Option Trading and REIT Returns-Reference-Cited by-同舟云学术

Option Trading and REIT Returns

Published:2018-07-31 Issue:1 Volume:49 Page:332-389
ISSN:1080-8620
Container-title:Real Estate Economics
language:en
Short-container-title:Real Estate Economics

Author:

Cashman George D.¹,Harrison David M.²,Sheng Hainan³

Affiliation:

1. College of Business Administration Marquette University Milwaukee WI 53201‐1881

2. College of Business Administration University of Central Florida Orlando FL 32816

3. Department of Finance, College of Business Administration University of Northern Iowa Cedar Falls IA 50614‐0124

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/1540-6229.12256

Reference81 articles.

1. The Dynamics of REIT Pricing Efficiency

2. Liquidity: A Review of Dimensions, Causes, Measures, and Empirical Applications in Real Estate Markets;Ametefe F.;Journal of Real Estate Literature,2016

3. Illiquidity and stock returns: cross-section and time-series effects

4. Option Trading, Price Discovery, and Earnings News Dissemination

5. The Joint Cross Section of Stocks and Options

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1. To Change or Not to Change: The Informativeness of REIT Annual Reports;Journal of Real Estate Research;2024-06-13

2. Option price implied information and REIT returns;Journal of Empirical Finance;2023-03

3. REIT Sector Implied Volatility Index: Liquidity and Information of Option Trading;Journal of Real Estate Portfolio Management;2023-01-02

4. Does Options Trading Activity Benefit REITs?;Journal of Real Estate Research;2022-09-07

5. Pandemic Proof Property Companies;Journal of Real Estate Portfolio Management;2022-07-03