Structuring global Property Portfolios: A Cointegration Approach-Reference-Cited by-同舟云学术

Structuring global Property Portfolios: A Cointegration Approach

Published:2013-01-01 Issue:1 Volume:35 Page:53-82
ISSN:0896-5803
Container-title:Journal of Real Estate Research
language:en
Short-container-title:Journal of Real Estate Research

Author:

Gallo John¹,Lockwood Larry²,Zhang Ying³

Affiliation:

1. University of Iowa, Iowa City, IA 52242

2. Texas Christian University, Fort Worth, TX 76129

3. Fairfield University, Fairfield, CT 06824

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/10835547.2013.12091356

Reference44 articles.

1. The Risk-Return Attributes of International Real Estate Equities

2. International Real Estate Returns: A Multifactor, Multicountry Approach

3. Cassidy, D. Mutual Fund Trading and Portfolio Transactions Costs. Lipper Fund Industry Insight Reports, 2004. Mutual Fund Trading and Portfolio Transactions Costs Lipper Fund Industry Insight Reports

4. Long-Term Structural Price Relationships in Real Estate Markets

5. Intra-industry momentum: the case of REITs

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