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Updating expectations : an analysis of post-9/11 returns

Kallberg, Jarl G.; Liu, Crocker H.; Pasquariello, Paolo - In: Journal of financial markets 11 (2008) 4, pp. 400-432

Persistent link: https://www.econbiz.de/10003789997

The value added from investment managers : an examination of funds of REITs

Kallberg, Jarl G.; Liu, Crocker H.; Trzcinka, Charles - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 3, pp. 387-408

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On the hybrid nature of REITs

Boudry, Walter I.; Coulson, N. Edward; Kallberg, Jarl G.; … - In: The journal of real estate finance and economics 44 (2012) 1/2, pp. 230-249

Persistent link: https://www.econbiz.de/10009541296

On the Hybrid Nature of REITs

Boudry, Walter - 2012

The consensus that emerges from the current research on the linkage between securitized and direct investment in real estate is that direct (private) real estate returns play a relatively minor role in the real estate investment trust (REIT) return generating process. However, this result may at...

Persistent link: https://www.econbiz.de/10013111909

Market imperfections, omitted asset markets, and abnormal real estate returns : a theoretical and empirical investigation

Liu, Crocker H. - 1988

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The integration of the real estate market and the stock market : some preliminary evidence

Liu, Crocker H. (contributor) - In: The journal of real estate finance and economics 3 (1990) 3, pp. 261-282

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The role of co-skewness in the pricing of real estate

Liu, Crocker H. - In: The journal of real estate finance and economics 5 (1992) 3, pp. 299-319

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The predictability of international real estate markets, exchange rate risks and diversification consequences

Liu, Crocker H. - In: Real estate economics : journal of the American Real … 26 (1998) 1, pp. 3-39

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Asset management and investment banking

Berzins, Janis; Liu, Crocker H.; Trzcinka, Charles - In: Journal of financial economics 110 (2013) 1, pp. 215-231

Persistent link: https://www.econbiz.de/10010208692