Explaining REIT returns

M Letdin, CS Sirmans, GS Sirmans… - Journal of Real Estate …, 2019 - Taylor & Francis
The popularity of real estate investment trusts (REITs) as an investment vehicle and the
current record-breaking performance of the stock market in the United States have triggered …

Leading indicators for the US housing market: New empirical evidence and thoughts about implications for risk managers and ESG investors

T Basse, S Desmyter, D Saft, C Wegener - International Review of Financial …, 2023 - Elsevier
We argue that financial risk managers should focus more strongly on developing forward-
looking early warning indicator systems for the North American real estate market. Based on …

Information content and forecasting ability of sentiment indicators: Case of real estate market

G Marcato, A Nanda - Journal of Real Estate Research, 2016 - Taylor & Francis
We evaluate a number of real estate sentiment indices to ascertain current and forward-
looking information content that may be useful for forecasting demand and supply activities …

News-based sentiment analysis in real estate: a machine learning approach

J Hausler, J Ruscheinsky, M Lang - Journal of Property Research, 2018 - Taylor & Francis
This paper examines the relationship between news-based sentiment, captured through a
machine learning approach, and the US securitised and direct commercial real estate …

Ripple effect of the housing purchase restriction policy and the role of investors' attention

W Zhang, C Yu, Z Dong, H Zhuo - Habitat International, 2021 - Elsevier
The housing purchase restriction policy (the HPR policy) implemented in China is regarded
as one of the strictest. Different from the existing studies on the local impact of the HPR …

An investigation into sentiment-induced institutional trading behavior and asset pricing in the REIT market

PK Das, J Freybote, G Marcato - The Journal of Real Estate Finance and …, 2015 - Springer
Institutional investors such as pension funds or insurance companies commonly invest in the
unsecuritized and securitized real estate market. We investigate how institutional investor …

Sentiment-based predictions of housing market turning points with Google trends

MA Dietzel - International Journal of Housing Markets and Analysis, 2016 - emerald.com
Purpose–Recent research has found significant relationships between internet search
volume and real estate markets. This paper aims to examine whether Google search volume …

Sentiment-based commercial real estate forecasting with Google search volume data

M Alexander Dietzel, N Braun… - Journal of Property …, 2014 - emerald.com
Purpose–The purpose of this paper is to examine internet search query data provided by
“Google Trends”, with respect to its ability to serve as a sentiment indicator and improve …

Heterogeneous investor sentiment and institutional real estate investments

J Freybote, PA Seagraves - Real Estate Economics, 2017 - Wiley Online Library
Commercial real estate investors differ in their sentiment due to factors such as market
expertise, investment strategies and expectations about future market conditions. Focusing …

Case study-based integrated assessment of former waste disposal sites transformed to green space in terms of ecosystem services and land assets recovery

Z Vincevica-Gaile, J Burlakovs, M Fonteina-Kazeka… - Sustainability, 2023 - mdpi.com
Growing global production leads to continuing generation of waste, part of which still ends
its life cycle in landfills and dumps. Despite the efforts of waste reuse and recycling and …