1. Icing on the cake: Can the Top-Floor Units serve as a status good and an investment simultaneously?. (2024). Leung, Charles ; Ho, Edward Chi ; Ka, Charles.
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2. Icing on the cake: Can the Top-Floor Units serve as a status good and an investment simultaneously?. (2024). Leung, Charles ; Ho, Edward Chi ; Ka, Charles.
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3. The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis. (2023). Guidolin, Massimo ; Petrova, Milena T ; Pedio, Manuela.
   In: The Journal of Real Estate Finance and Economics.
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4. Is There Still a Day-of-the-Week Effect in the Real Estate Sector?. (2023). Grebe, Leonard ; Hennig, Kerstin ; Reis, Julius Marcus ; Schiereck, Dirk.
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5. Is There Still a Day-of-the-Week Effect in the Real Estate Sector?. (2023). Grebe, Leonard ; Hennig, Kerstin ; Reis, Julius ; Schiereck, D.
   In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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6. Ex-ante performance of REIT portfolios. (2022). devos, erik ; Nguyen, Khoa ; Birz, Gene ; Tsang, Desmond ; Dutta, Sandip.
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7. A truly global crisis? Evidence from contagion dependence across international REIT markets. (2021). Huang, Meichi ; Cheng, I-Shan ; Wu, Chu-Hua.
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8. Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach. (2020). Walther, Thomas ; Topaloglou, Nikolas ; Nguyen, Duc Khuong.
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9. Co-movement across european stock and real estate markets. (2020). Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana.
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10. Risk diversification gains from metropolitan housing assets. (2019). Huang, Meichi.
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11. Harmful diversification: Evidence from alternative investments. (2019). Sutcliffe, Charles ; Sakkas, Athanasios ; Platanakis, Emmanouil.
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12. The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis. (2019). Pedio, Manuela ; Guidolin, Massimo ; Petrova, Milena.
    In: BAFFI CAREFIN Working Papers.
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13. Facts or fates of investors losses during crises? Evidence from REIT-stock volatility and tail dependence structures. (2016). Liu, Shih-Min ; Huang, Meichi ; Wu, Chih-Chiang.
    In: International Review of Economics & Finance.
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14. Should the Fed take extra action for the recent housing bubble? Evidence from asymmetric transitory shocks. (2015). Huang, Meichi ; Yeh, Linying .
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15. Information-Based Trade in German Real Estate and Equity Markets. (2015). Wlfle, Marco .
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16. Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios. (2014). Guidolin, Massimo ; Bianchi, Daniele.
    In: The Journal of Real Estate Finance and Economics.
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17. An Empirical Investigation of Herding Behavior in the U.S. REIT Market. (2013). Zhou, Jian ; Anderson, Randy.
    In: The Journal of Real Estate Finance and Economics.
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18. Time Variation in Diversification Benefits of Commodity, REITs, and TIPS. (2013). Zhong, Zhaodong ; Huang, Jingzhi.
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19. Spanning with futures contracts. (2013). Plourde, Andre ; Galvani, Valentina.
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20. International diversification with securitized real estate and the veiling glare from currency risk. (2012). Schindler, Felix ; Kroencke, Tim.
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21. International diversification with securitized real estate and the veiling glare from currency risk. (2011). Schindler, Felix ; Kroencke, Tim.
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22. International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk. (2011). Schindler, Felix ; Kroencke, Tim ; Kroncke, Tim-Alexander .
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1. Effects of Monetary Policy on the REIT Returns - Evidence from the United Kingdom. (2014). Chawechi, S. ; Fatnassi, I. ; Ben Maatoug, A..
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2. Bias-Correction in Vector Autoregressive Models: A Simulation Study. (2014). Pedersen, Thomas ; Engsted, Tom.
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3. Testing predictive regression models with nonstationary regressors. (2014). CAI, ZONGWU ; Wang, Yunfei.
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4. Predictive regressions for macroeconomic data. (2014). CAI, ZONGWU ; Peng, Liang ; Zhu, Fukang.
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5. Waves in Ship Prices and Investment. (2013). Hanson, Samuel ; Greenwood, Robin.
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6. Predictive regression under various degrees of persistence and robust long-horizon regression. (2013). Phillips, Peter ; Lee, Ji Hyung ; Phillips, Peter C. B., .
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7. Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences. (2013). lioui, abraham.
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8. Nonparametric prediction of stock returns guided by prior knowledge. (2012). Sperlich, Stefan ; Scholz, Michael ; Nielsen, Jens Perch.
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9. Do expected business conditions explain the value premium?. (2012). Fong, Wai Mun.
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10. Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model. (2012). Pedersen, Thomas ; Engsted, Tom.
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11. End-of-the-year economic growth and time-varying expected returns. (2012). Møller, Stig ; Moller, Stig V. ; Rangvid, Jesper.
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12. Asset Priving and Ambiguity: Empirical Evidence. (2011). Izhakian, Yehuda ; Brenner, Menachem.
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13. A Class of Robust Tests in Augmented Predictive Regressions. (2011). Rodrigues, Paulo ; Paulo M. M. Rodrigues, ; Rubia, Antonio.
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14. The volatility of consumption-based stochastic discount factors and economic cycles. (2011). Rubio, Gonzalo ; Nieto, Belen.
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15. Fixed-income fund performance: Role of luck and ability in tail membership. (2011). Ayadi, Mohamed A. ; Kryzanowski, Lawrence.
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    RePEc:eee:empfin:v:18:y:2011:i:3:p:379-392.

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16. A control function approach for testing the usefulness of trending variables in forecast models and linear regression. (2011). Elliott, Graham.
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17. Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities. (2011). Zhou, Hao ; Bollerslev, Tim ; Gibson, Michael.
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18. The nonlinear effects of expected and unexpected components of monetary policy on the dynamics of REIT returns. (2011). Chang, Kuang-Liang.
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19. Characteristic Timing. (2010). Hanson, Samuel ; Greenwood, Robin.
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20. International stock return predictability under model uncertainty. (2010). Schrimpf, Andreas.
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21. Habit formation, surplus consumption and return predictability: International evidence. (2010). Møller, Stig ; Hyde, Stuart ; Engsted, Tom ; Moller, Stig V..
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22. Predictive regression with order-p autoregressive predictors. (2010). Hurvich, Clifford ; Amihud, Yakov ; Wang, YI.
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    RePEc:eee:empfin:v:17:y:2010:i:3:p:513-525.

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23. When does the dividend-price ratio predict stock returns?. (2010). Park, Cheolbeom.
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24. Jackknifing stock return predictions. (2009). Hjalmarsson, Erik ; CHIQUOINE, BENJAMIN .
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25. Investor sentiment and stock returns: Some international evidence. (2009). Schmeling, Maik.
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26. Predictable returns and asset allocation: Should a skeptical investor time the market?. (2009). Wachter, Jessica ; Warusawitharana, Missaka.
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27. International Stock Return Predictability Under Model Uncertainty. (2008). Schrimpf, Andreas.
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28. Catering Through Nominal Share Prices. (2008). Wurgler, Jeffrey ; Baker, Malcolm ; Greenwood, Robin.
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29. Investor sentiment and stock returns: Some international evidence. (2008). Schmeling, Maik.
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30. Predicting global stock returns. (2008). Hjalmarsson, Erik.
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31. Jackknifing stock return predictions. (2008). Hjalmarsson, Erik ; CHIQUOINE, BENJAMIN .
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32. The intertemporal relation between expected returns and risk. (2008). Bali, Turan G..
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33. Liquidity and conditional portfolio choice: A nonparametric investigation. (2008). Pereira, Joo Pedro ; Ghysels, Eric.
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34. Forecasting aggregate stock returns using the number of initial public offerings as a predictor. (2008). Kolev, Gueorgui I..
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35. Forecasting aggregate stock returns using the number of initial public offerings as a predictor. (2008). Kolev, Gueorgui I..
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36. Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression. (2008). Simin, Timothy ; Sarkissian, Sergei ; Ferson, Wayne E..
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37. Return Predictability under Equilibrium Constraints on the Equity Premium. (2008). Timmermann, Allan ; Pettenuzzo, Davide ; Valkanov, Rossen I..
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38. Measuring time-varying economic fears with consumption-based stochastic discount factors. (2007). Rubio, Gonzalo ; Nieto, Belen.
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39. Covariance-based Orthogonality Tests For Regressors With Unknown Persistence. (2007). Shimotsu, Katsumi ; Maynard, Alex.
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40. Institutional and individual sentiment: Smart money and noise trader risk?. (2007). Schmeling, Maik.
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41. Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities. (2007). Zhou, Hao ; Bollerslev, Tim ; Gibson, Michael.
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42. The Consumption/Wealth and Book/Market Ratios in a Dynamic Asset Pricing Contex. (2006). Rodriguez, Rosa ; Nieto, Belen.
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43. Reconciling the Return Predictability Evidence. (2006). Van Nieuwerburgh, Stijn ; Lettau, Martin.
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44. Institutional and Individual Sentiment: Smart Money and Noise Trader Risk. (2006). Schmeling, Maik.
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45. World markets for raising new capital. (2006). Weisbach, Michael ; Jegadeesh, Narasimhan ; Henderson, Brian J..
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46. The Myth of Long-Horizon Predictability. (2005). Whitelaw, Robert ; Richardson, Matthew ; Boudoukh, Jacob.
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47. Market Timing And Model Uncertainty: An Exploratory Study For The Swiss Stock Market. (2005). Rey, David.
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48. Hypothesis Testing in Predictive Regressions. (2004). Hurvich, Clifford ; Amihud, Yakov ; Wang, YI.
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49. Pseudo Market Timing and Predictive Regressions. (2004). Wurgler, Jeffrey ; Baker, Malcolm ; Taliaferro, Ryan.
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50. .

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