Using Option Market Liquidity to Predict REIT Leverage Changes-Reference-Cited by-同舟云学术

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Using Option Market Liquidity to Predict REIT Leverage Changes

Published:2016-05-02 Issue:2 Volume:55 Page:135-154
ISSN:0895-5638
Container-title:The Journal of Real Estate Finance and Economics
language:en
Short-container-title:J Real Estate Finan Econ

Author:

Borochin Paul,Glascock John L.,Lu-Andrews Ran,Yang Jie

Publisher

Springer Science and Business Media LLC

Subject

Urban Studies,Economics and Econometrics,Finance,Accounting

Link

http://link.springer.com/article/10.1007/s11146-016-9559-y/fulltext.html

Reference19 articles.

1. Almeida, H., & Campello, M. (2007). Financial constraints, asset tangibility, and corporate investment. Review of Financial Studies, 20, 1429–1460.

2. Baker, M., & Wurgler, J. (2002). Market timing and capital structure. Journal of Finance, 57, 1–32.

3. Barraclough, K., Robinson, D., Smith, T., & Whaley, R. (2013). Using option prices to infer overpayments and synergies in M&A transactions. Review of Financial Studies, 26, 695–722.

4. Bharath, S. T., Pasquariello, P., & Wu, G. (2009). Does asymmetric information drive capital structure decisions? Review of Financial Studies, 22(8), 3211–3243.

5. Borochin, P. (2014). When does a merger create value? Using option prices to elicit market beliefs. Financial Management, 43, 445–466.

Cited by 5 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

1. REIT Sector Implied Volatility Index: Liquidity and Information of Option Trading;Journal of Real Estate Portfolio Management;2023-01-02

2. The influence of financial indicators on liquidity: An empirical analysis of profitability, leverage, and fund age;Ekonomika;2023

3. Does Options Trading Activity Benefit REITs?;Journal of Real Estate Research;2022-09-07

4. Short selling and options trading: A tale of two markets;Journal of Financial Research;2022-05-03

5. Option Trading and REIT Returns;Real Estate Economics;2018-07-31

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