Publisher
Springer Science and Business Media LLC
Subject
Urban Studies,Economics and Econometrics,Finance,Accounting
Reference45 articles.
1. Ambrose, B. W., Lee, D. W., & Peek, J. (2007). Comovement after joining an index: Spillovers of nonfundamental effects. Real Estate Economics, 35(1), 57–90.
2. Black, F. (1976). Studies of stock Price volatility changes. Proceedings of the 1976 Meetings of American Statistical Association, Business and Economic Statistics Section, American Statistical Association, Washington DC., 177–181.
3. Bond, S., & Xue, C. (2017). The cross section of expected real estate returns: Insights from investment-based asset pricing. Journal of Real Estate Finance and Economics, 54, 403–428.
4. Brounen, D., & Eichholtz, P. M. (2003). Property, common stock, and property shares. Journal of Portfolio Management, 29(5), 129–137.
5. Case, B., Yang, Y., & Yildirim, Y. (2012). Dynamic correlations among asset classes: REIT and stock returns. Journal of Real Estate Finance and Economics, 44(3), 298–318.
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献