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Modeling Long Memory in REITs
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Cotter, John
30
Stevenson, Simon
25
Dowd, Kevin
7
Zurbruegg, Ralf
5
Hanly, Jim
4
Wilson, Patrick J.
3
Bredin, Don
2
Cheong, Chee Seng
2
Conlon, Thomas
2
Gerlach, Richard
2
Lee, Stephen
2
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2
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Case, Karl
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The European journal of finance
6
Applied financial economics
4
Journal of housing economics
4
The journal of futures markets
4
The journal of real estate research
4
Energy economics
3
The journal of real estate finance and economics
3
International review of financial analysis
2
Journal of banking & finance
2
Real estate economics : journal of the American Real Estate and Urban Economics Association
2
Review of financial economics : RFE
2
Risk : managing risk in the world's financial markets
2
The journal of portfolio management : a publication of Institutional Investor
2
Applied economics
1
Economic inquiry : journal of the Western Economic Association International
1
International review of economics & finance : IREF
1
Journal of agricultural economics
1
Journal of business finance & accounting : JBFA
1
Journal of financial services research : JFSR
1
Journal of international business studies : JIBS ; a publication of the Academy of International Business and the Western Business School
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Journal of international money and finance
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Macroeconomic dynamics
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Papeles de economía española
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The Journal for quality and participation
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The economic and social review
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OLC EcoSci
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ECONIS (ZBW)
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Other ZBW resources
16
USB Cologne (EcoSocSci)
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Modeling Long Memory in REITs
Cotter, John
;
Stevenson, Simon
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10008083754
Saved in:
2
Multivariate Modeling of Daily REIT Volatility
Cotter, John
;
Stevenson, Simon
- In:
The journal of real estate finance and economics
32
(
2006
)
3
,
pp. 305-326
Persistent link: https://www.econbiz.de/10007095170
Saved in:
3
The sensitivity of European bank stocks to German interest rates changes
Stevenson, Simon
- In:
Multinational finance journal : MF ; quarterly …
6
(
2002
)
3/4
,
pp. 223-249
Persistent link: https://www.econbiz.de/10009879250
Saved in:
4
A performance evaluation of portfolio managers: tests of micro and macro forecasting
Stevenson, Simon
- In:
The European journal of finance
10
(
2004
)
5
,
pp. 391-411
Persistent link: https://www.econbiz.de/10005925555
Saved in:
5
A comparison of the appraisal process for auction and private treaty residential sales
Stevenson, Simon
;
Young, James
;
Gurdgiev, Constantin
- In:
Journal of housing economics
19
(
2010
)
2
,
pp. 157-167
Persistent link: https://www.econbiz.de/10008422647
Saved in:
6
Dynamic correlations between REIT sub-sectors and the implications for diversification
Chong, James
;
Krystalogianni, Alexandra
;
Stevenson, Simon
- In:
Applied financial economics
22
(
2012
)
13
,
pp. 1089-1110
Persistent link: https://www.econbiz.de/10009842116
Saved in:
7
The performance effects of composition changes on sector specific stock indices: The case of European listed real estate
Brooks, Chris
;
Kappou, Konstantina
;
Stevenson, Simon
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 132-142
Persistent link: https://www.econbiz.de/10010168913
Saved in:
8
The substitutability of REITs and value stocks
Lee, Stephen
;
Stevenson, Simon
- In:
Applied financial economics
17
(
2007
)
7-9
,
pp. 541-558
Persistent link: https://www.econbiz.de/10007751350
Saved in:
9
Monetary Shocks and REIT Returns
Bredin, Don
;
O’Reilly, Gerard
;
Stevenson, Simon
- In:
The journal of real estate finance and economics
35
(
2007
)
3
,
pp. 315-332
Persistent link: https://www.econbiz.de/10007767643
Saved in:
10
Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities
Stevenson, Simon
;
Wilson, Patrick
;
Zurbruegg, Ralf
- In:
The European journal of finance
13
(
2007
)
8
,
pp. 705-716
Persistent link: https://www.econbiz.de/10007881651
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