-
1
-
-
0000802893
-
Timing and selectivity
-
Admati, A., Bhattacharya, S., Pfleiderer, P. and Ross, S. (1986). Timing and selectivity. Journal of Finance, 41: 715-730.
-
(1986)
Journal of Finance
, vol.41
, pp. 715-730
-
-
Admati, A.1
Bhattacharya, S.2
Pfleiderer, P.3
Ross, S.4
-
2
-
-
84977379610
-
Price discovery in American and British property markets
-
Barkham, R. and Geltner, D. (1995). Price discovery in American and British property markets. Real Estate Economics, 23: 21-44.
-
(1995)
Real Estate Economics
, vol.23
, pp. 21-44
-
-
Barkham, R.1
Geltner, D.2
-
3
-
-
0037738969
-
Correcting the heteroscadasticity in tests for market timing ability
-
Breen, W., Jagannathan, R. and Ofer, A. (1986). Correcting the heteroscadasticity in tests for market timing ability. Journal of Business, 59: 585-598.
-
(1986)
Journal of Business
, vol.59
, pp. 585-598
-
-
Breen, W.1
Jagannathan, R.2
Ofer, A.3
-
4
-
-
0002511860
-
How well do asset allocation mutual funds managers allocate assets?
-
Chan, A. and Chen, C. (1992). How well do asset allocation mutual funds managers allocate assets? Journal of Portfolio Management, 18: 81-91.
-
(1992)
Journal of Portfolio Management
, vol.18
, pp. 81-91
-
-
Chan, A.1
Chen, C.2
-
5
-
-
0002344777
-
Market timing and mutual fund investment performance
-
Chang, E. and Lewellen, W. (1984). Market timing and mutual fund investment performance. Journal of Business, 57(1): 57-72.
-
(1984)
Journal of Business
, vol.57
, Issue.1
, pp. 57-72
-
-
Chang, E.1
Lewellen, W.2
-
7
-
-
84993924779
-
Components of investment performance
-
Fama, E. (1972). Components of investment performance. Journal of Finance, 27: 551-567.
-
(1972)
Journal of Finance
, vol.27
, pp. 551-567
-
-
Fama, E.1
-
8
-
-
0031320637
-
Determinants of performance for mortgage-backed securities funds
-
Gallo, J., Buttimer, R., Lockwood, L. and Rutherford, R. (1997). Determinants of performance for mortgage-backed securities funds. Real Estate Economics, 25: 657-682.
-
(1997)
Real Estate Economics
, vol.25
, pp. 657-682
-
-
Gallo, J.1
Buttimer, R.2
Lockwood, L.3
Rutherford, R.4
-
9
-
-
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: 165-184.
-
(2000)
Real Estate Economics
, vol.28
, pp. 165-184
-
-
Gallo, J.1
Lockwood, L.2
Rutherford, R.3
-
10
-
-
84977358854
-
Portfolio performance and the cost of timing decisions
-
Grant, D. (1977). Portfolio performance and the cost of timing decisions. Journal of Finance, 32(2): 837-46.
-
(1977)
Journal of Finance
, vol.32
, Issue.2
, pp. 837-846
-
-
Grant, D.1
-
11
-
-
0002500773
-
Market timing and mutual fund performance: An empirical investigation
-
Henriksson, R. (1984). Market timing and mutual fund performance: an empirical investigation. Journal of Business, 57(1): 217-35.
-
(1984)
Journal of Business
, vol.57
, Issue.1
, pp. 217-235
-
-
Henriksson, R.1
-
12
-
-
0001309573
-
On market timing and investment performance II, statistical procedures for evaluating forecasting skills
-
Henriksson, R. and Merton, R. (1981). On market timing and investment performance II, statistical procedures for evaluating forecasting skills. Journal of Business, 54(4): 513-533.
-
(1981)
Journal of Business
, vol.54
, Issue.4
, pp. 513-533
-
-
Henriksson, R.1
Merton, R.2
-
13
-
-
0000849010
-
Assessing the market timing performance of managed portfolios
-
Jagananthan, R. and Korajczyk, R. (1986). Assessing the market timing performance of managed portfolios. Journal of Business, 59: 217-235.
-
(1986)
Journal of Business
, vol.59
, pp. 217-235
-
-
Jagananthan, R.1
Korajczyk, R.2
-
14
-
-
0000486548
-
The performance of mutual funds in the period of 1945-1964
-
Jensen, M. (1968). The performance of mutual funds in the period of 1945-1964. Journal of Finance, 23: 389-416.
-
(1968)
Journal of Finance
, vol.23
, pp. 389-416
-
-
Jensen, M.1
-
15
-
-
0003250652
-
Optimal Utilisation of Market Forecasts and the Evaluation of Investment Performance
-
Szego and Shell, editors, Amsterdam, North Holland
-
Jensen, M. (1972). Optimal Utilisation of Market Forecasts and the Evaluation of Investment Performance, in Szego and Shell, editors, Mathematical Methods in Investment and Finance, Amsterdam, North Holland.
-
(1972)
Mathematical Methods in Investment and Finance
-
-
Jensen, M.1
-
16
-
-
1242297216
-
The components of property fund performance
-
Lee, S. (1997). The components of property fund performance. Journal of Real Estate Portfolio Management, 3(2): 97-105.
-
(1997)
Journal of Real Estate Portfolio Management
, vol.3
, Issue.2
, pp. 97-105
-
-
Lee, S.1
-
17
-
-
0002234180
-
Market timing, selectivity and mutual fund performance: An empirical investigation
-
Lee, C. and Rahman, S. (1990). Market timing, selectivity and mutual fund performance: an empirical investigation. Journal of Business, 63(2): 261-78.
-
(1990)
Journal of Business
, vol.63
, Issue.2
, pp. 261-278
-
-
Lee, C.1
Rahman, S.2
-
19
-
-
1242299774
-
Empirical evidence on the micro and macro forecasting ability of real estate funds
-
Lee, S. and Stevenson, S. (2001). Empirical evidence on the micro and macro forecasting ability of real estate funds. Journal of Property Research, 20(3): 207-234.
-
(2001)
Journal of Property Research
, vol.20
, Issue.3
, pp. 207-234
-
-
Lee, S.1
Stevenson, S.2
-
20
-
-
33646857589
-
The abnormal return performance of Singapore property companies
-
Liow, K. (2001). The abnormal return performance of Singapore property companies. Pacific Rim Property Research Journal, 7(2): 104-111.
-
(2001)
Pacific Rim Property Research Journal
, vol.7
, Issue.2
, pp. 104-111
-
-
Liow, K.1
-
22
-
-
0002833799
-
Return properties of equity REITs, common stock, and commercial real estate: A comparison
-
Myer, F. and Webb, J. (1993). Return properties of equity REITs, common stock, and commercial real estate: a comparison. Journal of Real Estate Research, 8: 87-106.
-
(1993)
Journal of Real Estate Research
, vol.8
, pp. 87-106
-
-
Myer, F.1
Webb, J.2
-
23
-
-
84909966658
-
The role of market timing and property selection in listed property trust performance
-
Newell, G., Lee, S. and Stevenson, S. (2003). The role of market timing and property selection in listed property trust performance. Pacific Rim Real Estate Society Conference 2003.
-
(2003)
Pacific Rim Real Estate Society Conference
, pp. 2003
-
-
Newell, G.1
Lee, S.2
Stevenson, S.3
-
24
-
-
34247111324
-
What does property trust performance tell us about commercial property returns?
-
Newell, G. and MacFarlane, J. (1996). What does property trust performance tell us about commercial property returns? Australian Land Economics Review, 2(1): 10-18.
-
(1996)
Australian Land Economics Review
, vol.2
, Issue.1
, pp. 10-18
-
-
Newell, G.1
Macfarlane, J.2
-
25
-
-
3543039305
-
Real estate mutual funds: Abnormal performance and fund characteristics
-
O’Neal, E. and Page, D. (2000). Real estate mutual funds: abnormal performance and fund characteristics. Journal of Real Estate Portfolio Management, 6(3): 239-248.
-
(2000)
Journal of Real Estate Portfolio Management
, vol.6
, Issue.3
, pp. 239-248
-
-
O’Neal, E.1
Page, D.2
-
26
-
-
85007786421
-
-
Investment Performance Index June 2003, Property Council of Australia
-
PCA (2003) Investment Performance Index June 2003, Property Council of Australia.
-
(2003)
-
-
-
28
-
-
84909958655
-
-
Reserve Bank of Australia Bulletin, June
-
RBA, (2002). Overnight Indexed Swap Rates. Reserve Bank of Australia Bulletin, June.
-
(2002)
Overnight Indexed Swap Rates
-
-
-
29
-
-
0141687127
-
Diversification issues in real estate investment
-
Seiler, M., Webb, J. and Myer, F., (1999). Diversification issues in real estate investment. Journal of Real Estate Literature, 7: 163-179.
-
(1999)
Journal of Real Estate Literature
, vol.7
, pp. 163-179
-
-
Seiler, M.1
Webb, J.2
Myer, F.3
-
30
-
-
84980092818
-
Capital asset prices: A theory of market equilibrium under conditions of risks
-
Sharp, W. (1964). Capital asset prices: a theory of market equilibrium under conditions of risks. Journal of Finance, 19(3): 425-442.
-
(1964)
Journal of Finance
, vol.19
, Issue.3
, pp. 425-442
-
-
Sharp, W.1
-
31
-
-
1242342379
-
Irish property funds: Empirical evidence on market timing and selectivity
-
Stevenson, S., Kinsella, R. and O’Healai, R. (1997). Irish property funds: empirical evidence on market timing and selectivity. Irish Business & Administrative Research, 18: 163-176.
-
(1997)
Irish Business & Administrative Research
, vol.18
, pp. 163-176
-
-
Stevenson, S.1
Kinsella, R.2
O’Healai, R.3
-
32
-
-
0001739404
-
Can mutual funds outguess the market?
-
Treynor, J. and Mazuy, K. (1966). Can mutual funds outguess the market? Harvard Business Review, 44: 131-136.
-
(1966)
Harvard Business Review
, vol.44
, pp. 131-136
-
-
Treynor, J.1
Mazuy, K.2
-
33
-
-
84909958654
-
-
June 1998 to June 2003
-
UBS Warburg (2003). Real Estate Monthly, June 1998 to June 2003.
-
(2003)
Real Estate Monthly
-
-
-
34
-
-
0000095552
-
A heteroscadasticity-consistent covariance matrix estimator and a direct test for heteroscadasticity
-
White, H. (1980). A heteroscadasticity-consistent covariance matrix estimator and a direct test for heteroscadasticity. Econometrica, 48: 817-838.
-
(1980)
Econometrica
, vol.48
, pp. 817-838
-
-
White, H.1
-
35
-
-
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(4): 78-97.
-
(1996)
Journal of Property Finance
, vol.7
, Issue.4
, pp. 78-97
-
-
Wilson, P.1
Okunev, J.2
-
36
-
-
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(1): 91-123.
-
(1998)
Journal of Real Estate Finance and Economics
, vol.16
, Issue.1
, pp. 91-123
-
-
Wilson, P.1
Okunev, J.2
Webb, J.3
|