On the Comovement of REIT Prices
Author:
Affiliation:
1. University of Vermont, Burlington, VT 05405-0157
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
https://www.tandfonline.com/doi/pdf/10.1080/10835547.2010.12091273
Reference37 articles.
1. Comovement After Joining an Index: Spillovers of Nonfundamental Effects
2. Style investing
3. Comovement
4. An Examination of Informed Traders and the Market Microstructure of Real Estate Investment Trusts
5. Of Shepherds, Sheep, and the Cross-autocorrelations in Equity Returns
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