Do Traditional Real Estate ETFs Increase the Volatility of REITs?-Reference-Cited by-同舟云学术

Do Traditional Real Estate ETFs Increase the Volatility of REITs?

Published:2020-10-01 Issue:4 Volume:42 Page:439-475
ISSN:0896-5803
Container-title:Journal of Real Estate Research
language:en
Short-container-title:Journal of Real Estate Research

Author:

Hardin William G.¹,Hurwitz Catalina²,Parhizgari Ali³

Affiliation:

1. Hollo School of Real Estate, Florida International University, Miami, FL, USA;

2. School of Economics and Business, State University of New York Oneonta, Oneonta, NY, USA;

3. Finance Department, Florida International University, Miami, FL, USA

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/08965803.2020.1844534

Reference58 articles.

1. Intraday periodicity and volatility persistence in financial markets

2. Antoshin, S., Berg, A. & Souto, M. (2008). Testing for structural breaks in small samples (IMF Working Papers No. 8-75). International Monetary Fund.

3. Estimating Multiple Breaks One at a Time

4. Estimating and Testing Linear Models with Multiple Structural Changes

5. Computation and analysis of multiple structural change models

Cited by 8 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. Impacts on REIT Stock Capital Structures, Equity Costs, and Market Liquidities of Being Included in ETF Managed Portfolios;Journal of Real Estate Research;2023-09-29

2. Creating the XLRE: Market Implications for REITs and the Real Estate Sector;Journal of Real Estate Portfolio Management;2023-09-05

3. Does ETF activity reduce stock price volatility—Evidence from the A-share market;Applied Economics;2022-03-25

4. Corporate governance and stakeholder capitalism;Managerial Finance;2022-03-01

5. Examining Cross-border Comovements of REITs Around the World;Journal of Real Estate Research;2021-07-03