Commercial real estate prices and COVID-19

M Hoesli, R Malle - Journal of European Real Estate Research, 2022 - emerald.com
Purpose The article analyzes the effects of the coronavirus disease 2019 (COVID-19)
pandemic on commercial real estate prices, with a particular focus on European markets …

Commercial real estate as an asset class

AC Ghent, WN Torous… - Annual Review of Financial …, 2019 - annualreviews.org
We survey the properties of commercial real estate (CRE) as an asset class. We first
illustrate its importance relative to the US economy and to other asset classes. We then …

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 …

Banks' risk dynamics and distance to default

S Nagel, A Purnanandam - The Review of Financial Studies, 2020 - academic.oup.com
We adapt structural models of default risk to take into account the special nature of bank
assets. The usual assumption of lognormally distributed asset values is not appropriate for …

Investor sentiment, limits to arbitrage and private market returns

DC Ling, A Naranjo, B Scheick - Real Estate Economics, 2014 - Wiley Online Library
This article examines the relation between investor sentiment and returns in private markets.
Relative to more liquid public markets, private investment markets exhibit significant limits to …

Analyzing the relationship between global REITs and exchange rates: fresh evidence from frequency-based quantile regressions

K Ijasan, P Owusu Junior, G Tweneboah… - Advances in Decision …, 2021 - eprints.gla.ac.uk
This paper contributes to knowledge by investigating the asymmetric dependence structure
between the real estate investment trusts (REITs) and currencies from Europe, North …

[图书][B] Real estate investment: A strategic approach

A Baum - 2015 - taylorfrancis.com
Real Estate Investment: A Strategic Approach provides a unique introduction to both the
theory and practice of real estate investing, and examines the international real estate …

Leverage and returns: A cross-country analysis of public real estate markets

E Giacomini, DC Ling, A Naranjo - The Journal of Real Estate Finance and …, 2015 - Springer
The theoretical literature suggests a positive relation between financial leverage and asset
returns, but the empirical evidence on this effect is mixed. We examine leverage effects in …

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 …

Predicting the returns of the US real estate investment trust market: evidence from the group method of data handling neural network

W Zhang, B Li, AWC Liew, E Roca, T Singh - Financial Innovation, 2023 - Springer
Abstract Purpose The Group Method of Data Handling (GMDH) neural network has
demonstrated good performance in data mining, prediction, and optimization. Scholars have …