Explaining REIT returns
The popularity of real estate investment trusts (REITs) as an investment vehicle and the
current record-breaking performance of the stock market in the United States have triggered …
current record-breaking performance of the stock market in the United States have triggered …
[HTML][HTML] Research trends and directions on real estate investment trusts' performance risks
C Okoro, MM Ayaba - Sustainability, 2023 - mdpi.com
The status of real estate investment trusts (REITs) rose in investment decisions and research
since 2008, after the global financial crisis (GFC) and the surge in REITs. However, the …
since 2008, after the global financial crisis (GFC) and the surge in REITs. However, the …
Dynamic co-movements between economic policy uncertainty and housing market returns
N Antonakakis, R Gupta, C André - Journal of Real Estate Portfolio …, 2015 - Taylor & Francis
The financial crisis that followed the meltdown of the US subprime mortgage market and the
subsequent Great Recession were characterized by exceptionally large falls in house …
subsequent Great Recession were characterized by exceptionally large falls in house …
Co-movement across european stock and real estate markets
This study questions the reliability of securitized real estate investment trusts (REITs) for
reducing risk in European stock investment portfolio during the global and European crisis …
reducing risk in European stock investment portfolio during the global and European crisis …
Analyses for the effects of investor sentiment on the price adjustment behaviors for stock market and REIT market
SL Chiang, MS Tsai - International Review of Economics & Finance, 2023 - Elsevier
This study examines the effects of investor sentiment on the asymmetric price adjustment
behaviors for real estate investment trusts (REIT) and the stock prices by applying the …
behaviors for real estate investment trusts (REIT) and the stock prices by applying the …
An investigation into sentiment-induced institutional trading behavior and asset pricing in the REIT market
Institutional investors such as pension funds or insurance companies commonly invest in the
unsecuritized and securitized real estate market. We investigate how institutional investor …
unsecuritized and securitized real estate market. We investigate how institutional investor …
Dependence dynamics of US REITs
MU Rehman, SJH Shahzad, N Ahmad, XV Vo - International Review of …, 2022 - Elsevier
The US real estate market presents itself as a highly capital intensive business and therefore
an important part of the US economy. We examine the presence of dependence between 50 …
an important part of the US economy. We examine the presence of dependence between 50 …
Forecasting the dynamic correlation of stock indices based on deep learning method
J Ni, Y Xu - Computational Economics, 2023 - Springer
With the economic globalization, it is important to accurately estimate and predict the
correlation between global stock markets for the efficient asset allocation around the globe …
correlation between global stock markets for the efficient asset allocation around the globe …
Time-varying connectedness between global economic policy uncertainty and regional real estate markets: evidence from TVP-VAR extended joint connectedness …
H Zou, M Ahmed, Q Tariq, KA Khan - International Journal of Housing …, 2024 - emerald.com
Purpose The real estate markets may be significantly influenced by the uncertainty in global
economic policy. This paper aims to evaluate the time-varying connectedness between …
economic policy. This paper aims to evaluate the time-varying connectedness between …
[PDF][PDF] Moments and momentum in the returns of securitized real estate: A cross-country study of risk factors driving real estate investment trusts before and during …
A real estate investment trust (REIT) is a company running a funding pool that allows people
to invest in real estate without physical purchase. Since REITs are stock market-traded real …
to invest in real estate without physical purchase. Since REITs are stock market-traded real …