Advanced search
Publication Cover
Applied Economics Letters Volume 18, 2011 - Issue 15
Submit an article Journal homepage
450
Views
4
CrossRef citations to date
0
Altmetric
Original Articles

Determinants and information of REIT pricing

Jinliang Li School of Economics and Management, Tsinghua University, Beijing, 100084, PR ChinaCorrespondence[email protected]
&
Liang Lei NEUWA CORP., Newton, MA, USA
Pages 1501-1505 | Published online: 25 Mar 2011

References

  • Chan , K. C. , Hendershott , P. H. and Sanders , A. B. 1990 . Risk and return on real estate: evidence from equity REITs . AREUEA Journal , 18 : 431 – 52 .
  • Chen , N. , Roll , R. and Ross , S. 1986 . Economic forces and the stock market . Journal of Business , 59 : 383 – 403 .
  • Cox , J. , Ingersoll , J. E. and Ross , S. 1985 . A theory of the term structure of interest rates . Econometrica , 53 : 385 – 407 .
  • Ferson , W. F. and Harvey , C. R. 1991 . The variation of economic risk premiums . Journal of Political Economy , 99 : 385 – 415 .
  • Krystalogianni , A. , Matysiak , G. and Tsolacos , S. 2004 . Forecasting UK commercial real estate cycle phases with leading indicators: a probit approach . Applied Economics , 36 : 2347 – 56 .
  • Lee , C. M. C. , Shleifer , A. and Thaler , R. H. 1991 . Investor sentiment and the closed-end fund puzzle . Journal of Finance , 46 : 76 – 109 .
  • Li , J. , Mooradian , R. M. and Yang , S. X. 2009 . The information content of the NCREIF index . Journal of Real Estate Research , 31 : 93 – 116 .
  • Merton , R. C. 1973 . An intertemporal capital asset pricing model . Econometrica , 41 : 867 – 87 .
  • Onder , Z. 2000 . High inflation and returns on residential real estate: evidence from Turkey . Applied Economics , 32 : 917 – 31 .
  • Ovtcharova , G. 2000 . Institutional ownership and long-term returns, Working Paper , Chicago : University of Chicago .
  • Ross , S. A. 1976 . The arbitrage theory of capital asset pricing . Journal of Economic Theory , 13 : 341 – 60 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.