[HTML][HTML] Local beta: has local real estate market risk been priced in REIT returns?
This paper studies the pricing of the risk associated with the location of the assets. The local
real estate market risk is measured by 'local beta', which combines the systematic risk of …
real estate market risk is measured by 'local beta', which combines the systematic risk of …
Location density, systematic risk, and cap rates: Evidence from REITs
A property's location is often considered to be the ultimate determinant of its investment
performance. But how exactly does a property's location influence its risk and return? We …
performance. But how exactly does a property's location influence its risk and return? We …
[HTML][HTML] Predicting the returns of the US real estate investment trust market: evidence from the group method of data handling neural network
Abstract Purpose The Group Method of Data Handling (GMDH) neural network has
demonstrated good performance in data mining, prediction, and optimization. Scholars have …
demonstrated good performance in data mining, prediction, and optimization. Scholars have …
REIT Chief Executive Officer (CEO) compensation in the new era
Relations between REIT CEO compensation, firm stock performance and risk, after FASB
accounting changes and additional SEC compensation disclosure requirements in 2006 …
accounting changes and additional SEC compensation disclosure requirements in 2006 …
[HTML][HTML] Fama–French–Carhart factor-based premiums in the us REIT market: a risk based explanation, and the impact of financial distress and liquidity crisis from …
MS Essa, E Giouvris - International Journal of Financial Studies, 2023 - mdpi.com
The study investigates the impact of financial distress (credit spread) and liquidity crises
(TED spread) on size, value, profitability, investment and momentum premiums within the …
(TED spread) on size, value, profitability, investment and momentum premiums within the …
The Valuation Effect and Consequences of Clawback Adoption in Real Estate Investment Trusts
This study explored the valuation effect of clawback adoption in the REIT market and
identified possible channels through which clawback may generate benefits to REITs. We …
identified possible channels through which clawback may generate benefits to REITs. We …
Is There a Beta Anomaly? Evidence from the India
V Khandelwal, V Chotia - Annals of Financial Economics, 2022 - World Scientific
This paper investigates the Indian equity market for the presence of a beta anomaly. A beta
anomaly occurs when the additional market risk taken by an investor is not rewarded …
anomaly occurs when the additional market risk taken by an investor is not rewarded …
Ex-ante performance of REIT portfolios
Abstract The Real Estate Investment Trust (REIT) market has become an increasingly
important vehicle for alternative investment for equity investors. While existing research …
important vehicle for alternative investment for equity investors. While existing research …
Private equity funds of funds vs. funds: A performance comparison
N Gresch, R von Wyss - The Journal of Private Equity, 2011 - JSTOR
Based on a comprehensive sample of 1,641 funds, this article investigates the performance
of private equity funds of funds versus direct fund investments. On a risk-adjusted basis …
of private equity funds of funds versus direct fund investments. On a risk-adjusted basis …
[HTML][HTML] Overreaction in the REITs market: new evidence from quantile autoregression approach
GM Ngene, CA Manohar, IF Julio - Journal of Risk and Financial …, 2020 - mdpi.com
Real estate investment trusts (REITs) provide portfolio diversification and tax benefits, a
stable stream of income, and inflation hedging to investors. This study employs a quantile …
stable stream of income, and inflation hedging to investors. This study employs a quantile …