On the relationship between market sentiment and commercial real estate performance—a textual analysis examination
E Beracha, M Lang, J Hausler - Journal of Real Estate Research, 2019 - Taylor & Francis
We examine whether and the extent to which news-based sentiment, captured by textual
analysis, can predict the performance of the private commercial real estate market in the …
analysis, can predict the performance of the private commercial real estate market in the …
151 Trading Strategies
Z Kakushadze, JA Serur - Z. Kakushadze and JA Serur, 2018 - papers.ssrn.com
We provide detailed descriptions, including over 550 mathematical formulas, for over 150
trading strategies across a host of asset classes (and trading styles). This includes stocks …
trading strategies across a host of asset classes (and trading styles). This includes stocks …
Trade vs. daily press: the role of news coverage and sentiment in real estate market analysis
F Plößl, N Martin Paulus, T Just - Journal of Property Research, 2023 - Taylor & Francis
Each week, thousands of newspaper articles on real estate topics are read by market
participants. While the market is comparatively intransparent, readers hope to find valuable …
participants. While the market is comparatively intransparent, readers hope to find valuable …
Are high-cap-rate properties better investments?
E Beracha, DH Downs… - Journal of Portfolio …, 2017 - search.proquest.com
In this article, the authors explore whether properties with higher cap rates have better
investment performance than those with low cap rates. Using market-adjusted cap rates to …
investment performance than those with low cap rates. Using market-adjusted cap rates to …
[PDF][PDF] Momentum and downside risk in emerging markets
Y Atilgan, KO Demirtas, AD Gunaydin… - The Journal of Portfolio …, 2022 - researchgate.net
Momentum strategies have been shown to be robust across asset classes and time periods.
The authors examine the momentum effect in an updated sample of emerging markets and …
The authors examine the momentum effect in an updated sample of emerging markets and …
Is There Value in Vacancy?
E Beracha, DH Downs, G MacKinnon… - The Journal of Portfolio …, 2023 - pm-research.com
Vacancy refers to an investment property's unrealized income potential. Yet, is it always the
case that vacancy is a drag on value? In this article, the authors examine whether and to …
case that vacancy is a drag on value? In this article, the authors examine whether and to …
Cap rates and risk: a spatial analysis of commercial real estate
F Unbehaun, F Fuerst - Studies in Economics and Finance, 2018 - emerald.com
Purpose This study aims to assess the impact of location on capitalization rates and risk
premia. Design/methodology/approach Using a transaction-based data series for the five …
premia. Design/methodology/approach Using a transaction-based data series for the five …
[PDF][PDF] New horizons and familiar landscapes: New capital sources confront shifting real estate fundamentals
J Clayton, FJ Fabozzi, SM Giliberto… - Journal of Portfolio …, 2015 - researchgate.net
Unlike previous downturns such as the late 1980s, institutional investors did not abandon
real estate following the 2008–2009 financial crisis but, in fact, have become more attracted …
real estate following the 2008–2009 financial crisis but, in fact, have become more attracted …
[PDF][PDF] Real Estate Portfolio Diversification across US Gateway and Non-Gateway Markets
We assess the benefits of diversifying a portfolio of commercial real estate assets across
gateway and non-gateway markets, a topic of significant relevance to institutional investors …
gateway and non-gateway markets, a topic of significant relevance to institutional investors …
Value and momentum in the cross section of housing market returns of New Zealand
D Dunstan, J Hao - New Zealand Economic Papers, 2022 - Taylor & Francis
This paper examines if there are value and momentum effects in the New Zealand housing
market across different regions. It is found that the short-term momentum effect exists with …
market across different regions. It is found that the short-term momentum effect exists with …