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Research Articles

Liquidity Dynamics in Commercial Real Estate

Pages 307-324 | Published online: 18 Jun 2020

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  • Clayton, J.F. Real Estate Value Indices for Performance Measurement, Asset Class Research, and Derivative Trading. PREA Quarterly, 2007, Summer.
  • Clayton, J.F., G. MacKinnon, and L. Peng. Time Variation of Liquidity in the Private Real Estate Market: An Empirical Investigation. Journal of Real Estate Research, 2008, 30:2, 125- 60. Time Variation of Liquidity in the Private Real Estate Market: An Empirical Investigation. Journal of Real Estate Research 30 125 60
  • Fisher, J., D. Gatzlaff, D.M. Geltner, and D. Haurin. Controlling for the Impact of Variable Liquidity in Commercial Real Estate Price Indices. Real Estate Economics, 2003, 31:2, 269- 303. Controlling for the Impact of Variable Liquidity in Commercial Real Estate Price Indices. Real Estate Economics 31 269 303
  • Fisher, J., D.M. Geltner, and H. Pollakowski. A Quarterly Transactions-Based Index of Institutional Real Estate Investment Performance and Movements in Supply and Demand. Journal of Real Estate Finance and Economics, 2007, 34:1, 5- 33. A Quarterly Transactions-Based Index of Institutional Real Estate Investment Performance and Movements in Supply and Demand. Journal of Real Estate Finance and Economics 34 5 33
  • Geltner, D.M., N.G. Miller, J.F. Clayton, and P. Eichholtz. Commercial Real Estate Analysis & Investments. Second edition. Mason, OH: Thomson South-Western Publishing, 2007. Real Estate Analysis & Investments
  • Hamilton, J.D. Time Series Analysis. Princeton, NJ: Princeton University Press, 1994. Time Series Analysis

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