REIT performance and market timing ability

Purpose - The purpose of this paper is to study performance and market timing ability of equity real estate investment trusts (REITs).Design methodology approach - The authors use classical regression-based framework and their multi-index, multifactor, and conditional extensions to jointly detect as...

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Veröffentlicht in:	Managerial finance 2012-02, Vol.38 (3), p.249-279
Hauptverfasser:	Buttimer, Richard J, Chen, Jun, Ethan Chiang, I-Hsuan
Format:	Artikel
Sprache:	eng
Schlagworte:	Capital assets Commercial real estate Costs Equity Liquidity Market timing Mortgages Mutual funds Portfolio performance REITs Scandals Securities markets Stock exchanges Stock market indexes Studies
Online-Zugang:	Volltext
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