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Real estate financialisation and the production of 'investable' spaces in Johannesburg

Schultz, Cecilia - In: Finance and society 10 (2024) 2, pp. 157-174

This article contributes to an understanding of how real estate financialisation unfolds within a city in the global South, Johannesburg. It firstly shows that compared to what has been witnessed in the global North, real estate financialisation in South Africa is characteristically...

Persistent link: https://www.econbiz.de/10015339753

Analyzing the relationship between the features of direct real estate assets and their corresponding Australian - REITs

Li, Xinyi; Zhang, Yuhong; Zhang, Xing; Gu, Runtang - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-15

-REITs) and the underlying property assets in its property portfolio. The existing studies have assessed the connectedness/correlation … correlation between the underlying property assets and the return of the subject A-REITs. The most significant variable is the …

Persistent link: https://www.econbiz.de/10013549777

Is real estate a real diversifier in Pakistan? : an ARDL approach

Rasheed, Hafsa; Ahmad, Habib; Javid, Attiya Yasmin; … - In: Cogent business & management 9 (2022) 1, pp. 1-17

Traditional assets, like stocks and bonds, are mostly found to be highly influenced by uncertainties, and cause distress for investors most of the time, consequently investors look for safe investment options that can provide diversification benefits to cope with uncertainties. So, current...

Persistent link: https://www.econbiz.de/10014430004

Does hedonism influence real estate investment decisions? : the moderating role of financial self-efficacy

Sharmila Devi R; Perumandla, Swamy - In: Cogent economics & finance 11 (2023) 1, pp. 1-18

The goal of this paper is to emphasize the importance of prioritizing pleasure and enjoyment in the properties being invested in over financial returns. This research aims to determine the impact of hedonism on an individual's real estate investment decisions, with financial self-efficacy acting...

Persistent link: https://www.econbiz.de/10014500863

Modelling the impact of different COVID-19 pandemic waves on real estate stock returns and their volatility using a GJR-GARCHX approach : an international perspective

Tomal, Mateusz - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-9

This paper aims to investigate the impact of various COVID-19 pandemic waves on real estate stock returns and their volatility in developed (US, Australia), emerging (Turkey, Poland), and frontier (Morocco, Jordan) markets. A study using a GJR-GARCHX model revealed that the pandemic outbreak had...

Persistent link: https://www.econbiz.de/10012626774

An empirical investigation on bubbles contagion in Scandinavian real estate markets

Bago, Jean-Louis; Rherrad, Imad; Akakpo, Koffi; … - In: Businesses 2 (2022) 1, pp. 110-117

This paper investigates the presence of speculative bubbles in the Scandinavian countries namely Denmark, Finland, Norway, and Sweden over the period from 1980Q1 to 2018Q4 and searches for evidence of bubble migration among those countries. First, we apply the GSADF test developed by Phillips et...

Persistent link: https://www.econbiz.de/10013454886

Trading activity in public real estate markets

Richter, Thomas - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-12

Trading activity is an important characteristic of financial markets, since it is related to price discovery, volatility, and market liquidity. It is therefore of crucial importance to understand what drives trading activity in real estate markets. Here, we use a panel dataset consisting of 142...

Persistent link: https://www.econbiz.de/10013395946

An extended fama-french multi-factor model in direct real estate investing

Yiu, Chung Yim; Xiong, Chuyi; Cheung, Ka Shing - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-14

Understanding risk-adjusted returns in real estate investment are crucial, but little is known about the risk-adjusted returns for direct real estate. This paper examines risk-adjusted total returns by developing an extended capital asset pricing model (CAPM) to investigate whether direct real...

Persistent link: https://www.econbiz.de/10013397750

Dynamic spillover effects among China's energy, real estate, and stock markets : evidence from extreme events

Xie, Fusheng; Wang, Jingbo; Wang, Chunzi - In: International Journal of Financial Studies : open … 13 (2025) 2, pp. 1-21

This paper employs a Time-Varying Parameter Vector Autoregression Directional-Spillover (TVP-VAR-DY) model to investigate the dynamic spillover effects among China's energy, real estate, and stock markets from 2013 to 2023, with a focus on the impact of extreme events. The findings show that the...

Persistent link: https://www.econbiz.de/10015435436

A minimum spanning tree analysis of the Polish stock market

Tomeczek, Artur F. - In: Journal of economics & management 44 (2022) 1, pp. 420-445

undirected correlation networks: MST1 (December 2019 - August 2021), MST2 (February 2020 - April 2020), and MST3 (June 2021 … influential node. Research implications/limitations - Correlation networks are efficient at quantitatively describing the degree … of interdependence of a stock. MST finding algorithms are a crucial method of analysis for correlation networks. However …

Persistent link: https://www.econbiz.de/10014325024