The Predictability of REIT Returns and Market Segmentation
Author:
Affiliation:
1. School of Business Administration, University of Michigan, Ann Arbor, Michigan
2. Dpartment of Finance, The Chinese University of Hong Kong, Shatin NT, Hong Kong
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
https://www.tandfonline.com/doi/pdf/10.1080/10835547.1995.12090800
Reference23 articles.
1. The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency
2. Stock returns and the term structure
3. An exploratory investigation of the firm size effect
4. Risk and Return on Real Estate: Evidence from Equity REITs
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