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Momentum effects and mean reversion in real estate securities
Stevenson, Simon - In: The journal of real estate research 23 (2002) 1/2, pp. 47-64
Persistent link: https://www.econbiz.de/10001662870
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The Interaction of Volatility, Volume and Skewness : Empirical Evidence from REITs
Akimov, Alexey - 2017
In this paper, we consider how trading volume impacts the first three moments of real estate investment trust (REIT) returns. Consistent with previous studies of the broader stock market, we find that volume is a significant factor with respect to both returns and volatility. We also find...
Persistent link: https://www.econbiz.de/10012963203
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Equity and fixed income markets as drivers of securitised real estate
Cheong, Chee Seng; Gerlach, Richard; Stevenson, Simon; … - In: Review of financial economics : RFE 18 (2009) 2, pp. 103-111
Persistent link: https://www.econbiz.de/10003901003
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Separating skill from luck in REIT mutual funds
Layfield, Luke; Stevenson, Simon - 2011
Persistent link: https://www.econbiz.de/10009376395
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Dynamic correlations across REIT sub-sectors
Chong, James; Krystalogianni, Alexandra; Stevenson, Simon - 2011
Persistent link: https://www.econbiz.de/10009376404
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The interaction of volatility, volume and skewness : empirical evidence from REITs
Akimov, Alexey; Hutson, Elaine; Stevenson, Simon - 2013
Persistent link: https://www.econbiz.de/10010239516
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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/10010244117
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Dynamic correlations between REIT sub-sectors and the implications for diversification
Chong, James; Krystalogianni, Alexandra; Stevenson, Simon - In: Applied financial economics 22 (2012) 13/15, pp. 1089-1109
Persistent link: https://www.econbiz.de/10009625468
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Rationality and momentum in real estate investment forecasts
Papastamos, Dēmētrēs; Muzakēs, Phōtēs; Stevenson, … - 2014
Persistent link: https://www.econbiz.de/10010387939
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Real estate
Garay, Urbi; Stevenson, Simon - In: CAIA level II : advanced core topics in alternative …, (pp. 215-303). 2009
Persistent link: https://www.econbiz.de/10003915961