Similar Search Results

Return characteristics of state-owned and non-state-owned Chinese a shares

Seiler, Michael J.; Harrison, David M.; Vliet, Willem … - In: The financial review : the official publication of the … 40 (2005) 4, pp. 533-548

Persistent link: https://www.econbiz.de/10003211788

REIT momentum and characteristic-related REIT returns

Goebel, Paul R.; Harrison, David M.; Mercer, Jeffrey M.; … - In: The journal of real estate finance and economics 47 (2013) 3, pp. 564-581

Persistent link: https://www.econbiz.de/10010200507

Underpriced REITs : the long & the short of it

Cashman, George D.; Harrison, David M.; Sheng, Hainan - In: Journal of real estate literature 28 (2020) 1, pp. 112-129

Persistent link: https://www.econbiz.de/10012312328

Investors' limited attention : evidence from REITs

Chen, Honghui; Harrison, David M.; Khoshnoud, Mahsa - In: The journal of real estate finance and economics 61 (2020) 3, pp. 408-442

Persistent link: https://www.econbiz.de/10012293194

Short sales, short risk, and return predictability in Asia-Pacific real estate markets

Cashman, George D.; Harrison, David M.; Sheng, Hainan - In: Pacific-Basin finance journal 73 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013389095

REIT Momentum and Characteristic-Related REIT Returns

Goebel, Paul R. - 2013

Recent evidence confirms that in factor-model examinations of the cross-section of REIT returns, REIT momentum emerges as the dominant driver. Acknowledging the importance of momentum, the current study explores whether and how REIT return patterns are linked to the underlying characteristics of...

Persistent link: https://www.econbiz.de/10013075908