- Balvers, R. J., T. F. Cosimano and B. McDonald, Predicting Stock Returns in an Efficient Market, Journal of Finance, 1990, 45:4, 1109-28. Predicting Stock Returns in an Efficient Market Journal of Finance 45 1109 28
- Barro, R. J., The Stock Market and Investment, Review of Financial Studies, 1990, 3:1, 115-31. The Stock Market and Investment Review of Financial Studies 3 115 31
- Dickey, D. A. and W. A. Fuller, Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root, Econometrica, 1981, 49, 1057-72. Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root Econometrica 49 1057 72
- Fama, E. F., Stock Returns, Expected Returns, and Real Activity, Journal of Finance, 1990, 45:4, 1089-108. Stock Returns, Expected Returns, and Real Activity Journal of Finance 45 1089 108
- Fama, E. and K. French, Permanent and Temporary Components of Stock prices, Journal of Political Economy, 1988, 96:2, 246-73. Permanent and Temporary Components of Stock prices Journal of Political Economy 96 246 73
- Gallinger, G. W., Causality Tests of the Real Stock Return-Real Activity Hypothesis, Journal of Financial Research, 1994, 17:2, 271-88. Causality Tests of the Real Stock Return-Real Activity Hypothesis Journal of Financial Research 17 271 88
- Geske, R. and R. Roll, The Fiscal and Monetary Linkage between Stock Returns and Inflation, Journal of Finance, 1983, 28:1, 7-33. The Fiscal and Monetary Linkage between Stock Returns and Inflation Journal of Finance 28 7 33
- Geweke, J., Measurement of Linear Dependence and Feedback Between Multiple Time Series, Journal of American Statistical Association, 1982, 77, 304-13. Measurement of Linear Dependence and Feedback Between Multiple Time Series Journal of American Statistical Association 77 304 13
- Giliberto, M., Equity Real Estate Investment Trusts and Real Estate Returns, Journal of Real Estate Research, 1990, 5, 259-63. Equity Real Estate Investment Trusts and Real Estate Returns Journal of Real Estate Research 5 259 63
- Goetzmann, W. N. and R. G. Ibbotson, The Performance of Real Estate as an Asset Class, Journal of Applied Corporate Finance, 1990, 13:1, 65-76. The Performance of Real Estate as an Asset Class Journal of Applied Corporate Finance 13 65 76
- Gyourko, J. and D. Keim, What does the Stock Market Tell Us About Real Estate Returns?, Journal of the American Real Estate and Urban Economics Association, 1992, 20:3, 457-85. What does the Stock Market Tell Us About Real Estate Returns Journal of the American Real Estate and Urban Economics Association 20 457 85
- Han, J., The Return-Generating Process of Real Estate Investment Trusts, Working paper, Massachusetts Institute of Technology, 1991.
- Hsiao, C., Causality Tests in Econometrics, Journal of Economic Dynamics and Control, 1979, 1, 321-46. Causality Tests in Econometrics Journal of Economic Dynamics and Control 1 321 46
- Kaul, G., Stock Returns and Inflation: The Role of the Monetary Sector, Journal of Financial Economics, 1987, 18:2, 253-76. Stock Returns and Inflation: The Role of the Monetary Sector Journal of Financial Economics 18 253 76
- Myer, F. C. N. and J. R. Webb, Return Properties of Equity REITs, Common Stock, and Commercial Real Estate: A Comparison, Journal of Real Estate Research, 1993, 8:1, 87-106. Return Properties of Equity REITs, Common Stock, and Commercial Real Estate: A Comparison Journal of Real Estate Research 8 87 106
- Seiler, M. J., F.C. Myer and J. R. Webb, Are EREITs Real Estate?, Journal of Real Estate Portfolio Management, 1999, 5:2, 171-81. Are EREITs Real Estate Journal of Real Estate Portfolio Management 5 171 81
- Shibata, R., Selection of the Order on an Autoregressive Model by Akaike's Information Criterion, Biometrika, 1976, 63, 117-26. Selection of the Order on an Autoregressive Model by Akaike's Information Criterion Biometrika 63 117 26
Journal of Real Estate Portfolio Management
Volume 6, 2000 - Issue 4