Betting Against the Sentiment in REIT NAV Premiums
Author:
Publisher
Springer Science and Business Media LLC
Subject
Urban Studies,Economics and Econometrics,Finance,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11146-020-09803-3.pdf
Reference72 articles.
1. Allen, M. T., Madura, J., & Springer, T. M. (2000). REIT characteristics and the sensitivity of REIT returns. The Journal of Real Estate Finance and Economics, 21, 141–152.
2. Ambrose, B. W., & Linneman, P. (2001). REIT organizational structure and operating characteristics. Journal of Real Estate Research, 21(3), 141–162.
3. Ambrose, B. W., Highfield, M. J., & Linneman, P. D. (2005). Real estate and economies of scale: the case of REITs. Real Estate Economics, 33, 323–350.
4. Ambrose, B. W., Lee, D. W., & Peek, J. (2007). Co-movement after joining an index: spillovers of nonfundamental effects. Real Estate Economics, 35, 57–90.
5. Amihud, Y., & Mendelson, H. (1986). Liquidity and stock returns. Financial Analysts Journal, 42, 43–48.
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