Pub Date : 2020-11-12DOI: 10.1080/10835547.2020.1828723
O. Sahin, Pattarake Sarajoti, Alireza Nasseh
{"title":"REIT Spreads Around Dividend Cuts and Suspensions During the Financial Crisis","authors":"O. Sahin, Pattarake Sarajoti, Alireza Nasseh","doi":"10.1080/10835547.2020.1828723","DOIUrl":"https://doi.org/10.1080/10835547.2020.1828723","url":null,"abstract":"","PeriodicalId":35895,"journal":{"name":"Journal of Real Estate Portfolio Management","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-11-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87543298","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-11-03DOI: 10.1080/10835547.2020.1827623
I. Mansur, S. Cochran, B. Odusami
{"title":"The Determinants of Conditional Skewness in REIT Returns","authors":"I. Mansur, S. Cochran, B. Odusami","doi":"10.1080/10835547.2020.1827623","DOIUrl":"https://doi.org/10.1080/10835547.2020.1827623","url":null,"abstract":"","PeriodicalId":35895,"journal":{"name":"Journal of Real Estate Portfolio Management","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-11-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84233798","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-10-23DOI: 10.1080/10835547.2020.1834289
G. Mattarocci, Xenia Scimone
{"title":"Closed End Real Estate Funds and Real Estate Portfolio Management: Evidence from the Italian Retail Market","authors":"G. Mattarocci, Xenia Scimone","doi":"10.1080/10835547.2020.1834289","DOIUrl":"https://doi.org/10.1080/10835547.2020.1834289","url":null,"abstract":"","PeriodicalId":35895,"journal":{"name":"Journal of Real Estate Portfolio Management","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-10-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75999882","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-10-13DOI: 10.1080/10835547.2020.1826839
S. Jang, Seungwoo Shin, H. Yim
This study investigates key country-level economic factors that influence listed real estate investment trust (REIT) market capitalization across 23 countries that currently operate active REIT mar...
{"title":"Factors That Affect Listed Real Estate Investment Trust Market Capitalization: A Country Level Analysis","authors":"S. Jang, Seungwoo Shin, H. Yim","doi":"10.1080/10835547.2020.1826839","DOIUrl":"https://doi.org/10.1080/10835547.2020.1826839","url":null,"abstract":"This study investigates key country-level economic factors that influence listed real estate investment trust (REIT) market capitalization across 23 countries that currently operate active REIT mar...","PeriodicalId":35895,"journal":{"name":"Journal of Real Estate Portfolio Management","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-10-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74571124","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-10-13DOI: 10.1080/10835547.2020.1826241
Salman Khan
This study examines the cross-market linkages between public real estate investment trusts (REITs) and the stock market based on multiple return and liquidity channels. We measure cross-market link...
{"title":"Liquidity-Driven Cross-Market Linkages between Securitized REITs and Stock Markets","authors":"Salman Khan","doi":"10.1080/10835547.2020.1826241","DOIUrl":"https://doi.org/10.1080/10835547.2020.1826241","url":null,"abstract":"This study examines the cross-market linkages between public real estate investment trusts (REITs) and the stock market based on multiple return and liquidity channels. We measure cross-market link...","PeriodicalId":35895,"journal":{"name":"Journal of Real Estate Portfolio Management","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-10-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82546702","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-09-29DOI: 10.1080/10835547.2020.1803701
Cuono Massimo Coletta, F. Busato
{"title":"The Evolution of Equity REITs Betas: Analysis from 1997 to 2014","authors":"Cuono Massimo Coletta, F. Busato","doi":"10.1080/10835547.2020.1803701","DOIUrl":"https://doi.org/10.1080/10835547.2020.1803701","url":null,"abstract":"","PeriodicalId":35895,"journal":{"name":"Journal of Real Estate Portfolio Management","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-09-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/10835547.2020.1803701","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45306438","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-07-02DOI: 10.1080/10835547.2020.1858649
D. Malhotra, Raymond Poteau, Xianzhi Wang
With improvements in employment and housing markets post-credit crisis, real estate investment trusts (REITs) have sought to improve the quality and productivity of their portfolios by increasing t...
{"title":"A Reexamination of Economies of Scale in the Management of Real Estate Investment Trusts","authors":"D. Malhotra, Raymond Poteau, Xianzhi Wang","doi":"10.1080/10835547.2020.1858649","DOIUrl":"https://doi.org/10.1080/10835547.2020.1858649","url":null,"abstract":"With improvements in employment and housing markets post-credit crisis, real estate investment trusts (REITs) have sought to improve the quality and productivity of their portfolios by increasing t...","PeriodicalId":35895,"journal":{"name":"Journal of Real Estate Portfolio Management","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-07-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79044299","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-07-02DOI: 10.1080/10835547.2020.1858006
J. Mcdonald
This paper uses a model of value maximization to derive a condition for the optimal amount of financial leverage to maximize the value of equity for a real estate investment entity. Both untaxed en...
本文运用价值最大化模型，推导了房地产投资主体实现权益价值最大化的最优财务杠杆量的条件。都是免税的…
{"title":"Financial Leverage, Taxation, and the Maximization of Investment Value","authors":"J. Mcdonald","doi":"10.1080/10835547.2020.1858006","DOIUrl":"https://doi.org/10.1080/10835547.2020.1858006","url":null,"abstract":"This paper uses a model of value maximization to derive a condition for the optimal amount of financial leverage to maximize the value of equity for a real estate investment entity. Both untaxed en...","PeriodicalId":35895,"journal":{"name":"Journal of Real Estate Portfolio Management","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-07-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77958358","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-07-02DOI: 10.1080/10835547.2020.1858009
Stephen Lee
This paper tests the level of market integration between Equity Real Estate Investment Trusts (REITs) and the stock market, using the Korajczyk (1996) market integration index and the Kalman filter...
{"title":"Time-Varying Integration of REITs with Stocks: A Kalman Filter Approach","authors":"Stephen Lee","doi":"10.1080/10835547.2020.1858009","DOIUrl":"https://doi.org/10.1080/10835547.2020.1858009","url":null,"abstract":"This paper tests the level of market integration between Equity Real Estate Investment Trusts (REITs) and the stock market, using the Korajczyk (1996) market integration index and the Kalman filter...","PeriodicalId":35895,"journal":{"name":"Journal of Real Estate Portfolio Management","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-07-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73805481","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-07-02DOI: 10.1080/10835547.2020.1858698
Jackson T. Anderson, Michael J. Seiler
Portfolios of defaulted first and second lien mortgages are regularly sold to private equity and hedge funds for the purpose of resolution—ranging from traditional workouts to lump-sum or annuity p...
{"title":"Real Estate Portfolio Management of Defaulted Mortgage Debt","authors":"Jackson T. Anderson, Michael J. Seiler","doi":"10.1080/10835547.2020.1858698","DOIUrl":"https://doi.org/10.1080/10835547.2020.1858698","url":null,"abstract":"Portfolios of defaulted first and second lien mortgages are regularly sold to private equity and hedge funds for the purpose of resolution—ranging from traditional workouts to lump-sum or annuity p...","PeriodicalId":35895,"journal":{"name":"Journal of Real Estate Portfolio Management","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-07-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75100427","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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