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Asymmetric information and the predictability of real estate returns & Michael Cooper; David H. Downs; Gary A. Patterson

Cooper, Michael; Downs, David H.; Patterson, Gary A. - In: The journal of real estate finance and economics 20 (2000) 2, pp. 225-244

Persistent link: https://www.econbiz.de/10001498676

Linear and nonlinear predictability of international securitized real estate returns : a reality check

Cabrera, Juan; Wang, Tao; Yang, Jianke - In: The journal of real estate research 33 (2011) 4, pp. 565-594

Persistent link: https://www.econbiz.de/10009491970

REIT short sales and return predictability

Blau, Benjamin M.; Hill, Matthew D.; Wang, Hao - In: The journal of real estate finance and economics 42 (2011) 4, pp. 481-503

Persistent link: https://www.econbiz.de/10009303064

Real estate returns predictability revisited : novel evidence from the US REITs market

Akinsomi, Omokolade; Aye, Goodness C.; Babalos, Vassilios; … - In: Empirical economics : a journal of the Institute for … 51 (2016) 3, pp. 1165-1190

Persistent link: https://www.econbiz.de/10011554410

Do oil-price shocks predict the realized variance of U.S. REITs?

Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; … - In: Energy economics 104 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013364407

Predicting the returns of the US real estate investment trust market : evidence from the group method of data handling neural network

Zhang, Wendi; Li, Bin; Liew, Alan Wee-Chung; Roca, Eduardo - In: Financial innovation : FIN 9 (2023) 1, pp. 1-33

Purpose: The Group Method of Data Handling (GMDH) neural network has demonstrated good performance in data mining, prediction, and optimization. Scholars have used it to forecast stock and real estate investment trust (REIT) returns in some countries and region, but not in the United States (US)...

Persistent link: https://www.econbiz.de/10014363989

Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts : a note

Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; … - In: International review of finance : the official journal … 22 (2022) 3, pp. 540-550

Persistent link: https://www.econbiz.de/10013413249

The relative performance of green REITs : evidence from financial analysts' forecasts and abnormal returns

Coën, Alain; Desfleurs, Aurélie - In: Finance research letters 45 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10014576863

Climate risks and the REITs market

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Vo Xuan Vinh - In: International journal of finance & economics : IJFE 30 (2025) 2, pp. 1632-1648

Persistent link: https://www.econbiz.de/10015375458

Are securitized real estate returns more predictable than stock returns?

Serrano, Camilo; Hoesli, Martin - In: The journal of real estate finance and economics 41 (2010) 2, pp. 170-192

Persistent link: https://www.econbiz.de/10009297679