The significance and performance of French REITs (SIICs) in a mixed‐asset portfolio

G Newell, A Adair, T Kim Nguyen - Journal of Property Investment & …, 2013 - emerald.com
Purpose–REITs have taken on increased significance in Europe in recent years, with French
REITs (Societe d'Investissement Immobilier Cotee (SIICs)) becoming an important property …

Has the 2008 financial crisis changed the factors determining the systematic risk of shares in the “European Hospitality Industry”?(2003–2013)

C Mar-Molinero, C Menéndez-Plans… - Journal of Hospitality …, 2017 - Elsevier
The main objective of this work is to study the connection between the systematic equity risk
of European Hospitality Industry and a set of information from inside of the company and the …

The effect of leverage on the performance of real estate companies: A pan-European post-crisis perspective of EPRA/NAREIT index

G Morri, K Jostov - Journal of European Real Estate Research, 2018 - emerald.com
The effect of leverage on the performance of real estate companies: A pan-European post-crisis
perspective of EPRA/NAREIT index | Emerald Insight Books and journals Case studies …

Predicting uncertainty: the impact of risk measurement on value of real estate portfolios

N Szumilo, P Gantenbein, W Gleißner… - Journal of Property …, 2016 - Taylor & Francis
This paper presents a theoretical framework for an assessment and valuation of real estate
assets and funds, based on modern stochastic discounted cash flow (DCF) models, which …

The diverging role of the systematic risk factors: evidence from real estate stock markets

S Lang, A Scholz - Journal of Property Investment & Finance, 2015 - emerald.com
Purpose–The risk-return relationship of real estate equities is of particular interest for
investors, practitioners and researchers. The purpose of this paper is to examine, in an asset …

On the earnings and price momentum strategies: evidence from European real estate firms

JJ Bron, C Ghosh, MT Petrova - The Journal of Real Estate Finance and …, 2018 - Springer
We test the performance and interaction between earnings and price momentum for
European real estate companies by first making use of decile portfolios sorted on the …

The systematic-risk determinants of the European accommodation and food services industry in the period 2003-2011

G Boz, C Menéndez-Plans… - Cornell Hospitality …, 2015 - journals.sagepub.com
An analysis of factors that affect the discount rates and stock risk of European tourism firms
during the period of 2003–2011 finds that macroeconomic variables have the greatest effect …

Forecasting risk and return of listed real estate: A simulation approach with geometric Brownian motion for the German stock market

C Lausberg, F Brandt - Zeitschrift für Immobilienökonomie, 2024 - Springer
In this paper a forecasting model for real estate stock returns and risks is developed and
tested with the data of German real estate companies from 1991 to 2021. In contrast to …

Tenant industry sector and European listed real estate performance

J Muckenhaupt, M Hoesli, B Zhu - Journal of Real Estate Research, 2023 - Taylor & Francis
This paper extends the empirical evidence on the relationship between the performance of
public real estate companies (PRECs) and the industrial sector of their tenants. By …

The aftermarket performance of Spanish REITs

L Castaño, JE Farinós, AM Ibáñez - Spanish Journal of Finance …, 2022 - Taylor & Francis
Since 2013, when the market for REITs started in Spain, the number of these investment
vehicles has grown steadily. At the end of 2019, Spanish REITs ranked third in Europe in …