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Journal of Property Research Volume 26, 2009 - Issue 4: Global Perspectives on REITs and Property Companies
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REIT idiosyncratic risk

Kevin C.H. Chiang School of Business Administration, University of Vermont, Burlington, USACorrespondence[email protected]
,
Xiaguan Jiang Department of Finance, College of Business Administration, Florida International University, Miami, USA
&
Ming‐Long Lee Department of Finance, National Dong Hwa University, Shou‐Feng, Hualien, Taiwan
Pages 349-366 | Received 21 Feb 2009, Accepted 10 Feb 2010, Published online: 13 Aug 2010

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Stanimira Milcheva & Bing Zhu. (2018) Asset pricing, spatial linkages and contagion in real estate stocks. Journal of Property Research 35:4, pages 271-295.
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R. Jared Delisle, S. McKay Price & C.F. Sirmans. (2013) Pricing of Volatility Risk in REITs. Journal of Real Estate Research 35:2, pages 223-248.
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Articles from other publishers (11)

Zifeng Feng, Joseph Ooi & Zhonghua Wu. (2023) Analyzing the Impacts of Property Age on REITs and the Reasons Why REITs Own Older Properties. The Journal of Real Estate Finance and Economics.
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Jianfu Shen. (2020) Distress Risk and Stock Returns on Equity REITs. The Journal of Real Estate Finance and Economics 62:3, pages 455-480.
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Pawan Jain, Spenser J. Robinson, Arjun J. Singh & Mark Sunderman. (2017) Hospitality REITs and financial crisis: a comprehensive assessment of market quality. Journal of Property Investment & Finance 35:3, pages 277-289.
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Kim Hin David Ho & Shea Jean Tay. (2016) REIT market efficiency through a binomial option pricing tree approach. Journal of Property Investment & Finance 34:5, pages 496-520.
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Juan C. Cardona. (2016) Do taxable REIT subsidiary spell risk for REITs? An empirical examination. Journal of Property Investment & Finance 34:4, pages 387-406.
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Lin Mi, Karen Benson & Robert Faff. (2016) Further evidence on idiosyncratic risk and REIT pricing: a cross-country analysis. Accounting Research Journal 29:1, pages 34-58.
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Kai-Magnus Schulte. (2014) Idiosyncratic risk and the cross-section of European real estate equity returns. Journal of European Real Estate Research 7:1, pages 29-58.
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Nusret Cakici, Isil Erol & Dogan Tirtiroglu. (2013) Tracking the Evolution of Idiosyncratic Risk and Cross-Sectional Expected Returns for US REITs. The Journal of Real Estate Finance and Economics 48:3, pages 415-440.
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Benjamin A. Abugri & Sandip Dutta. (2014) Are we overestimating REIT idiosyncratic risk? Analysis of pricing effects and persistence. International Review of Economics & Finance 29, pages 249-259.
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Zifeng Feng, Joseph Ooi & Zhonghua Wu. (2022) The Impact of Ageing Property on Portfolio Risk, Performance and Executive Compensation: The Case of REITs. SSRN Electronic Journal.
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Jared DeLisle, S. McKay Price & C. F. Sirmans. (2012) Pricing of Volatility Risk in REITs. SSRN Electronic Journal.
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