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Spillovers of Non-Fundamental Risks: The Tale of Two Securitized Real Estate Markets. (2021). Wang, Long ; Sing, Tien Foo.
In: International Real Estate Review.
RePEc:ire:issued:v:24:n:02:2021:p:185-220.

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  6. Boudry, W.I., Connolly, R.A., and Steiner, E. (2019). What Happens During Flight to Safety: Evidence from Public and Private Real Estate Markets. Real Estate Economics 12, 1–26.
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  7. Boudry, W.I., Coulson, N.E. Kallberg, J.G., and Liu, C.H. (2012). On the Hybrid Nature of REITs. The Journal of Real Estate Finance and Economics 44, 230-249.

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  10. Chiang, M.-C., Sing, T.F., and Tsai, I.-C. (2017). Spillover Risks in REITs and Other Asset Markets. The Journal of Real Estate Finance and Economics 54, 579-604.

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  15. Ling, D.C., and Naranjo, A. (2015). Returns and Information Transmission Dynamics in Public and Private Real Estate Markets. Real Estate Economics 43, 163-208.

  16. Liow, K., and Ye, Q. (2018). Volatility Causality and Contagion in International Securitized Real Estate Markets. Journal of European Real Estate Research 12, 244-273.
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  17. Mauck, N., and Price, S.M. (2018). Corporate Governance and International Investment: Evidence from Real Estate Holdings. Journal of Real Estate Research 40, 475-522.

  18. Spillovers of Non-Fundamental Risks 211 Dimson, E. (1979). Risk Measurement When Shares Are Subject to Infrequent Trading. Journal of Financial Economics 7, 197-226.

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  20. Vijh, A.M. (1994). S&P 500 Trading Strategies and Stock Betas. The Review of Financial Studies 7, 215-251.

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