Results 11 to 20 of about 7,446 (197)
Contagion and downside risk in the REIT market during the subprime mortgage crisis
International Journal of Strategic Property Management, 2015 This study empirically tests the contagion effects in stock and real estate investment trust (REIT) markets during the subprime mortgage crisis by using daily stock- and REIT-markets data from the following countries and international bodies: the United ...
Ming-Chi Chen +3 more
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Financial Innovation, 2023 Purpose The Group Method of Data Handling (GMDH) neural network has demonstrated good performance in data mining, prediction, and optimization. Scholars have used it to forecast stock and real estate investment trust (REIT) returns in some countries and ...
Wendi Zhang +4 more
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Can rainmakers justify their pay? The role of investment banks in REIT M&As
International Journal of Strategic Property Management, 2021 This study explicitly rejects the prima facie proposition that the top-tier investment banks are capable of delivering supernormal value creation to the shareholders of a REIT acquirer in a corporate acquisition.
Weiwei Zhang +4 more
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Price discovery and volatility transmission in Australian REIT cash and futures markets
International Journal of Strategic Property Management, 2016 This study examines the price discovery function and volatility spillovers in australian real estate investment trust (A-REIT) index futures and also investigates the effects of the global fi- nancial crisis (gfc) on these two features. as opposed to the
Ming-Te Lee +3 more
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Financial Instruments for Attracting Investments in the Real Estate Market [PDF]
, 2022 Subject of the study: REIT (Real Estate Investment Trust) as equity investment instrument issued by management companies that are involved in the purchase, maintenance and construction of new real estate, and can also buy mortgage-backed securities from ...
Shuai, ZHENG,
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Identifying the Factors and Requisites for the Development of Real Estate Investment Trusts (REITs) Using Meta-Synthesis [PDF]
Journal of Asset Management and FinancingThis study aimed to identify, extract, and classify the factors and requisites influencing the development of Real Estate Investment Trusts (REITs) using a qualitative research method.
Mohammad Tohidi, Masoud Rouhollah
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Does default risk matter for investors in REITs
International Journal of Strategic Property Management, 2020 We investigate the relationship between default risk and REIT stock returns. A default risk long-short investment strategy generates a return of 15% per annum.
Yezhou Sha +3 more
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Tail dependence of perturbed copulas [PDF]
Journal of Statistical Theory and Applications (JSTA), 2016 In this paper, we extend our investigations of a special class of perturbations of copulas introduced in [7]. Despite a surprising fact that this kind of perturbations does not change the value of tail dependence of the original copulas, their use ...
Jozef Komorník +3 more
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The impact of South African real estate investment trust legislation on firm growth and firm value
South African Journal of Economic and Management Sciences, 2019 Background: Through the introduction of the South African real estate investment trust (SA REIT) structure, listed property investment firms are required to conform to international REIT standards, thereby making REITs more attractive to investors ...
Riëtte Carstens, Nicolene Wesson
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Journal of African Real Estate Research, 2018 Since the establishment of the first South African Real Estate Investment Trust (REIT) in 2013, the listed property sector has seen significant growth with a current market capitalisation of R400 billion in comparison to 1998 where the market ...
Saul Nurick +4 more
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