The dynamic role of the Japanese property sector REITs in mixed-assets portfolio | Emerald
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Since the early 2000s, Real Estate Investment Trusts (REITs) have become an important
property investment vehicle in Asia. Despite strong interest from property investors, research …

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 …

We examine linkages between the real estate market and the stock market before and after
the delisting of Lehman Brothers to determine if the recent financial crisis had an effect on …

Purpose Given the evolving market integration, this study aims to explore the connectedness
of 12 real estate investment trusts (REITs) during the COVID-19 period …

A recent literature has shown that REIT returns contain strong evidence of bull and bear
dynamic regimes that may be best captured using nonlinear econometric models of the …

The paper provides fresh implications for monetary-policy timings and effectiveness by
analyzing the roles of asymmetric transitory shocks in housing, real estate investment trust …

Abstract Information profoundly influences market trading. Real estate businesses are
always prone to news about change. However, little work has been done on the relationship …

The aim of this paper is to analyze the impact of the Global Financial Crisis (GFC) on the co-
integration relationship between the REIT and stock market indices using a sample of 10 …

This paper examines if expectations have a significant impact on the co-integration
relationship between stock and real estate investment trust markets. We use two widely …