An investigation into REIT performance persistency
نویسندگان
چکیده
منابع مشابه
Dedicated REIT Mutual Fund Flows and REIT Performance
This study examines the effects of weekly and monthly capital flows into the dedicated REIT mutual fund sector on aggregate REIT returns and, simultaneously, the effects of industrylevel REIT returns on subsequent REIT mutual fund flows. The dynamic relation between REIT capital flows and returns is estimated using vector autoregression (VAR) techniques. Unlike static regression techniques, our...
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ژورنال
عنوان ژورنال: Journal of Property Research
سال: 2009
ISSN: 0959-9916,1466-4453
DOI: 10.1080/09599910903441762