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1
Listed real estate futures trading, market efficiency, and direct real estate linkages : international evidence
Lee, Chyi Lin
;
Stevenson, Simon
;
Cho, Hyunbum
- In:
Journal of international money and finance
127
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013435638
Saved in:
2
Does the jump risk in the US market matter for
Japan
and Hong Kong? : an investigation on the REIT market
He, Chi-Wei
;
Chang, Kuang-Liang
;
Wang, Yung-Jang
- In:
Finance research letters
34
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012436527
Saved in:
3
Information spillovers in Hong Kong REITs and related asset markets
Liu, Jian
;
Chen, Yan
;
Liao, Shufei
;
Cheng, Cheng
;
Fu, Yongge
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 215-229
Persistent link: https://www.econbiz.de/10014490283
Saved in:
4
Real estate investment : market
volatility
and optimal holding period under risk aversion
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Economic modelling
58
(
2016
),
pp. 543-555
Persistent link: https://www.econbiz.de/10011647530
Saved in:
5
A specialised
volatility
index for the new GICS sector: real estate
Mi, Lin
;
Benson, Karen
;
Faff, Robert W.
- In:
Economic modelling
70
(
2018
),
pp. 438-446
Persistent link: https://www.econbiz.de/10012027965
Saved in:
6
REITs' stock return
volatility
: property market risk versus equity market risk
Li, Lingxiao
;
Zhu, Bing
- In:
The journal of real estate finance and economics
69
(
2024
)
3
,
pp. 452-476
Persistent link: https://www.econbiz.de/10015080950
Saved in:
7
The continuing uncertainty of property investment markets : an outlook for the UK in 2023
Frodsham, Malcolm
- In:
Journal of property investment & finance
41
(
2023
)
4
,
pp. 460-467
Persistent link: https://www.econbiz.de/10014294976
Saved in:
8
Regime dependent volatilities and correlation in international securitized real estate markets
Liow, Kim Hiang
;
Ye, Qing
- In:
Empirica : journal of european economics
45
(
2018
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012031221
Saved in:
9
Fractional integration and
volatility
transmission between real estate and stock markets : novel evidence from a FIGARCH-BEKK approach
Kyriakou, Maria I.
;
Koulakiotis, Athanasios
;
Kiohos, …
- In:
The journal of real estate finance and economics
66
(
2023
)
4
,
pp. 939-962
Persistent link: https://www.econbiz.de/10014258997
Saved in:
10
Does the introduction of stock index futures destabilize the spot market? : Some cross-country evidence from Asia
Dong, Yan
;
Fan, Cijun
;
Zhang, Dayong
- In:
The Chinese economy
49
(
2016
)
5
,
pp. 374-394
Persistent link: https://www.econbiz.de/10011666780
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