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The adjustment speeds of short-run real estate investment trust (REIT) and corresponding stock returns in the USA and Australia

Fang, Hao; Lee, Yen-Hsien; Lee, Jen-Sin; Chen, Wei-Jui - In: Investment management and financial innovations 14 (2017) 3, pp. 173-188

Persistent link: https://www.econbiz.de/10011873143

The long-term linkages between direct and indirect property in Australia

Yong, Jaime; Pham, Anh Khoi - In: Journal of property investment & finance 33 (2015) 4, pp. 374-392

Persistent link: https://www.econbiz.de/10011406010

The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity

Kurz-Kim, Jeong-Ryeol - In: Economics letters 80 (2003) 2, pp. 155-160

Persistent link: https://www.econbiz.de/10001774138

The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity

Kurz-Kim, Jeong-Ryeol - 2003

In this paper, we use a modified concept of Granger-(non)causality in reconsidering the negative correlation between stock returns and inflation known in the literature as stock return-inflation puzzle. Based on the quarterly data for Germany including stock returns, inflation rates and growth...

Persistent link: https://www.econbiz.de/10001746405