-
1
-
-
85005305538
-
The market for 'Lemons': Quality uncertainty and the market mechanism
-
Akerlof, R. (1970). The market for 'Lemons': Quality uncertainty and the market mechanism. Quarterly Journal of Economics, 84, 488-500.
-
(1970)
Quarterly Journal of Economics
, vol.84
, pp. 488-500
-
-
Akerlof, R.1
-
2
-
-
33845715102
-
-
Working Paper, Harvard Business School
-
Baker, M., Litov, L., Wachter, J. A., & Wurgler, J. (2004). Can mutual fund managers pick stocks?. Working Paper, Harvard Business School.
-
(2004)
Can Mutual Fund Managers Pick Stocks?
-
-
Baker, M.1
Litov, L.2
Wachter, J.A.3
Wurgler, J.4
-
3
-
-
34848898290
-
Corporate focus and stock performance: Evidence from international real estate markets
-
Boer, D., Brounen, D., & Op 't Veld, H. (2005). Corporate focus and stock performance: Evidence from international real estate markets. Journal of Real Estate Finance and Economics, 31, 200-219.
-
(2005)
Journal of Real Estate Finance and Economics
, vol.31
, pp. 200-219
-
-
Boer, D.1
Brounen, D.2
Op 'T Veld, H.3
-
4
-
-
0141671708
-
International evidence on the predictability of returns to securitized real estate assets: Econometric models versus neural networks
-
Brooks, C., & Tsolacos, S. (2003). International evidence on the predictability of returns to securitized real estate assets: Econometric models versus neural networks. Journal of Property Research, 20, 133-155.
-
(2003)
Journal of Property Research
, vol.20
, pp. 133-155
-
-
Brooks, C.1
Tsolacos, S.2
-
5
-
-
0039938664
-
Focus, transparency, and value
-
1
-
Capozza, D. R., & Seguin, P. J. (1999). Focus, transparency, and value. Real Estate Economics, 27(1), 587-620.
-
(1999)
Real Estate Economics
, vol.27
, pp. 587-620
-
-
Capozza, D.R.1
Seguin, P.J.2
-
6
-
-
0002624840
-
On persistence in mutual fund performance
-
Carhart, M. (1997). On persistence in mutual fund performance. Journal of Finance, 52, 57-82.
-
(1997)
Journal of Finance
, vol.52
, pp. 57-82
-
-
Carhart, M.1
-
7
-
-
34848856221
-
-
Working Paper, Boston College
-
Chen, Y., Ferson, W., & Peters, H. (2005). The timing ability of fixed income mutual funds. Working Paper, Boston College.
-
(2005)
The Timing Ability of Fixed Income Mutual Funds
-
-
Chen, Y.1
Ferson, W.2
Peters, H.3
-
8
-
-
0034403599
-
The value of active mutual fund management: An examination of the stockholdings and trades of fund managers
-
Chen, H. L., Jegadeesh, N., & Wermers, R. (2001). The value of active mutual fund management: An examination of the stockholdings and trades of fund managers. The Journal of Financial and Quantitative Analysis, 35, 343-368.
-
(2001)
The Journal of Financial and Quantitative Analysis
, vol.35
, pp. 343-368
-
-
Chen, H.L.1
Jegadeesh, N.2
Wermers, R.3
-
9
-
-
0000496978
-
Economic forces and the stock market
-
Chen, K., Roll, R., & Ross, S. (1986). Economic forces and the stock market. Journal of Business, 59, 383-403.
-
(1986)
Journal of Business
, vol.59
, pp. 383-403
-
-
Chen, K.1
Roll, R.2
Ross, S.3
-
11
-
-
0034402508
-
Asymmetric information and the predictability of real estate returns
-
Cooper, M., Downs, D., & Patterson, G. (1995). Asymmetric information and the predictability of real estate returns. Journal of Real Estate Finance and Economics, 20, 225-244.
-
(1995)
Journal of Real Estate Finance and Economics
, vol.20
, pp. 225-244
-
-
Cooper, M.1
Downs, D.2
Patterson, G.3
-
12
-
-
0042326391
-
Global property investment and the costs of international diversification
-
Eichholtz, P. M. A., Koedijk, K., & Schweitzer, M. (2001). Global property investment and the costs of international diversification. Journal of International Money and Finance, 20, 349-366.
-
(2001)
Journal of International Money and Finance
, vol.20
, pp. 349-366
-
-
Eichholtz, P.M.A.1
Koedijk, K.2
Schweitzer, M.3
-
13
-
-
0041513056
-
Costly information, diversification, and international mutual fund performance
-
Engstrom, S. (2003). Costly information, diversification, and international mutual fund performance. Pacific-Basin Finance Journal, 11, 463-482.
-
(2003)
Pacific-Basin Finance Journal
, vol.11
, pp. 463-482
-
-
Engstrom, S.1
-
14
-
-
0000480869
-
Efficient capital markets: A review of theory and empirical work
-
Fama, E. F. (1970). Efficient capital markets: A review of theory and empirical work. Journal of Finance, 25, 383-417.
-
(1970)
Journal of Finance
, vol.25
, pp. 383-417
-
-
Fama, E.F.1
-
15
-
-
0013413658
-
Multifactor explanations of asset pricing anomalies
-
1
-
Fama, E., & French, K. (1996). Multifactor explanations of asset pricing anomalies. Journal of Finance, 51(1), 55-83.
-
(1996)
Journal of Finance
, vol.51
, pp. 55-83
-
-
Fama, E.1
French, K.2
-
16
-
-
84934453931
-
The variation of economic risk premiums
-
Ferson, W., & Harvey, C. (1991). The variation of economic risk premiums. Journal of Political Economy, 99, 385-415.
-
(1991)
Journal of Political Economy
, vol.99
, pp. 385-415
-
-
Ferson, W.1
Harvey, C.2
-
17
-
-
34848874318
-
Six ways to boost your property's value
-
2004, April 9
-
Hall, C. (2004). Six ways to boost your property's value. Wall Street Journal, 2004, April 9.
-
(2004)
Wall Street Journal
-
-
Hall, C.1
-
18
-
-
19844381855
-
Targeting markets is popular: A survey of pension real estate investment advisors
-
Han, J. (1996). Targeting markets is popular: A survey of pension real estate investment advisors. Real Estate Finance, Spring, 66-75.
-
(1996)
Real Estate Finance, Spring
, pp. 66-75
-
-
Han, J.1
-
19
-
-
0000486548
-
The performance of mutual funds in the period 1945-1964
-
Jensen, C. M. (1968a). The performance of mutual funds in the period 1945-1964. Journal of Finance, 23, 389-416.
-
(1968)
Journal of Finance
, vol.23
, pp. 389-416
-
-
Jensen, C.M.1
-
20
-
-
0000615046
-
Risk, the pricing of capital assets, and the evaluation of investment portfolios
-
Jensen, C. M. (1968b). Risk, the pricing of capital assets, and the evaluation of investment portfolios. Journal of Business, 42, 167-247.
-
(1968)
Journal of Business
, vol.42
, pp. 167-247
-
-
Jensen, C.M.1
-
21
-
-
0034408267
-
The value added from investment managers: An examination of funds of REITs
-
Kallberg, J. G., Liu, C. L., & Trzcinka, C. (2000). The value added from investment managers: An examination of funds of REITs. Journal of Financial and Quantitative Analysis, 35, 387-408.
-
(2000)
Journal of Financial and Quantitative Analysis
, vol.35
, pp. 387-408
-
-
Kallberg, J.G.1
Liu, C.L.2
Trzcinka, C.3
-
23
-
-
34848826682
-
-
Working Paper, University of Maryland
-
Kosowski, R., Timmerman, A., White, H., & Wermers, R. (2005). Can mutual fund 'Stars' really pick stocks? New evidence from a bootstrap analysis. Working Paper, University of Maryland.
-
(2005)
Can Mutual Fund 'Stars' Really Pick Stocks? New Evidence from A Bootstrap Analysis
-
-
Kosowski, R.1
Timmerman, A.2
White, H.3
Wermers, R.4
-
24
-
-
0000580022
-
The predictability of REIT returns and market segmentation
-
Li, Y., & Wang, K. (1995). The predictability of REIT returns and market segmentation. Journal of Real Estate Research, 10, 471-482.
-
(1995)
Journal of Real Estate Research
, vol.10
, pp. 471-482
-
-
Li, Y.1
Wang, K.2
-
25
-
-
19844370518
-
A random walk down main street: Can experts predict returns on commercial real estate?
-
2
-
Ling, D. C. (2005). A random walk down main street: Can experts predict returns on commercial real estate? Journal of Real Estate Research, 27(2), 137-155.
-
(2005)
Journal of Real Estate Research
, vol.27
, pp. 137-155
-
-
Ling, D.C.1
-
27
-
-
0034411710
-
The predictability of equity REIT returns: Time variation and economic significance
-
Ling, D. C., Naranjo, A., & Ryngaert, M. D. (2000). The predictability of equity REIT returns: Time variation and economic significance. Journal of Real Estate Finance and Economics, 20, 117-136.
-
(2000)
Journal of Real Estate Finance and Economics
, vol.20
, pp. 117-136
-
-
Ling, D.C.1
Naranjo, A.2
Ryngaert, M.D.3
-
28
-
-
0000414772
-
The predictability of returns on equity REITs and their co-movement with other assets
-
Liu, C. H., & Mei, J. (1992). The predictability of returns on 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, J.2
-
29
-
-
27544444100
-
Investment in private real estate: Momentum profits and their robustness to trading costs
-
Marcato, G., & Key, A. (2005). Investment in private real estate: Momentum profits and their robustness to trading costs. Journal of Portfolio Management, 31, 55-69.
-
(2005)
Journal of Portfolio Management
, vol.31
, pp. 55-69
-
-
Marcato, G.1
Key, A.2
-
30
-
-
34848903758
-
-
Working Paper, University of Reading
-
McAllister, P., Newell, G., & Matysiak, G. (2005). An evaluation of the performance of UK real estate forecasters. Working Paper, University of Reading.
-
(2005)
An Evaluation of the Performance of UK Real Estate Forecasters
-
-
McAllister, P.1
Newell, G.2
Matysiak, G.3
-
31
-
-
0001601867
-
The predictability of real estate returns and market timing
-
Mei, J., & Liu, C. (1994). The predictability of real estate returns and market timing. Journal of Real Estate Finance and Economics, 8, 115-135.
-
(1994)
Journal of Real Estate Finance and Economics
, vol.8
, pp. 115-135
-
-
Mei, J.1
Liu, C.2
-
32
-
-
0004159816
-
-
Prentice-Hall
-
Sharpe, W. F., Alexander, G. J., & Bailey, J. V. (1999). Investments, Sixth Edition. Prentice-Hall.
-
(1999)
Investments, Sixth Edition
-
-
Sharpe, W.F.1
Alexander, G.J.2
Bailey, J.V.3
-
33
-
-
34848815500
-
Savvy investors seek properties with 'Hair'
-
2005, January 4
-
Smith, R. A. (2005). Savvy investors seek properties with 'Hair'. Wall Street Journal, 2005, January 4.
-
(2005)
Wall Street Journal
-
-
Smith, R.A.1
-
35
-
-
0038185576
-
Mutual fund performance: An empirical decomposition into stock-picking talent, style, transaction costs, and expenses
-
4
-
Wermers, R. (2000). Mutual fund performance: An empirical decomposition into stock-picking talent, style, transaction costs, and expenses. Journal of Finance, 55(4), 1655-1695.
-
(2000)
Journal of Finance
, vol.55
, pp. 1655-1695
-
-
Wermers, R.1
|