Discrete Volatilities of Listed Real Estate Funds

Author:

Gosebo Annah,Makhalemele Donald,Simelane Zinhle

Publisher

Springer International Publishing

Reference46 articles.

1. Abdul HNH, Anuar H, Abdul HRA, Yahya MH (2010) Relationship and lead-lag effect between Asian real estate. In: International Conference on Science and Social Research (CSSR 2010), December 5–7th, 2010, Kuala Lumpur, Malaysia

2. Abdul-Baki R (2013) Do information asymmetry proxies measure information asymmetry? Published Masters Dissertation, Concordia University, Canada

3. Akinsomi O, Aye GA, Babalos V, Economou F, Gupta R (2016) Real estate returns predictability revisited: novel evidence from the US REITs market. Empir Econ 51(3):1165–1190

4. Barkham R, Geltner D (1995) Price discovery in American and British property markets. R Estate Econ 23(1):21–44

5. Bollerslev T (1986) Generalized autoregressive conditional heteroskedasticity. J Econ 31(3):307–327

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