The asymmetric price adjustment between REIT and stock markets in Asia-Pacific markets-Reference-Cited by-同舟云学术

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The asymmetric price adjustment between REIT and stock markets in Asia-Pacific markets

Published:2013-05 Issue: Volume:32 Page:91-99
ISSN:0264-9993
Container-title:Economic Modelling
language:en
Short-container-title:Economic Modelling

Author:

Tsai Ming-Shann,Chiang Shu-Ling

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference14 articles.

1. REIT characteristics and the sensitivity of REIT returns;Allen;Journal of Real Estate Finance and Economics,2000

2. Threshold cointegration;Balke;International Economic Review,1997

3. Macroeconomic variables, firm-specific variables and returns to REITs;Chen;The Journal of Real Estate Research,1998

4. The relative importance of stock, bond and real estate factors in explaining REIT returns;Clayton;Journal of Real Estate Finance and Economics,2003

5. Hypothesis testing when a nuisance parameter is present only under the alternative;Davies;Biometrika,1987

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2. Information spillovers in Hong Kong REITs and related asset markets;The Quarterly Review of Economics and Finance;2023-12

3. Analyses for the effects of investor sentiment on the price adjustment behaviors for stock market and REIT market;International Review of Economics & Finance;2023-07

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