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Total productivity and cost efficiency dynamics of US merging banks : a non-parametric bootstrapped analysis of the fifth merger wave
Al-Khasawneh, Jamal A.; Essaddam, Naceur; Hussain, Tashfeen - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 199-211
Persistent link: https://www.econbiz.de/10012431268
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Effects of structural changes on the risk characteristics of REIT returns
Wu, Pei-shan; Huang, Chien-ming; Chiu, Chien-liang - In: International review of economics & finance : IREF 20 (2011) 4, pp. 645-653
Persistent link: https://www.econbiz.de/10009303899
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An investigation into the drivers of Australian REIT merger and acquisition announcements
Ratcliffe, Chris; Dimovski, Bill - In: Journal of property investment & finance 31 (2013) 5, pp. 441-461
Persistent link: https://www.econbiz.de/10009790282
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On the hedging benefits of REITs : the role of risk aversion and market states
Demirer, Rıza; Yüksel, Aslı; Yüksel, Aydın - In: Economics and Business Letters : EBL 10 (2021) 2, pp. 126-132
Persistent link: https://www.econbiz.de/10012547941
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Postcrisis REIT performance using financial ratios : a DEA approach
Ampountolas, Apostolos - In: Tourism economics : the business and finance of tourism … 28 (2022) 2, pp. 371-393
Persistent link: https://www.econbiz.de/10013176777
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Net impact of COVID-19 on REIT returns
Cai, Yongpei; Xu, Kuan - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-31
Using an extended Fama-French model for REIT returns, we examine how the net impact of the COVID-19 pandemic differs from that of recessions. We find that, as anticipated, recessions have a negative net impact on office and residential REIT returns but that the COVID-19 pandemic has a positive...
Persistent link: https://www.econbiz.de/10013382100
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ESG, operational efficiency and operational performance : evidence from Real Estate Investment Trusts
Aroul, Ramya Rajajagadeesan; Sabherwal, Sanjiv; … - In: Managerial finance 48 (2022) 8, pp. 1206-1220
Persistent link: https://www.econbiz.de/10013355097
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REIT operational efficiency : external advisement and management
Nicholson, Joseph Randolph; Stevens, James A. - In: The journal of real estate finance and economics 65 (2022) 1, pp. 127-151
Persistent link: https://www.econbiz.de/10013438618
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Exploring a three-factor dependence structure of conditional volatilities : some quantile regression evidence from real estate investment trusts
Liow, Kim Hiang - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-13
We propose a simple three-factor pricing model, consisting of a local stock market index, a global REIT market index, and a global stock market index, to examine the dependence structure of conditional volatilities in the real estate investment trust (REIT) market from 11 countries over the...
Persistent link: https://www.econbiz.de/10013273545
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Why is there a home bias? : an analysis of US REITs geographic concentration
Coën, Alain; Simon, Arnaud; Zaiter, Saadallah - In: Finance : revue de l'Association Française de Finance 42 (2021) 1, pp. 111-154
Persistent link: https://www.econbiz.de/10012627849