Bond, Shaun A.; Chang, Qingqing - In: Journal of International Money and Finance 31 (2012) 7, pp. 1890-1910
In this paper we investigate cross-asset liquidity between equity markets and REITs and between REITs and private real estate markets. While many studies have investigated REIT liquidity, and there is an emerging interest in liquidity in the private real estate markets, there appears to be...
