The US real estate market presents itself as a highly capital intensive business and therefore
an important part of the US economy. We examine the presence of dependence between 50 …

Real Estate Investment Trusts (REITs) are the only truly liquid assets related to residential
real estate investments. We study the behavior of US Residential REITs over the past three …

We examine the pricing of volatility risk in the cross-section of equity real estate investment
trust (REIT) stock returns over the 1996 to 2010 period. We consider both aggregate …

This study provides insight into diversification opportunities during the housing crisis by
observing time-varying co-movements between real estate investment trust (REIT) and stock …

Abstract An asymmetric DCC–GJR–GARCH model is applied to the Turkish and US REIT
markets in order to estimate the time‐varying correlations between the REIT and stock …

The study delivers new implications for risk management and asset allocation by
investigating extreme dependences between real estate investment trust (REIT) and stock …

This study investigates the symmetric and asymmetric connectedness of recently developed
disruptive assets–cryptocurrency and important conventional assets–Real Estate Investment …

This study aims to investigate the Accrual Principles in accounting that contained in the
Company's Financial Statements. The accrual principle is reflected in the Balance Sheet and …

This study uses a multifactor REIT-specific model to estimate and compare REIT
idiosyncratic volatility vis-à-vis the same from the Fama–French three-factor model …

This study seeks to examine whether being listed as a particular type of share (H share, red-
chip stock, Taiwan-based stock, or Hong Kong local stock) on the main board of the Hong …