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Leverage and Returns: A Cross-Country Analysis of Public Real Estate Markets. (2015). Ling, David ; Giacomini, Emanuela ; Naranjo, Andy.
In: The Journal of Real Estate Finance and Economics.
RePEc:kap:jrefec:v:51:y:2015:i:2:p:125-159.

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Cited: 20

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  1. Leverage risk and REIT returns. (2025). Guardiola, Philippe ; Con, Alain.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325003964.

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  2. REITs’ Stock Return Volatility: Property Market Risk Versus Equity Market Risk. (2024). Zhu, Bing ; Li, Lingxiao.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09901-4.

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  3. Empirical Analysis of Turkish Banking Sector Institutional and Macroeconomic Determinants of Risks. (2024). Basar, Selim ; Akyol, Hikmet.
    In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi.
    RePEc:ist:journl:v:73:y:2024:i:1:p:59-98.

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  4. Banking Relationships and Financing Decisions of REITs. (2024). Chang, Yuanchen ; Hsieh, Yi-Ting ; Seah, Kiat Ying.
    In: International Real Estate Review.
    RePEc:ire:issued:v:27:n:01:2024:p:1-32.

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  5. ESG components and equity returns: Evidence from real estate investment trusts. (2024). , Louis ; Shen, Jianfu ; Fan, Kwok Yuen.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006483.

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  6. Housing Risk and Returns in Submarkets with Spatial Dependence and Heterogeneity. (2023). Morawakage, P S ; Earl, G ; Roca, E ; Liu, B ; Omura, A.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:67:y:2023:i:4:d:10.1007_s11146-021-09877-7.

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  7. Operating Lease as Alternative Financing for REITs: a Viable Strategy or a Sign of Trouble?. (2022). devos, erik ; Li, HE ; Tsang, Desmond.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:65:y:2022:i:2:d:10.1007_s11146-021-09820-w.

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  8. Betting Against the Sentiment in REIT NAV Premiums. (2022). Sirmans, Stacy G ; Letdin, Mariya.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:64:y:2022:i:4:d:10.1007_s11146-020-09803-3.

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  9. Exploring a Three-Factor Dependence Structure of Conditional Volatilities: Some Quantile Regression Evidence from Real Estate Investment Trusts. (2022). Liow, Kim.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:234-:d:824016.

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  10. Listed real estate futures trading, market efficiency, and direct real estate linkages: International evidence. (2022). Stevenson, Simon ; Cho, Hyunbum ; Lee, Chyi Lin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000961.

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  11. Distress Risk and Stock Returns on Equity REITs. (2021). Shen, Jianfu.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:62:y:2021:i:3:d:10.1007_s11146-020-09756-7.

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  12. Co-movement between the US and the securitised real estate markets of the Asian-Pacific economies. (2019). Liow, Kim ; Zhou, Xiaoxia ; Huang, Yuting.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:36:y:2019:i:1:p:27-58.

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  13. The Rate of Return on Everything, 1870–2015. (2019). Taylor, Alan ; Schularick, Moritz ; Knoll, Katharina ; Jorda, Oscar ; Kuvshinov, Dmitry.
    In: The Quarterly Journal of Economics.
    RePEc:oup:qjecon:v:134:y:2019:i:3:p:1225-1298..

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  14. Bank Risk Dynamics and Distance to Default. (2019). Purnanandam, Amiyatosh ; Nagel, Stefan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25807.

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  15. On the Determinants of REIT Capital Structure: Evidence from around the World. (2019). Dogan, Yunus Yasin ; Petrova, Milena ; Ghosh, Chinmoy.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:59:y:2019:i:2:d:10.1007_s11146-018-9687-7.

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  16. Bank Risk Dynamics and Distance to Default. (2019). Purnanandam, Amiyatosh ; Nagel, Stefan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13715.

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  17. Fundamental Drivers of Dependence in REIT Returns. (2018). Alcock, Jamie ; Steiner, Eva.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:57:y:2018:i:1:d:10.1007_s11146-016-9562-3.

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  18. Boards of directors and firm leverage: Evidence from real estate investment trusts. (2018). Doan, Trang ; Nguyen, Nga Q.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:51:y:2018:i:c:p:109-124.

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  19. The Consequences of REIT Index Membership for Return Patterns. (2018). wachter, susan ; Steiner, Eva ; Pavlov, Andrey.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:46:y:2018:i:1:p:210-250.

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  20. Why Do Overconfident REIT CEOs Issue More Debt? Mechanisms and Value Implications. (2017). Keng, Kelvin Jui.
    In: Abacus.
    RePEc:bla:abacus:v:53:y:2017:i:3:p:319-348.

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    RePEc:bla:abacus:v:53:y:2017:i:3:p:319-348.

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  34. Unexpected Inflation, Capital Structure, and Real Risk-adjusted Firm Performance. (2017). Alcock, Jamie ; Steiner, Eva.
    In: Abacus.
    RePEc:bla:abacus:v:53:y:2017:i:2:p:273-298.

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  35. Corporate Behaviour and Market Integration: Evidence from the Asia-Pacific Real Estate Market. (2016). Ma, Guojie.
    In: PhD Thesis.
    RePEc:uts:finphd:35.

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  36. Corporate Behaviour and Market Integration: Evidence from the Asia-Pacific Real Estate Market. (2016). Ma, Guojie.
    In: PhD Thesis.
    RePEc:uts:finphd:3-2016.

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  37. A contemporary view of corporate finance theory, empirical evidence and practice. (2016). faff, robert.
    In: Australian Journal of Management.
    RePEc:sae:ausman:v:41:y:2016:i:4:p:662-686.

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  38. Malaysia REITs: First Decade Development and Returns Characteristics. (2016). Wong, Yuen Meng.
    In: International Real Estate Review.
    RePEc:ire:issued:v:19:n:03:2016:p:371-409.

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  39. The Role of Sponsors and External Management on the Capital Structure of Asian-Pacific REITs: The Case of Australia, Japan, and Singapore. (2016). Leung, Charles ; Gao, Yanmin ; Kaul, Mayank ; Chen, Dong ; Tsang, Desmond.
    In: International Real Estate Review.
    RePEc:ire:issued:v:19:n:02:2016:p:197-221.

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  40. Short-selling pressure and last-resort debt finance: evidence from 144A high-yield risk-adjusted debt. (2016). faff, robert ; Keng, Kelvin Jui ; Walsh, Kathy ; Lee, Jia Min.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:56:y:2016:i:4:p:1149-1185.

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  41. 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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  42. Property-type diversification and REIT performance: an analysis of operating performance and abnormal returns. (2015). Anderson, Randy ; Hurst, Matthew ; Benefield, Justin.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:39:y:2015:i:1:p:48-74.

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  43. Public Real Estate and the Term Structure of Interest Rates: A Cross-Country Study. (2015). Stevenson, Simon ; Akimov, Alexey ; Zagonov, Maxim.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:51:y:2015:i:4:p:503-540.

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  44. Leverage and Returns: A Cross-Country Analysis of Public Real Estate Markets. (2015). Ling, David ; Giacomini, Emanuela ; Naranjo, Andy.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:51:y:2015:i:2:p:125-159.

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  45. The Role of Sponsor and External Management on the Capital Structure of Asian-Pacific REITs: The Case of Australia, Japan, and Singapore. (2015). Leung, Charles ; Gao, Yanmin ; Kaul, Mayank ; Chen, Dong ; Tsang, Desmond ; Charles Ka Yui Leung, .
    In: ISER Discussion Paper.
    RePEc:dpr:wpaper:0920.

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  46. Threshold Effects in the Relationships of REITs and Other Financial Securities in Developed Countries. (2015). Lee, Wo-Chiang ; Lin, Hui-Na.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2015:p:426-438.

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  47. Real Estate Markets and Uncertainty Shocks: A Variance Causality Approach. (2014). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Ajmi, Ahdi Noomen ; Economou, Fotini.
    In: Working Papers.
    RePEc:pre:wpaper:201436.

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  48. The role of sponsor and external management on the capital structure of Asian-Pacific REITs: the case of Australia, Japan, and Singapore. (2014). Leung, Charles ; Gao, Yanmin ; Kaul, Mayank ; Leung, Charles Ka Yui, ; Chen, Dong ; Tsang, Desmond.
    In: MPRA Paper.
    RePEc:pra:mprapa:60490.

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  49. 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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  50. The asymmetric price adjustment between REIT and stock markets in Asia-Pacific markets. (2013). Chiang, Shu-Ling ; Tsai, Ming-Shann.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:32:y:2013:i:c:p:91-99.

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  51. Financing of Low-Rent Housing REITs in China. (2013). Di, WU ; Xiuting, LI ; Xiaoxin, Liu ; Jichang, Dong.
    In: Journal of Systems Science and Information.
    RePEc:bpj:jossai:v:1:y:2013:i:1:p:1-21:n:1.

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  52. REIT modified duration and convexity. (2012). Pattitoni, Pierpaolo ; Spisni, Massimo ; Petracci, Barbara.
    In: Economics and Business Letters.
    RePEc:ove:journl:aid:9522.

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  53. Time dependent behavior of the Asian and the US REITs around the subprime crisis. (2012). Chang, Chien-Yun.
    In: Journal of Property Investment & Finance.
    RePEc:eme:jpifpp:v:30:y:2012:i:3:p:282-303.

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  54. The nonlinear effects of expected and unexpected components of monetary policy on the dynamics of REIT returns. (2011). Chang, Kuang-Liang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:911-920.

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  55. Equity and fixed income markets as drivers of securitised real estate. (2009). Stevenson, Simon ; Gerlach, Richard ; Zurbruegg, Ralf ; Wilson, Patrick J ; Cheong, Chee Seng.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:18:y:2009:i:2:p:103-111.

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  56. An analysis of the long‐run impact of fixed income and equity market performance on Australian and UK securitised property markets. (2009). Cheong, Chee Seng.
    In: Journal of Property Investment & Finance.
    RePEc:eme:jpifpp:v:27:y:2009:i:3:p:259-276.

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  57. Equity and fixed income markets as drivers of securitised real estate. (2009). Wilson, Patrick ; Stevenson, Simon ; Gerlach, Richard ; Zurbruegg, Ralf ; Cheong, Chee Seng.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:18:y:2009:i:2:p:103-111.

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  58. Monetary Shocks and REIT Returns. (2007). Stevenson, Simon ; O'Reilly, Gerard ; Bredin, Don.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:35:y:2007:i:3:p:315-331.

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  59. REIT Characteristics and Predictability. (2007). Roulac, Stephen E. ; Cheng, Ping.
    In: International Real Estate Review.
    RePEc:ire:issued:v:10:n:02:2007:p:23-41.

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  60. The Information Content of the 1999 Announcement of Funds from Operations (FFO) Changes for Real Estate Investment Trusts. (2006). Van Ness, Robert A. ; Ott, Richard L. ; Higgins, Eric J..
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:28:n:3:2006:p:241-256.

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  61. Ownership Dynamics of REITs. (2005). Edelstein, Robert ; Wonder, Nicholas ; Uroevi, Branko.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:30:y:2005:i:4:p:447-466.

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  62. REIT and REOC Systematic Risk Sensitivity. (2004). Dickens, Ross ; Delcoure, Natalya.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:26:n:3:2004:p:237-254.

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  63. International Evidence of the Predictability of Prices of Securititised Real Estate Assets: Econometric Models versus Neural Networks. (2001). Brooks, Chris ; Tsolacos, Sotiris.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2001-08.

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