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Research Articles

International Real Estate Securities: A Test of Capital Markets Integration

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Pages 161-170 | Published online: 18 Jun 2020

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Kola Ijasan, George Tweneboah, Maurice Omane-Adjepong & Peterson Owusu Junior. (2019) On the global integration of REITs market returns: A multiresolution analysis. Cogent Economics & Finance 7:1.
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Jaakko Niskanen & Heidi Falkenbach. (2010) REITs and Correlations with Other Asset Classes: A European Perspective. Journal of Real Estate Portfolio Management 16:3, pages 227-239.
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Randy Anderson, Glenn Mueller, Xuejing Xing & Mathew Hurst. (2010) International Real Estate Portfolio Construction: Conditional and Unconditional Methods. Journal of Real Estate Portfolio Management 16:1, pages 1-8.
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Kim Hiang Liow. (2008) Financial Crisis and Asian Real Estate Securities Market Interdependence: Some Additional Evidence. Journal of Property Research 25:2, pages 127-155.
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Séverine Cauchie & Martin Hoesli. (2006) Further Evidence of the Integration of Securitized Real Estate and Financial Assets. Journal of Property Research 23:1, pages 1-38.
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Andrea Gheno & StephenL. Lee. (2006) The impact of 9/11 on us reit returns: Fundamental or financial?. International Journal of Strategic Property Management 10:4, pages 209-216.
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Colin Lizieri, Patrick McAllister & Charles Ward. (2003) Continental Shift? An Analysis of Convergence Trends in European Real Estate Equities. Journal of Real Estate Research 25:1, pages 1-22.
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Patrick Wilson & Ralf Zurbruegg. (2003) International Diversification of Real Estate Assets: Is It Worth It? Evidence from the Literature. Journal of Real Estate Literature 11:3, pages 257-278.
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Simon Stevenson. (2002) An Examination of Volatility Spillovers in REIT Returns. Journal of Real Estate Portfolio Management 8:3, pages 229-238.
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Simon Stevenson. (2001) The Long-Term Advantages to Incorporating Indirect Securities in Direct Real Estate Portfolios. Journal of Real Estate Portfolio Management 7:1, pages 5-16.
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Articles from other publishers (15)

Rofhiwa Tshivhase & Marno Booyens. 2020. Supporting Inclusive Growth and Sustainable Development in Africa - Volume II. Supporting Inclusive Growth and Sustainable Development in Africa - Volume II 221 237 .
Dalina Amonhaemanon. (2015) Do Regime Shifts Affect Mixed-Asset Portfolios in Thailand?. The Journal of Wealth Management 18:2, pages 77-95.
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Guang-Di Chang & Chia-Shih Chen. (2014) Evidence of contagion in global REITs investment. International Review of Economics & Finance 31, pages 148-158.
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Piyush Tiwari & Michael White. 2014. Real Estate Finance in the New Economy. Real Estate Finance in the New Economy 155 173 .
Piyush Tiwari & Michael White. 2014. Real Estate Finance in the New Economy. Real Estate Finance in the New Economy 85 108 .
Liang Peng & Rainer Schulz. (2012) Does the Diversification Potential of Securitized Real Estate Vary Over Time and Should Investors Care?. The Journal of Real Estate Finance and Economics 47:2, pages 310-340.
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Chiuling Lu, Yiuman Tse & Michael Williams. (2012) Returns transmission, value at risk, and diversification benefits in international REITs: evidence from the financial crisis. Review of Quantitative Finance and Accounting 40:2, pages 293-318.
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Lars Helge Haß, Lutz Johanning, Bernd Rudolph & Denis Schweizer. (2012) Open-ended property funds: Risk and return profile — Diversification benefits and liquidity risks. International Review of Financial Analysis 21, pages 90-107.
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John G. Gallo & Ying Zhang. (2009) Global Property Market Diversification. The Journal of Real Estate Finance and Economics 41:4, pages 458-485.
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Nafeesa Yunus. (2009) Increasing Convergence Between U.S. and International Securitized Property Markets: Evidence Based on Cointegration Tests. Real Estate Economics 37:3, pages 383-411.
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Kim Hiang Liow, Kim Hin David Ho, Muhammad Faishal Ibrahim & Ziwei Chen. (2008) Correlation and Volatility Dynamics in International Real Estate Securities Markets. The Journal of Real Estate Finance and Economics 39:2, pages 202-223.
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Deqing Diane Li & Kenneth Yung. (2007) REIT returns: between the Pacific and the Atlantic. Review of Accounting and Finance 6:4, pages 353-369.
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Elaine WorzalaC.F. Sirmans. (2016) Investing in International Real Estate Stocks: A Review of the Literature. Urban Studies 40:5-6, pages 1115-1149.
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Colin Lizieri & Charles Ward. 2001. Return Distributions in Finance. Return Distributions in Finance 47 74 .
Severine Cauchie & Martin Hoesli. (2004) The Integration of Securitized Real Estate and Financial Assets. SSRN Electronic Journal.
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