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Zhang, Ying; Lu, Xing; Prombutr, Wikrom - In: Review of behavioral finance : RBF 14 (2022) 2, pp. 157-182

Persistent link: https://www.econbiz.de/10013286609

An Anatomy of the Interrelationship between Equity and Mortgage REITs

Hansz, J. Andrew - 2018

We investigate the long- and short-term interrelationships between equity and mortgage real estate investment trusts (REITs) by focusing on decomposed income and appreciation components. We find that the previously documented long-term cointegration relation between equity and mortgage REIT...

Persistent link: https://www.econbiz.de/10012923768

Can Investors Hold More Real Estate? Evidence Form Statistical Properties of Listed REIT Versus Non-Reit Property Companies in the U.S

Zhang, Ying - 2018

We examine the diversification properties of holding listed REITs versus listed property companies (LPCs). If holding LPCs in addition to REITs provides excess diversification benefits, this would imply that investors have a larger pool of real estate assets in which to invest. Preliminary...

Persistent link: https://www.econbiz.de/10012926931

Investment irreversibility, cash flow risk, and value-growth stock return effects

Prombutr, Wikrom; Lockwood, Larry; Diltz, J. David - In: The financial review : the official publication of the … 45 (2010) 2, pp. 287-305

Persistent link: https://www.econbiz.de/10003974069

What explains the investment growth anomaly?

Prombutr, Wikrom; Phengpis, Chanwit; Zhang, Ying - In: Journal of banking & finance 36 (2012) 9, pp. 2532-2542

Persistent link: https://www.econbiz.de/10009657646

Sustainable growth and stock returns

Lockwood, Larry; Prombutr, Wikrom - In: The journal of financial research 33 (2010) 4, pp. 519-538

Persistent link: https://www.econbiz.de/10008986708

Measuring effects on stock returns of sentiment indexes created from stock message boards

Zhang, Ying; Swanson, Peggy Eubanks; Prombutr, Wikrom - In: The journal of financial research 35 (2012) 1, pp. 79-114

Persistent link: https://www.econbiz.de/10009531305

Can investors hold more real estate? : evidence from statistical properties of listed REIT versus non-REIT property companies in the U.S.

Glascock, John Leslie; Prombutr, Wikrom; Zhang, Ying; … - In: The journal of real estate finance and economics 56 (2018) 2, pp. 274-302

Persistent link: https://www.econbiz.de/10011966529

Pre-event trading based on value line's weekly rank-change announcements

Zhang, Ying; Tang, Hongfei; Prombutr, Wikrom; Le, Steven V. - In: The journal of trading 11 (2016) 3, pp. 61-79

Persistent link: https://www.econbiz.de/10011697621

Investor response to online value line rank changes : foreign versus local stocks

Prombutr, Wikrom; Lockwood, Jimmy; Zhang, Ying; Le, … - In: Global finance journal 30 (2016), pp. 10-26

Persistent link: https://www.econbiz.de/10011714608