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Journal of Real Estate Portfolio Management Volume 16, 2010 - Issue 1
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Research Articles

The Operating Performance of REITs Conducting Open-Market Repurchases

Gow-Cheng Huang Alabama State University, Montgomery, AL 36101
,
Kartono Liano Mississippi State University, Mississippi State, MS 39762
&
Ming-Shiun Pan Shippensburg University, Shippensburg, PA 17257
Pages 59-69 | Published online: 18 Jun 2020

Citations (4)

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Read on this site (3)

Gow-Cheng Huang, Kartono Liano & Ming-Shiun Pan. (2013) Investors' Opinion Divergence and the REIT Post-Repurchase Announcement Price Drift. Journal of Real Estate Portfolio Management 19:2, pages 155-168.
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Gow-Cheng Huang, Kartono Liano & Ming-Shiun Pan. (2012) REIT Share Repurchase Decisions and Stock Market Liquidity. Journal of Real Estate Portfolio Management 18:1, pages 43-56.
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Johannes Richter, Matthias Thomas & Roland Füss. (2011) German Real Estate Return Distributions: Is There Anything Normal?. Journal of Real Estate Portfolio Management 17:2, pages 161-179.
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Articles from other publishers (1)

Gow-Cheng Huang, Kartono Liano & Ming-Shiun Pan. (2018) Do open-market stock repurchases convey firm-specific or industry-wide information? Evidence from REITs. Journal of Economics and Finance 43:2, pages 382-397.
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