-
(2001)
Journal of Finance
, vol.56
, pp. 186-202
-
-
Campbell, J.1
Lettau, B.2
Malkiel, G.3
Xu, Y.4
-
2
-
-
0036913434
-
Institutional investors preferences for REIT stocks?
-
Ciochetti, B., Craft, T. and Shilling, J. (2002), Institutional investors preferences for REIT stocks. Real Estate Economics 30: 567-593.
-
(2002)
Real Estate Economics
, vol.30
, pp. 567-593
-
-
Ciochetti, B.1
Craft, T.2
Shilling, J.3
-
4
-
-
0141951804
-
The time-varying nature of the link between REIT, real estate and financial asset returns
-
Clayton, J. and MacKinnon, G. (2001), The time-varying nature of the link between REIT, real estate and financial asset returns. Journal of Real Estate Portfolio Management 7(1): 43-54.
-
(2001)
Journal of Real Estate Portfolio Management
, vol.7
, Issue.1
, pp. 43-54
-
-
Clayton, J.1
McKinnon, G.2
-
5
-
-
0038403562
-
The relative importance of stock, bond and real estate factors in explaining REIT returns
-
Clayton, J. and MacKinnon, G. (2003), The relative importance of stock, bond and real estate factors in explaining REIT returns. Journal of Real Estate Finance and Economics 27(1): 39-60.
-
(2003)
Journal of Real Estate Finance and Economics
, vol.27
, Issue.1
, pp. 39-60
-
-
Clayton, J.1
McKinnon, G.2
-
6
-
-
0034386024
-
Asset allocation and the performance of real estate mutual funds
-
Gallo, J., Lockwood, L. and Rutherford, R. (2000), Asset allocation and the performance of real estate mutual funds. Real Estate Economics 28(1): 165-184.
-
(2000)
Real Estate Economics
, vol.28
, Issue.1
, pp. 165-184
-
-
Gallo, J.1
Lockwood, L.2
Rutherford, R.3
-
7
-
-
85038643343
-
-
Proceedings of 2004 PCA Congress. PCA, Sydney
-
Garing, S., Hoog Antink, V., Kivell, D. and Rampa, K. (2004), Market frontiers: capital markets. Proceedings of 2004 PCA Congress. PCA, Sydney.
-
(2004)
Market frontiers: Capital markets
-
-
Garing, S.1
Hoog Antink, V.2
Kivell, D.3
Rampa, K.4
-
8
-
-
0001144527
-
Equity Real Estate Investment Trusts and real estate returns?
-
Giliberto, M. (1990), Equity Real Estate Investment Trusts and real estate returns. Journal of Real Estate Research 5: 259-263.
-
(1990)
Journal of Real Estate Research
, vol.5
, pp. 259-263
-
-
Giliberto, M.1
-
11
-
-
85038648013
-
Capital markets: Analyse this
-
Larsen, C. (2002), Capital markets: analyse this. Property Australia 16(8): 12-15.
-
(2002)
Property Australia
, vol.16
, Issue.8
, pp. 12-15
-
-
Larsen, C.1
-
12
-
-
84986015052
-
Style analysis and property fund performance
-
Lee, S. (1999), Style analysis and property fund performance. Journal of Property Investment and Finance 17(2): 145-156.
-
(1999)
Journal of Property Investment and Finance
, vol.17
, Issue.2
, pp. 145-156
-
-
Lee, S.1
-
15
-
-
0033196692
-
The integration of commercial real estate markets and stock markets?
-
Ling, D. and Naranjo, A. (1999), The integration of commercial real estate markets and stock markets. Real Estate Economics 27: 483-516.
-
(1999)
Real Estate Economics
, vol.27
, pp. 483-516
-
-
Ling, D.1
Naranjo, A.2
-
16
-
-
3543009353
-
Management style and asset allocation in real estate portfolios
-
Myer, N. and Webb, J. (1996), Management style and asset allocation in real estate portfolios. Journal of Real Estate Portfolio Management 2(2): 119-125.
-
(1996)
Journal of Real Estate Portfolio Management
, vol.2
, Issue.2
, pp. 119-125
-
-
Myer, N.1
Webb, J.2
-
17
-
-
84993070100
-
A matter of style
-
Newell, G. (2001), A matter of style. Property Australia 15(10): 20.
-
(2001)
Property Australia
, vol.15
, Issue.10
, pp. 20
-
-
Newell, G.1
-
18
-
-
33646880757
-
The dynamics of the Australian LPT market risk and correlation profile
-
Newell, G. and Acheampong, P. (2001), The dynamics of the Australian LPT market risk and correlation profile. Pacific Rim Property Research Journal 7(4): 259-270.
-
(2001)
Pacific Rim Property Research Journal
, vol.7
, Issue.4
, pp. 259-270
-
-
Newell, G.1
Acheampong, P.2
-
19
-
-
84992979782
-
The level of direct property in Hong Kong property company performance
-
Newell, G., Chau, K. W. and Wong, S. K. (2004), The level of direct property in Hong Kong property company performance. Journal of Property Investment and Finance 22(6): 512-532.
-
(2004)
Journal of Property Investment and Finance
, vol.22
, Issue.6
, pp. 512-532
-
-
Newell, G.1
Chau, K.W.2
Wong, S.K.3
-
20
-
-
85008830520
-
The effect of seasonality of valuations on property risk
-
Newell, G. and MacFarlane, J. (1998), The effect of seasonality of valuations on property risk. Journal of Property Research 15(3): 167-182.
-
(1998)
Journal of Property Research
, vol.15
, Issue.3
, pp. 167-182
-
-
Newell, G.1
McFarlane, J.2
-
21
-
-
34247169523
-
The significance of property sector and geographic diversification in Australian institutional property portfolios
-
Newell, G. and Tan, Y. K. (2003), The significance of property sector and geographic diversification in Australian institutional property portfolios. Pacific Rim Property Research Journal 9(3): 248-264.
-
(2003)
Pacific Rim Property Research Journal
, vol.9
, Issue.3
, pp. 248-264
-
-
Newell, G.1
Tan, Y.K.2
-
22
-
-
77249095908
-
The development and performance of listed property trust futures
-
Newell, G. and Tan, Y. K. (2004), The development and performance of listed property trust futures. Pacific Rim Property Research Journal 10(2): 132-145.
-
(2004)
Pacific Rim Property Research Journal
, vol.10
, Issue.2
, pp. 132-145
-
-
Newell, G.1
Tan, Y.K.2
-
23
-
-
70350366819
-
LPT changes implications for investors
-
Oliver, S. (2004), LPT changes implications for investors. Property Australia 19(1): 106-107.
-
(2004)
Property Australia
, vol.19
, Issue.1
, pp. 106-107
-
-
Oliver, S.1
-
24
-
-
84889310626
-
Selectivity, timing and the performance of listed property trusts: Implications for investment strategies
-
Peng, V. (2004), Selectivity, timing and the performance of listed property trusts: implications for investment strategies. Pacific Rim Property Research Journal 10(2): 235-254.
-
(2004)
Pacific Rim Property Research Journal
, vol.10
, Issue.2
, pp. 235-254
-
-
Peng, V.1
-
25
-
-
0000379411
-
Do common risk factors in the returns on stocks and bonds explain returns on REITs?
-
Peterson, J. and Hsieh, C. (1997), Do common risk factors in the returns on stocks and bonds explain returns on REITs? Real Estate Economics 25: 321-345.
-
(1997)
Real Estate Economics
, vol.25
, pp. 321-345
-
-
Peterson, J.1
Hsieh, C.2
-
28
-
-
84986145322
-
Evaluating the investment attributes and performance of property companies
-
Stevenson, S. (2001), Evaluating the investment attributes and performance of property companies. Journal of Property Investment and Finance 19(3): 251-266.
-
(2001)
Journal of Property Investment and Finance
, vol.19
, Issue.3
, pp. 251-266
-
-
Stevenson, S.1
-
30
-
-
0037863651
-
Evidence of segmentation in domestic and international property markets
-
Wilson, P. and Okunev, J. (1996), Evidence of segmentation in domestic and international property markets. Journal of Property Finance 7(1): 78-97.
-
(1996)
Journal of Property Finance
, vol.7
, Issue.1
, pp. 78-97
-
-
Wilson, P.1
Okunev, J.2
-
31
-
-
2042517388
-
Long-term dependencies and long-run non-periodic cocycles: Real estate and stockmarkets
-
Wilson, P. and Okunev, J. (1999), Long-term dependencies and long-run non-periodic cocycles: real estate and stockmarkets. Journal of Real Estate Research 18(2): 257-278.
-
(1999)
Journal of Real Estate Research
, vol.18
, Issue.2
, pp. 257-278
-
-
Wilson, P.1
Okunev, J.2
-
32
-
-
0032338489
-
Step interventions and market integration: Tests in the US, UK and Australian property markets
-
Wilson, P., Okunev, J. and Webb, J. (1998), Step interventions and market integration: tests in the US, UK and Australian property markets. Journal of Real Estate Finance and Economics 16(2): 91-123.
-
(1998)
Journal of Real Estate Finance and Economics
, vol.16
, Issue.2
, pp. 91-123
-
-
Wilson, P.1
Okunev, J.2
Webb, J.3
|