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Analyst Activity and Firm Value: Evidence from the REIT Sector. (2007). devos, erik ; Ong, Seow ; Spieler, Andrew.
In: The Journal of Real Estate Finance and Economics.
RePEc:kap:jrefec:v:35:y:2007:i:3:p:333-356.

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Cited: 32

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  1. REIT Chief Executive Officer (CEO) Compensation in the New Era. (2024). Feng, Zifeng ; Wu, Zhonghua ; Hardin, William G.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:69:y:2024:i:4:d:10.1007_s11146-022-09892-2.

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  2. Information Frictions in Real Estate Markets: Recent Evidence and Issues. (2023). Zhou, Tingyu ; Broxterman, Daniel.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:66:y:2023:i:2:d:10.1007_s11146-022-09918-9.

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  3. Narrative Investment-Risk Disclosure & REIT Investment. (2023). Wiley, Jonathan A ; Kim, Dongshin ; Lim, Dongkuk.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:66:y:2023:i:2:d:10.1007_s11146-021-09819-3.

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  4. The bright side of analyst coverage on corporate innovation: Evidence from China. (2023). Wang, Yiru ; Zhang, Ping.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003071.

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  5. Too transparent for signalling? A global analysis of bond issues by property companies. (2023). Bossong, Paul ; Steinhardt, Marcel ; Berninger, Marc ; Schiereck, Dirk.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:63:y:2023:i:3:p:3125-3145.

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  6. The relative performance of green REITs: Evidence from financial analysts’ forecasts and abnormal returns. (2022). Desfleurs, Aurelie ; Coen, Alain.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002427.

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  7. The Information Content of NAV Estimates. (2021). Chacon, Ryan G ; Pukthuanthong, Kuntara ; French, Dan W.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:63:y:2021:i:4:d:10.1007_s11146-020-09760-x.

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  8. Institutional common ownership and firm value: Evidence from real estate investment trusts. (2021). Zhou, Tingyu ; Ling, David ; Wang, Chongyu.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:49:y:2021:i:1:p:187-223.

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  9. Are REIT Investors Overly Optimistic after Equity Offerings?: Evidence from Analyst Forecast Errors. (2019). devos, erik ; Ong, Seow Eng ; Spieler, Andrew C.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:59:y:2019:i:2:d:10.1007_s11146-017-9608-1.

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  10. Information Asymmetry and REIT Capital Market Access. (2019). devos, erik ; Ong, Seow Eng ; Spieler, Andrew C.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:59:y:2019:i:1:d:10.1007_s11146-018-9678-8.

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  11. The Information Content of Analysts Net Asset Value Estimates: The Case of Real Estate Investment Trusts (REITs). (2018). Chacon, Ryan ; Pukthuanthong, Kuntara ; French, Dan.
    In: ERES.
    RePEc:arz:wpaper:eres2018_82.

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  12. An Anatomy of the Interrelationship between Equity and Mortgage REITs. (2017). Zhou, Tingyu ; Zhang, Ying ; Prombutr, Wikrom ; Hansz, Andrew J.
    In: International Real Estate Review.
    RePEc:ire:issued:v:20:n:03:2017:p:287-324.

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  13. Investor attention and the expected returns of reits. (2017). Nafar, Nadia ; Yung, Kenneth.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:48:y:2017:i:c:p:423-439.

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  14. The Performance of REIT Acquirers in the Post-Merger Period. (2017). Dimovski, Bill ; Keneley, Monica ; Ratcliffe, Chris.
    In: ERES.
    RePEc:arz:wpaper:eres2017_43.

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  15. Are REIT Investors Overly Optimistic after Equity Offerings?: Evidence from Analyst Forecast Errors. (2017). Ong, Seow Eng ; devos, erik ; Spieler, Andrew.
    In: ERES.
    RePEc:arz:wpaper:eres2017_129.

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  16. REITs and market friction. (2016). Blau, Benjamin ; Hill, Matthew ; Egginton, Jared.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:46:y:2016:i:1:p:1-24.

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  17. REITs and market friction. (2016). Hill, Matthew ; Egginton, Jared F ; Blau, Benjamin.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:46:y:2016:i:1:d:10.1007_s11156-014-0459-z.

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  18. Who Follows REITs?. (2016). Ong, Seow Eng ; devos, erik ; Spieler, Andrew C.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:38:n:1:2016:p:129-164.

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  19. CEO overconfidence and financial policies of real estate investment trusts (REITs). (2015). Sun, Qian Susan ; Yung, Kenneth ; Li, Deqing Diane.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:32:y:2015:i:4:p:384-406.

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  20. A Comparative Anatomy of Residential REITs and Private Real Estate Markets: Returns, Risks and Distributional Characteristics. (2015). cotter, john ; Roll, Richard.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:43:y:2015:i:1:p:209-240.

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  21. Naked Short Selling and the Market Impact of Fails-to-Deliver: Evidence from the Trading of Real Estate Investment Trusts. (2014). McInish, Thomas ; devos, erik ; McKenzie, Michael ; Upson, James.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:49:y:2014:i:4:p:454-476.

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  22. Institutional Ownership and the Dynamics of Trading Volume around FFO Announcements. (2014). Seagraves, Philip ; Gyamfi-Yeboah, Frank ; Ziobrowski, Alan.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:49:y:2014:i:1:p:73-90.

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  23. Real Estate Mutual Funds: Herding, Momentum Trading and Performance. (2014). Ro, Seunghan ; Gallimore, Paul.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:42:y:2014:i:1:p:190-222.

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  24. REIT Momentum and Characteristic-Related REIT Returns. (2013). Whitby, Ryan ; Goebel, Paul ; Mercer, Jeffrey ; Harrison, David.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:47:y:2013:i:3:p:564-581.

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  25. Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence. (2013). Glascock, John ; Alcock, Jamie ; Steiner, Eva.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:47:y:2013:i:3:p:434-465.

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  26. Analyst Forecasting Errors in REITs. (2013). Chen, Haiwei ; Jin, Changha ; Chua, Ansley.
    In: International Real Estate Review.
    RePEc:ire:issued:v:16:n:01:2013:p:48-67.

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  27. Information Asymmetry and Corporate Liquidity Management: Evidence from Real Estate Investment Trusts. (2012). Hardin, William ; Wu, Zhonghua ; An, Heng.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:45:y:2012:i:3:p:678-704.

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  28. Reits’ Price Reaction to Unexpected FFO Announcements. (2012). Lambert, Lisa ; Gyamfi-Yeboah, Frank ; Ziobrowski, Alan.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:45:y:2012:i:3:p:622-644.

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  29. Earnings Conference Call Content and Stock Price: The Case of REITs. (2012). Doran, James ; Price, S. ; Peterson, David.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:45:y:2012:i:2:p:402-434.

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  30. Institutional Investors and Firm Efficiency of Real Estate Investment Trusts. (2012). Hung, Szu-Yin ; Fung, Scott ; Chung, Richard.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:45:y:2012:i:1:p:171-211.

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  31. Information, uncertainty, and behavioral effects: Evidence from abnormal returns around real estate investment trust earnings announcements. (2012). Ling, David ; Gyamfi-Yeboah, Frank ; Naranjo, Andy.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:7:p:1930-1952.

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  32. REIT Short Sales and Return Predictability. (2011). Blau, Benjamin ; Hill, Matthew ; Wang, Hao.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:42:y:2011:i:4:p:481-503.

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  23. Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market. (2002). Miguel Angel A. Martinez, ; Rubio, Gonzalo ; Nieto, Belen.
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  25. The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ. (2002). Gravelle, Toni.
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  26. Liquidity Shocks, Systemic Risk, and Market Collapse: Theory and Application to the Market for Perps. (2001). Herring, Richard J. ; Fernando, Chitru S..
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  28. Liquidity Risk and Expected Stock Returns. (2001). Stambaugh, Robert ; Pastor, Lubos.
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  29. Common determinants of bond and stock market liquidity: the impact of financial crises, monetary policy, and mutual fund flows. (2001). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
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  30. Mexican treasury securities primary auctions. (2001). Castellanos, Sara.
    In: Theory workshop papers.
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  31. A New Empirical Study of the Mexican Treasury Securities Primary Auctions: Is there more underpricing?. (2001). Castellanos, Sara.
    In: Levine's Working Paper Archive.
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  32. The Emerging Landscape for Retail E-Commerce. (2001). Bakos, Yannis.
    In: Journal of Economic Perspectives.
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  33. What Makes Stock Exchanges Succeed? Evidence from Cross-Listing Decisions. (2000). Zechner, Josef ; Pagano, Marco ; Randl, Otto ; Roell, Ailsa A..
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  34. The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves. (2000). Richardson, Matthew ; Ofek, Eli.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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  35. Credit scoring and mortgage securitization: do they lower mortgage rates?. (2000). Passmore, Wayne ; Sparks, Roger ; Heuson, Andrea.
    In: Finance and Economics Discussion Series.
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  36. The role of financial reporting in reducing financial risks in the market. (2000). KOTHARI, S. P..
    In: Conference Series ; [Proceedings].
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  37. Transaction-cost Expenditures and the Relative Performance of Mutual Funds. (1999). Edelen, Roger M. ; John M. R. Chalmers, ; Kadlec, Gregory B..
    In: Center for Financial Institutions Working Papers.
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  38. Globalization of Equity Markets and the Cost of Capital. (1999). Stulz, René.
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    In: Rodney L. White Center for Financial Research Working Papers.
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  40. Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses. (1999). Garbade, Kenneth ; Bennett, Paul ; Kambhu, John.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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  41. Liquidity in U.S. fixed income markets: a comparison of the bid-ask spread in corporate, government and municipal bond markets. (1999). Sarkar, Asani ; Chakravarty, Sugato.
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    In: Finance.
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  43. Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares. (1998). Sarkar, Asani ; Chakravarty, Sugato ; Wu, Lifan.
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  44. Equilibrium liquidity premia. (1998). Yu, Dahai.
    In: International Finance Discussion Papers.
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  45. Trading Turnover and Expected Stock Returns: The Trading Frequency Hypothesis and Evidence from the Tokyo Stock Exchange. (1997). Hu, Shing-Yang.
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  47. Solving an empirical puzzle in the capital asset pricing model. (1996). Akhavein, Jalal ; P. A. V. B. Swamy, ; Leusner, John.
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    In: QEH Working Papers.
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  50. A Survey of the Econometric Literature on the Real Effects of International Capital Flows in Lower Income Countries. (). Durham, J. Benson.
    In: QEH Working Papers.
    RePEc:qeh:qehwps:qehwps50.

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