Purpose This study aims to examine the performance and volatility of Turkey Real Estate
Investment Trusts (Turkish REITs) as the world is adjusting to the new normal situation in …

Penelitian kuantitatif ini dimaksudkan guna mencari tahu pengaruh volatilitas laba,
kebijakan dividen, dan leverage terhadap volatilitas harga saham. Populasi yakni …

Relations between REIT CEO compensation, firm stock performance and risk, after FASB
accounting changes and additional SEC compensation disclosure requirements in 2006 …

We examine the forecasting power of a daily newspaper‐based index of uncertainty
associated with infectious diseases (EMVID) for real estate investment trusts (REITs) …

We forecast realized variance (RV) of Real Estate Investment Trusts for 10 leading markets
and regions, derived from 5-minutes-interval intraday data, based on the information content …

This study uses bivariate dynamic conditional correlations (DCC) to analyze REITs' relation
with stock and bond markets from 1999 to 2018. The results show that the daily DCCs of …

With the growing number of publicly listed property companies worldwide, investors are
increasingly interested in assessing the risks of such real estate companies in the stock …

In view of the large subjective arbitrariness of traditional real estate appraisal methods,
through analysis of the advantages and disadvantages of the least square support vector …

This study explores the economic determinants that can improve the performance of real
estate investment trusts (REITs) in Eastern European economies. Employing a cross …

We investigate the relationship between default risk and REIT stock returns. A default risk
long-short investment strategy generates a return of 15% per annum. We also evaluate a …