Fang, Hao; Lee, Yen-Hsien - In: Panoeconomicus 60 (2013) 6, pp. 743-757
This study uses a panel KSS test by Nuri Ucar and Tolga Omay (2009), with a Fourier function based on the sequential panel selection method (SPSM) procedure proposed by Georgios Chortareas and George Kapetanios(2009) to test the efficiency of REIT markets in 16 countries from 28 March2008 to 27...
