Sponsor Ownership and Liquidity Friction on Real Estate Investment
Trusts (REITs)
-
Published:2023-11
Issue:3
Volume:9
Page:131-150
-
ISSN:2465-9754
-
Container-title:Journal of Real Estate Analysis
-
language:en
-
Short-container-title:J. Real Estate Anal.
Author:
Han Gwang HoORCID,
Ro Seung HanORCID
Publisher
Korea Appraisal Board
Reference33 articles.
1. 선정훈, 2015, 「주식 대량보유의 마찰효과」, 『한국증권학회지』,
44(4):807-827.
2. 한광호·노승한, 2021, 「스폰서 소유권이 리츠의 시장위험과 유동성 위험에 미치는 영향」, 『부동산분석』,
7(1):47-68. 10.30902/jrea.2021.7.1.47
3. Alcock, J., J. Glascock, and E. Steiner, 2013, “Manipulation in U.S.
REIT investment performance evaluation: Empirical evidence,” The Journal
of Real Estate Finance and Economics, 47:434-465. 10.1007/s11146-012-9378-8
4. Amihud, Y., 2002, “Illiquidity and stock returns: Cross-section and
time-series effects,” Journal of Financial Markets, 5(1):31-56.
10.1016/S1386-4181(01)00024-6
5. Beckers, S., 1983, “Variances of security price returns based on
high, low, and closing prices,” Journal of Business,
56(1):97-112. 10.1086/296188