-
1
-
-
0034368992
-
REIT characteristics and the sensitivity of REIT returns
-
Allen, M.T., Madura, J. and Springer, T. (2000), "REIT characteristics and the sensitivity of REIT returns" in Journal of Real Estate Finance and Economics, Vol. 21, No. 2, pp. 141-52.
-
(2000)
Journal of Real Estate Finance and Economics
, vol.21
, Issue.2
, pp. 141-152
-
-
Allen, M.T.1
Madura, J.2
Springer, T.3
-
2
-
-
0041526041
-
REIT economies of scale: Fact or fiction?
-
Ambrose, B.W., Ehrlich, S.R., Hughes, W.T. and Wachter, S.M. (2000), "REIT economies of scale: fact or fiction?" in Journal of Real Estate Finance and Economics, Vol. 20, No. 2, pp. 211-24.
-
(2000)
Journal of Real Estate Finance and Economics
, vol.20
, Issue.2
, pp. 211-224
-
-
Ambrose, B.W.1
Ehrlich, S.R.2
Hughes, W.T.3
Wachter, S.M.4
-
3
-
-
84863382004
-
-
paper presented at the Financial Management Association Annual Meeting, Chicago, IL
-
Anderson, R.I. and Benefield, J.D. (2005), "REIT property type diversification, worse than Naïve?", paper presented at the Financial Management Association Annual Meeting, Chicago, IL.
-
(2005)
REIT property type diversification, worse than Naïve?
-
-
Anderson, R.I.1
Benefield, J.D.2
-
4
-
-
2442712280
-
International evidence on ethical mutual fund performance and investment style
-
working paper March 2002, Limburg Institute of Financial Economics, Maastricht University
-
Bauer, R., Koedijk, K. and Otten, R. (2002), "International evidence on ethical mutual fund performance and investment style", Limburg Institute of Financial Economics, Maastricht University, Maastricht, working paper March 2002.
-
(2002)
-
-
Bauer, R.1
Koedijk, K.2
Otten, R.3
-
5
-
-
0003032722
-
The performance of Australian superannuation funds
-
Bird, R., Chin, H. and McCrae, M. (1983), "The performance of Australian superannuation funds" in Australian Journal of Management, Vol. 8, pp. 49-69.
-
(1983)
Australian Journal of Management
, vol.8
, pp. 49-69
-
-
Bird, R.1
Chin, H.2
McCrae, M.3
-
6
-
-
21144465720
-
The performance of bond mutual funds
-
Blake, C.R., Elton, E.J. and Gruber, M.J. (1993), "The performance of bond mutual funds" in Journal of Business, Vol. 66, No. 3, pp. 371-403.
-
(1993)
Journal of Business
, vol.66
, Issue.3
, pp. 371-403
-
-
Blake, C.R.1
Elton, E.J.2
Gruber, M.J.3
-
7
-
-
24944435117
-
Corporate focus and stock performance: Evidence from international listed property markets
-
Boer, D., Brounen, D. and Op't Veld, H. (2005), "Corporate focus and stock performance: evidence from international listed property markets" in Journal of Real Estate Finance and Economics, Vol. 31, No. 3, pp. 263-81.
-
(2005)
Journal of Real Estate Finance and Economics
, vol.31
, Issue.3
, pp. 263-281
-
-
Boer, D.1
Brounen, D.2
Op't Veld, H.3
-
8
-
-
3843083715
-
The effects of property development activities on the performance of REITs
-
Brounen, D., Eichholtz, P.M.A. and Kanters, P.M. (2000), "The effects of property development activities on the performance of REITs" in Real Estate Finance, Vol. 16, No. 4, pp. 17-22.
-
(2000)
Real Estate Finance
, vol.16
, Issue.4
, pp. 17-22
-
-
Brounen, D.1
Eichholtz, P.M.A.2
Kanters, P.M.3
-
9
-
-
0039938664
-
Focus transparency and value: The REIT evidence
-
Capozza, R. and Seguin, P.J. (1999), "Focus transparency and value: the REIT evidence" in Real Estate Economics, Vol. 27, pp. 587-619.
-
(1999)
Real Estate Economics
, vol.27
, pp. 587-619
-
-
Capozza, R.1
Seguin, P.J.2
-
10
-
-
0002624840
-
On persistence in mutual fund performance
-
Carhart, M.M. (1997), "On persistence in mutual fund performance" in Journal of Finance, Vol. 52, No. 1, pp. 57-82.
-
(1997)
Journal of Finance
, vol.52
, Issue.1
, pp. 57-82
-
-
Carhart, M.M.1
-
11
-
-
3543008087
-
The risk and return characteristics of REITs: 1993-1997
-
Chen, J. and Peiser, R. (1999), "The risk and return characteristics of REITs: 1993-1997" in Real Estate Finance, Vol. 16, No. 1, pp. 61-8.
-
(1999)
Real Estate Finance
, vol.16
, Issue.1
, pp. 61-68
-
-
Chen, J.1
Peiser, R.2
-
12
-
-
16244404602
-
Does fund size erode mutual fund performance? The role of liquidity and organization
-
Chen, J., Hong, H., Huang, M. and Kubik, J. (2004), "Does fund size erode mutual fund performance? The role of liquidity and organization" in The American Economic Review, Vol. 94, No. 5, pp. 1276-302.
-
(2004)
The American Economic Review
, vol.94
, Issue.5
, pp. 1276-1302
-
-
Chen, J.1
Hong, H.2
Huang, M.3
Kubik, J.4
-
13
-
-
27944490083
-
Equity fund size and growth: Implications for performance and selection
-
Ciccotello, C.S. and Grant, T.C. (1996), "Equity fund size and growth: implications for performance and selection" in Financial Services Review, Vol. 5, pp. 1-12.
-
(1996)
Financial Services Review
, vol.5
, pp. 1-12
-
-
Ciccotello, C.S.1
Grant, T.C.2
-
14
-
-
48749105555
-
Does fund size affect performance?
-
Lipper Research Study, New York, NY
-
Clark, A. (2003), "Does fund size affect performance?", Lipper, New York, NY, Lipper Research Study.
-
(2003)
-
-
Clark, A.1
-
15
-
-
0034415484
-
Performance and characteristics of Swedish mutual funds
-
Dahlquist, M., Engstrom, S. and Soderlind, P. (2000), "Performance and characteristics of Swedish mutual funds" in The Journal of Financial and Quantitative Analysis, Vol. 35, pp. 409-23.
-
(2000)
The Journal of Financial and Quantitative Analysis
, vol.35
, pp. 409-423
-
-
Dahlquist, M.1
Engstrom, S.2
Soderlind, P.3
-
16
-
-
4444286064
-
REIT and REOC systematic risk sensitivity
-
Delcoure, N. and Dickinson, R. (2004), "REIT and REOC systematic risk sensitivity" in Journal of Real Estate Research, Vol. 26, No. 3, pp. 1-18.
-
(2004)
Journal of Real Estate Research
, vol.26
, Issue.3
, pp. 1-18
-
-
Delcoure, N.1
Dickinson, R.2
-
17
-
-
0012539863
-
The relationship between mutual fund fees, and expenses and their effects on performance
-
Dellva, W.L. and Olson, G.T. (1998), "The relationship between mutual fund fees, and expenses and their effects on performance" in The Financial Review, Vol. 33, pp. 85-104.
-
(1998)
The Financial Review
, vol.33
, pp. 85-104
-
-
Dellva, W.L.1
Olson, G.T.2
-
18
-
-
34547422487
-
Serial persistence in individual real estate returns in the UK
-
Devaney, S., Lee, S.L. and Young, M. (2007), "Serial persistence in individual real estate returns in the UK" in Journal of Property Investment and Finance, Vol. 25, No. 3, pp. 241-73.
-
(2007)
Journal of Property Investment and Finance
, vol.25
, Issue.3
, pp. 241-273
-
-
Devaney, S.1
Lee, S.L.2
Young, M.3
-
19
-
-
0039467924
-
Performance and persistence in money market fund returns
-
Domian, D.L. and Reichenstein, W. (1997), "Performance and persistence in money market fund returns" in Financial Services Review, Vol. 6, pp. 169-83.
-
(1997)
Financial Services Review
, vol.6
, pp. 169-183
-
-
Domian, D.L.1
Reichenstein, W.2
-
20
-
-
84863375624
-
Predicting municipal bond fund returns
-
Autumn
-
Domian, D.L. and Reichenstein, W. (2002), "Predicting municipal bond fund returns" in Journal of Investing, pp. 53-65, Autumn.
-
(2002)
Journal of Investing
, pp. 53-65
-
-
Domian, D.L.1
Reichenstein, W.2
-
21
-
-
27444443305
-
Mutual fund performance, management behavior and investor costs
-
Dowen, R.J. and Mann, T. (2004), "Mutual fund performance, management behavior and investor costs" in Financial Services Review, Vol. 13, pp. 79-91.
-
(2004)
Financial Services Review
, vol.13
, pp. 79-91
-
-
Dowen, R.J.1
Mann, T.2
-
22
-
-
84986522921
-
Investment performance of international mutual funds
-
Droms, W.G. and Walker, D.A. (1994), "Investment performance of international mutual funds" in The Journal of Financial Research, Vol. 1, No. 17, pp. 1-14.
-
(1994)
The Journal of Financial Research
, vol.1
, Issue.17
, pp. 1-14
-
-
Droms, W.G.1
Walker, D.A.2
-
23
-
-
0011588776
-
Determinants of variation in mutual fund returns
-
Droms, W.G. and Walker, D.A. (1995), "Determinants of variation in mutual fund returns" in Applied Financial Economics, Vol. 5, pp. 383-9.
-
(1995)
Applied Financial Economics
, vol.5
, pp. 383-389
-
-
Droms, W.G.1
Walker, D.A.2
-
24
-
-
0035642473
-
Hedge fund performance and manager skill
-
Edwards, F.R. and Caglayan, M. (2001), "Hedge fund performance and manager skill" in Journal of Futures Markets, Vol. 21, No. 11, pp. 1003-28.
-
(2001)
Journal of Futures Markets
, vol.21
, Issue.11
, pp. 1003-1028
-
-
Edwards, F.R.1
Caglayan, M.2
-
25
-
-
0010858944
-
The persistence of risk-adjusted mutual fund performance
-
Elton, E.J., Gruber, M.J. and Blake, C.R. (1996), "The persistence of risk-adjusted mutual fund performance" in Journal of Business, Vol. 69, pp. 33-157.
-
(1996)
Journal of Business
, vol.69
, pp. 33-157
-
-
Elton, E.J.1
Gruber, M.J.2
Blake, C.R.3
-
26
-
-
33644895539
-
Investment manager characteristics, strategy, top management changes and fund performance
-
Gallagher, D.R. (2003), "Investment manager characteristics, strategy, top management changes and fund performance" in Accounting and Finance, Vol. 43, No. 3, pp. 283-309.
-
(2003)
Accounting and Finance
, vol.43
, Issue.3
, pp. 283-309
-
-
Gallagher, D.R.1
-
27
-
-
27944449714
-
Size and investment performance: A research note
-
Gallagher, D.R. and Martin, K.M. (2003), "Size and investment performance: a research note" in Abacus, Vol. 41, pp. 55-65.
-
(2003)
Abacus
, vol.41
, pp. 55-65
-
-
Gallagher, D.R.1
Martin, K.M.2
-
28
-
-
0034386024
-
Asset allocation and the performance of real estate mutual funds
-
Gallo, J.G., Lockwood, L.J. and Rutherford, R.C. (2000), "Asset allocation and the performance of real estate mutual funds" in Real Estate Economics, Vol. 28, No. 1, pp. 165-84.
-
(2000)
Real Estate Economics
, vol.28
, Issue.1
, pp. 165-184
-
-
Gallo, J.G.1
Lockwood, L.J.2
Rutherford, R.C.3
-
29
-
-
0009178729
-
The effects of mutual fund managers' characteristics on their portfolio performance, risk and fees
-
Golec, J.H. (1996), "The effects of mutual fund managers' characteristics on their portfolio performance, risk and fees" in Financial Services Review, Vol. 5, pp. 133-48.
-
(1996)
Financial Services Review
, vol.5
, pp. 133-148
-
-
Golec, J.H.1
-
30
-
-
33846469830
-
Large versus small hedge funds: Does size affect performance?
-
Gregoriou, G.N. and Rouah, F. (2003), "Large versus small hedge funds: does size affect performance?" in Journal of Alternative Investments, Vol. 5, No. 5, pp. 75-7.
-
(2003)
Journal of Alternative Investments
, vol.5
, Issue.5
, pp. 75-77
-
-
Gregoriou, G.N.1
Rouah, F.2
-
31
-
-
0347651178
-
Ethical unit trust financial performance: Small company effects and fund size effects
-
Gregory, A., Matatko, J. and Luther, R. (1997), "Ethical unit trust financial performance: small company effects and fund size effects" in Journal of Business Finance & Accounting, Vol. 24, pp. 705-25.
-
(1997)
Journal of Business Finance & Accounting
, vol.24
, pp. 705-725
-
-
Gregory, A.1
Matatko, J.2
Luther, R.3
-
32
-
-
21144478549
-
Performance measurement without benchmarks: An examination of mutual fund returns
-
Grinblatt, M. and Titman, S. (1993), "Performance measurement without benchmarks: an examination of mutual fund returns" in Journal of Business, Vol. 66, No. 1, pp. 47-68.
-
(1993)
Journal of Business
, vol.66
, Issue.1
, pp. 47-68
-
-
Grinblatt, M.1
Titman, S.2
-
33
-
-
84971947408
-
A study of monthly fund returns and performance evaluation techniques
-
Grinblatt, M. and Titman, S. (1994), "A study of monthly fund returns and performance evaluation techniques" in Journal of Financial and Quantitative Analysis, Vol. 29, No. 3, pp. 419-44.
-
(1994)
Journal of Financial and Quantitative Analysis
, vol.29
, Issue.3
, pp. 419-444
-
-
Grinblatt, M.1
Titman, S.2
-
34
-
-
43549091313
-
Do real estate mutual funds enhance portfolio returns and reduce portfolio risk?
-
Gullett, N.S. and Redman, A.L. (2005), "Do real estate mutual funds enhance portfolio returns and reduce portfolio risk?" in Briefings in Real Estate Finance, Vol. 5, pp. 51-66.
-
(2005)
Briefings in Real Estate Finance
, vol.5
, pp. 51-66
-
-
Gullett, N.S.1
Redman, A.L.2
-
35
-
-
0040796290
-
Systematic risk and diversification in the equity REIT market
-
Gyourko, J. and Nelling, E. (1996), "Systematic risk and diversification in the equity REIT market" in Real Estate Economics, Vol. 24, No. 4, pp. 493-515.
-
(1996)
Real Estate Economics
, vol.24
, Issue.4
, pp. 493-515
-
-
Gyourko, J.1
Nelling, E.2
-
36
-
-
48749113917
-
Size vs. performance in the hedge fund industry
-
Hedges, R.J. (2003), "Size vs. performance in the hedge fund industry" in Journal of Financial Transformation, Vol. 10, pp. 14-17.
-
(2003)
Journal of Financial Transformation
, vol.10
, pp. 14-17
-
-
Hedges, R.J.1
-
37
-
-
48749119538
-
The persistence of hedge fund risk: Evidence and implications for investors
-
Herzberg, M.M. and Mozes, H.A. (2003), "The persistence of hedge fund risk: evidence and implications for investors" in Journal of Alternative Investments, Vol. 6, No. 2, pp. 22-42.
-
(2003)
Journal of Alternative Investments
, vol.6
, Issue.2
, pp. 22-42
-
-
Herzberg, M.M.1
Mozes, H.A.2
-
38
-
-
0030159976
-
The effect of loads and expenses on open-end mutual fund returns
-
Hooks, J.A. (1996), "The effect of loads and expenses on open-end mutual fund returns" in Journal of Business Research, Vol. 36, pp. 199-202.
-
(1996)
Journal of Business Research
, vol.36
, pp. 199-202
-
-
Hooks, J.A.1
-
39
-
-
84984030669
-
REIT advisor performance
-
Howe, J.S. and Shilling, J.D. (1990), "REIT advisor performance" in AREUEA Journal, Vol. 18, pp. 479-500.
-
(1990)
AREUEA Journal
, vol.18
, pp. 479-500
-
-
Howe, J.S.1
Shilling, J.D.2
-
40
-
-
0010079368
-
Mutual fund performance: Does fund size matter?
-
Indro, D., Jiang, C., Hu, M. and Lee, W. (1999), "Mutual fund performance: does fund size matter?" in Financial Analysts Journal, Vol. 55, pp. 74-87.
-
(1999)
Financial Analysts Journal
, vol.55
, pp. 74-87
-
-
Indro, D.1
Jiang, C.2
Hu, M.3
Lee, W.4
-
42
-
-
0002311906
-
Efficiency with costly information: A study of mutual fund performance 1965-1984
-
Ippolito, R. (1989), "Efficiency with costly information: a study of mutual fund performance 1965-1984" in The Quarterly Journal of Economics, Vol. 104, pp. 1-24.
-
(1989)
The Quarterly Journal of Economics
, vol.104
, pp. 1-24
-
-
Ippolito, R.1
-
43
-
-
0034408267
-
The value added from investment managers: An examination of funds of REITs
-
Kalberg, J.G., Liu, C.L. and Trzcinka, C. (2000), "The value added from investment managers: an examination of funds of REITs" in Journal of Financial and Quantitative Analysis, Vol. 35, No. 3, pp. 387-408.
-
(2000)
Journal of Financial and Quantitative Analysis
, vol.35
, Issue.3
, pp. 387-408
-
-
Kalberg, J.G.1
Liu, C.L.2
Trzcinka, C.3
-
44
-
-
1242299774
-
Empirical evidence on the micro and macro forecasting ability of real estate funds
-
Lee, S.L. and Stevenson, S. (2003), "Empirical evidence on the micro and macro forecasting ability of real estate funds" in Journal of Property Research, Vol. 20, No. 3, pp. 207-34.
-
(2003)
Journal of Property Research
, vol.20
, Issue.3
, pp. 207-234
-
-
Lee, S.L.1
Stevenson, S.2
-
45
-
-
3542993331
-
Real estate mutual funds: Performance and persistence
-
Lin, C.Y. and Yung, K. (2004), "Real estate mutual funds: performance and persistence" in Journal of Real Estate Research, Vol. 26, No. 1, pp. 69-94.
-
(2004)
Journal of Real Estate Research
, vol.26
, Issue.1
, pp. 69-94
-
-
Lin, C.Y.1
Yung, K.2
-
46
-
-
0009080469
-
An empirical analysis of mutual fund expenses
-
Malhotra, D. and McLeod, R. (1997), "An empirical analysis of mutual fund expenses" in The Journal of Financial Research, Vol. 20, No. 2, pp. 175-90.
-
(1997)
The Journal of Financial Research
, vol.20
, Issue.2
, pp. 175-190
-
-
Malhotra, D.1
McLeod, R.2
-
47
-
-
84993848940
-
Returns from investing in equity mutual funds 1971 to 1991
-
Malkiel, B.G. (1995), "Returns from investing in equity mutual funds 1971 to 1991" in Journal of Finance, Vol. 50, No. 2, pp. 549-72.
-
(1995)
Journal of Finance
, vol.50
, Issue.2
, pp. 549-572
-
-
Malkiel, B.G.1
-
48
-
-
3843061005
-
Dividend policy and firm performance: Hotel REITs vs non-REIT hotel companies
-
Mooradian, R.M. and Yang, S.X. (2001), "Dividend policy and firm performance: hotel REITs vs non-REIT hotel companies" in Journal of Real Estate Portfolio Management, Vol. 7, No. 1, pp. 79-87.
-
(2001)
Journal of Real Estate Portfolio Management
, vol.7
, Issue.1
, pp. 79-87
-
-
Mooradian, R.M.1
Yang, S.X.2
-
49
-
-
84863375997
-
Diversificazione del rischio nella gestione di portafogli immobiliari: Analisi della performance dei REITs americani
-
Morri, G. and Erbanni, E. (2008), "Diversificazione del rischio nella gestione di portafogli immobiliari: analisi della performance dei REITs americani" in Finanza, Marketing e Produzione, Vol. 3, pp. 27-46.
-
(2008)
Finanza, Marketing E Produzione
, vol.3
, pp. 27-46
-
-
Morri, G.1
Erbanni, E.2
-
50
-
-
33745308179
-
Issues in measuring performance of commingled real estate funds
-
Myer, F.C.N., Webb, J.R. and He, L.T. (1997), "Issues in measuring performance of commingled real estate funds" in Journal of Real Estate Portfolio Management, Vol. 3, No. 2, pp. 79-86.
-
(1997)
Journal of Real Estate Portfolio Management
, vol.3
, Issue.2
, pp. 79-86
-
-
Myer, F.C.N.1
Webb, J.R.2
He, L.T.3
-
51
-
-
3543039305
-
Real estate mutual funds: Abnormal performance and fund characteristics
-
O'Neal, E.S. and Page, D.E. (2000), "Real estate mutual funds: abnormal performance and fund characteristics" in Journal of Real Estate Portfolio Management, Vol. 6, No. 3, pp. 239-47.
-
(2000)
Journal of Real Estate Portfolio Management
, vol.6
, Issue.3
, pp. 239-247
-
-
O'Neal, E.S.1
Page, D.E.2
-
52
-
-
10044241526
-
Risk-adjusted performance of real estate stocks evidence from emerging markets in Asia
-
Ooi, J.T.L. and Liow, K-H. (2004), "Risk-adjusted performance of real estate stocks evidence from emerging markets in Asia" in Journal of Real Estate Research, Vol. 26, No. 4, pp. 371-95.
-
(2004)
Journal of Real Estate Research
, vol.26
, Issue.4
, pp. 371-395
-
-
Ooi, J.T.L.1
Liow, K-H.2
-
53
-
-
0142167136
-
European mutual fund performance
-
Otten, R. and Bams, D. (2002), "European mutual fund performance" in European Financial Management, Vol. 8, No. 1, pp. 75-101.
-
(2002)
European Financial Management
, vol.8
, Issue.1
, pp. 75-101
-
-
Otten, R.1
Bams, D.2
-
54
-
-
0346001264
-
Explaining the performance of domestic equity mutual funds
-
Peterson, J.D., Pietranico, P.A., Riepe, M.W. and Xu, F. (2001), "Explaining the performance of domestic equity mutual funds" in Journal of Investing, Vol. 10, pp. 81-92.
-
(2001)
Journal of Investing
, vol.10
, pp. 81-92
-
-
Peterson, J.D.1
Pietranico, P.A.2
Riepe, M.W.3
Xu, F.4
-
56
-
-
85015357220
-
Manager characteristics and real estate mutual fund returns, risk and fees
-
Philpot, J. and Peterson, G.A. (2006), "Manager characteristics and real estate mutual fund returns, risk and fees" in Managerial Finance, Vol. 3, No. 12, pp. 988-96.
-
(2006)
Managerial Finance
, vol.3
, Issue.12
, pp. 988-996
-
-
Philpot, J.1
Peterson, G.A.2
-
57
-
-
70350324866
-
Errors-in-variables, functional form, and mutual fund returns
-
Rahman, S., Fabozzi, F.J. and Lee, C. (1991), "Errors-in-variables, functional form, and mutual fund returns" in Quarterly Review of Economics and Business, Vol. 31, pp. 24-35.
-
(1991)
Quarterly Review of Economics and Business
, vol.31
, pp. 24-35
-
-
Rahman, S.1
Fabozzi, F.J.2
Lee, C.3
-
58
-
-
0141798782
-
A multivariate analysis of REIT performance by financial and real asset portfolio characteristics
-
Redman, A.L. and Manakyan, H. (1995), "A multivariate analysis of REIT performance by financial and real asset portfolio characteristics" in Journal of Real Estate Finance and Economics, Vol. 10, pp. 169-75.
-
(1995)
Journal of Real Estate Finance and Economics
, vol.10
, pp. 169-175
-
-
Redman, A.L.1
Manakyan, H.2
-
59
-
-
33846099542
-
Effects of expenditures and size on mutual fund performance
-
Sing, T.C. (2007), "Effects of expenditures and size on mutual fund performance", Singapore Management Review, Vol. 29, No. 1.
-
(2007)
Singapore Management Review
, vol.29
, Issue.1
-
-
Sing, T.C.1
-
60
-
-
84863376762
-
Testing the predictability of mutual fund returns
-
Walker, G.A. (1997), "Testing the predictability of mutual fund returns" in Review of Business, Vol. 4, No. 18, pp. 10-15.
-
(1997)
Review of Business
, vol.4
, Issue.18
, pp. 10-15
-
-
Walker, G.A.1
|