Advanced search
Publication Cover
Journal of Property Research Volume 26, 2009 - Issue 2
Submit an article Journal homepage
2,644
Views
6
CrossRef citations to date
0
Altmetric
Papers

Dividend behaviour of US equity REITs

Darren K. Hayunga University of Texas at Arlington, Box 19449, 701 S West Street, Arlington, Texas, 76019, USACorrespondence[email protected]
&
Clifford P. Stephens Department of Finance, E.J. Ourso College of Business, 2163 Patrick Taylor Hall, Louisiana State University, Baton Rouge, LA, 70903, USA
Pages 105-123 | Received 24 Apr 2009, Accepted 16 Sep 2009, Published online: 15 Dec 2009

Citations (6)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (2)

Jong-Rong Chiou, Gow-Cheng Huang, Kartono Liano & Ming-Shiun Pan. (2022) Are REIT Dividend Changes a Firm-Specific or an Industry-Level Signal? Evidence From the Decomposition of Stock Returns. Journal of Real Estate Portfolio Management 28:2, pages 139-152.
Read now
Danny Ben-Shahar, Eyal Sulganik & Desmond Tsang. (2011) Funds from Operations versus Net Income: Examiningthe Dividend Relevance of REIT Performance Measures. Journal of Real Estate Research 33:3, pages 415-442.
Read now

Articles from other publishers (4)

Ebenezer Asem, Vishaal Baulkaran, Pawan Jain & Mark Sunderman. (2022) Are institutional investors informed? The case of dividend changes for REITS and Industrial Firms. Review of Quantitative Finance and Accounting 58:4, pages 1685-1707.
Crossref
Michael I.C. NwoguguMichael I. C. Nwogugu. 2019. Complex Systems, Multi-Sided Incentives and Risk Perception in Companies. Complex Systems, Multi-Sided Incentives and Risk Perception in Companies 151 261 .
Erik Fernau & Stefan Hirsch. (2019) What drives dividend smoothing? A meta regression analysis of the Lintner model. International Review of Financial Analysis 61, pages 255-273.
Crossref
Jin Seo Cho, Tae-hwan Kim & Yongcheol Shin. (2015) Quantile cointegration in the autoregressive distributed-lag modeling framework. Journal of Econometrics 188:1, pages 281-300.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.