Explaining REIT returns

M Letdin, CS Sirmans, GS Sirmans… - Journal of Real Estate …, 2019 - Taylor & Francis
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 …

[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 …

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 …

Co-movement across european stock and real estate markets

B Abuzayed, N Al-Fayoumi, E Bouri - International Review of Economics & …, 2020 - Elsevier
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 …

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 …

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 …

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 …

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 …

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 …

[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 …

W Zhang, B Li, E Roca - Heliyon, 2023 - cell.com
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 …