Volatility spillover dynamics and relationship across G7 financial markets

KH Liow - The North American Journal of Economics and Finance, 2015 - Elsevier
This paper examines conditional volatility spillovers among five major asset classes (public
real estate, stock, bond, money and currency) domestically and internationally in G7 …

An investigation into sentiment-induced institutional trading behavior and asset pricing in the REIT market

PK Das, J Freybote, G Marcato - The Journal of Real Estate Finance and …, 2015 - Springer
Institutional investors such as pension funds or insurance companies commonly invest in the
unsecuritized and securitized real estate market. We investigate how institutional investor …

Institutional common ownership and firm value: Evidence from real estate investment trusts

DC Ling, C Wang, T Zhou - Real Estate Economics, 2021 - Wiley Online Library
This paper contributes to the ongoing debate about whether and how institutional common
ownership (ICO) affects firm behavior. Using a sample of equity real estate investment trusts …

Heterogeneous investor sentiment and institutional real estate investments

J Freybote, PA Seagraves - Real Estate Economics, 2017 - Wiley Online Library
Commercial real estate investors differ in their sentiment due to factors such as market
expertise, investment strategies and expectations about future market conditions. Focusing …

Listed real estate futures trading, market efficiency, and direct real estate linkages: International evidence

CL Lee, S Stevenson, H Cho - Journal of International Money and Finance, 2022 - Elsevier
Futures contracts focused on listed real estate firms have increased in popularity in recent
years, with strong developed markets now established in Australia, Europe, Japan, and the …

[HTML][HTML] Transparency, integration, and the cost of international real estate investments

PMA Eichholtz, N Gugler, N Kok - The Journal of Real Estate Finance and …, 2011 - Springer
This paper investigates the importance of market institutions for the performance of
international property investors during the 1996–2007 period. The results show that …

Real estate market factors and foreign real estate investment

H Gholipour Fereidouni… - Journal of Economic …, 2013 - emerald.com
Purpose–The purpose of this paper is to examine the effects of real estate market factors on
foreign real estate investment (FREI). Design/methodology/approach–Applying panel data …

A win-win partnership for affordable homeownership solutions by connecting responsible investors, community housing providers, and government

PS Morawakage, G Earl, B Liu, E Roca, A Omura - Habitat International, 2023 - Elsevier
Many studies have examined the affordable housing sector from the welfare perspective, but
no study has discussed the sector's investment perspective. Therefore, this study presents …

Commercial office portfolio risks during the COVID pandemic and the future beyond–a survey of stakeholders in India

A Gupta, D Bajaj - Journal of Property Investment & Finance, 2023 - emerald.com
Purpose This paper investigates the dynamic nature of risk in pre-, during-and post-COVID
duration. It investigates how commercial office portfolio stakeholders in India perceived risk …

Organizational and epistemic change: The growth of the art investment field

E Coslor, C Spaenjers - Accounting, Organizations and Society, 2016 - Elsevier
What can studying the creation of knowledge tell us about how new technical fields emerge
and develop? This paper shows how a knowledge community may be necessary to support …