1. Volatility Spillover Effects in East Asian Capital Markets: A Case Study of the Real Estate Sectors. (2010). Lestari, Esta .
   In: Economics and Finance in Indonesia.
   RePEc:lpe:efijnl:201003.

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1. Barkham, R. & Geltner, D. (1995). Price Discovery in American and British Property Markets, Real Estate Economics, 23, 21-44.

2. Chopra, V.K. and Ziemba, W.T. (1993) The Effect of Errors in Means, Variances and Covariances on Optimal Portfolio Choice, Journal of Portfolio Management, Winter, 6-11.
   Paper not yet in RePEc: Add citation now
   

3. Hoesli, M., Lekander, J. & Witkiewicz, W. (2004). International Evidence on Real Estate as a Portfolio Diversifier, Journal of Real Estate Research, 26, 161-206.

4. Stevenson, S. (2001b). The Long-Term Advantages of Incorporating Indirect Securities in Direct Real Estate Portfolios, Journal of Real Estate Portfolio Management, 7, 5-16.
   Paper not yet in RePEc: Add citation now
   

1. Using Revisions as a Measure of Price Index Quality in Repeat-Sales Models. (2020). White, Robert ; Francke, Marc ; Geltner, David ; Minne, Alex.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:60:y:2020:i:4:d:10.1007_s11146-018-9692-x.

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2. Depreciation-Related Capital Gains, Differential Tax Rates, and the Market Value of Real Estate Investment Trusts. (2018). Price, Mckay S ; French, Dan W.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:57:y:2018:i:1:d:10.1007_s11146-016-9568-x.

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3. The Anatomy of Public and Private Real Estate Return Premia. (2018). Kroencke, Tim ; Schindler, Felix ; Steininger, Bertram I.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:56:y:2018:i:3:d:10.1007_s11146-017-9646-8.

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4. Can Investors Hold More Real Estate? Evidence from Statistical Properties of Listed REIT versus Non-REIT Property Companies in the U.S.. (2018). Zhou, Tingyu ; Zhang, Ying ; Prombutr, Wikrom ; Glascock, John L.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:56:y:2018:i:2:d:10.1007_s11146-017-9601-8.

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5. 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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6. Cyclical co-movements of private real estate, public real estate and equity markets: A cross-continental spectrum. (2017). Xiao, Qin ; Devaney, Steven.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:42-43:y:2017:i::p:132-151.

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7. Forward Curve Risk Factors Analysis in the UK Real Estate Market. (2016). Essafi, Yasmine ; Drouhin, Pierre-Arnaud ; Simon, Arnaud.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:53:y:2016:i:4:d:10.1007_s11146-015-9534-z.

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8. The impacts of the 2008 and 2011 crises on the Japan REIT market. (2016). Li, Kui-Wai ; Miyakoshi, Tatsuyoshi ; Shimada, Junji.
   In: Journal of the Japanese and International Economies.
   RePEc:eee:jjieco:v:41:y:2016:i:c:p:30-40.

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9. Information Diffusion in the U.S. Real Estate Investment Trust Market. (2015). Mori, Masaki.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:51:y:2015:i:2:p:190-214.

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10. Intercity Information Diffusion and Price Discovery in Housing Markets: Evidence from Google Searches. (2015). Wu, Jing ; Deng, Yongheng.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:50:y:2015:i:3:p:289-306.

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11. Does Property Transaction Matter in Price Discovery in Real Estate Markets? Evidence from International Firm Level Data. (2014). Cheung, M ; Lei, C.
    In: ERES.
    RePEc:arz:wpaper:eres2014_195.

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12. Search for a Common Factor in Public and Private Real Estate Returns. (2013). Ang, Andrew ; Wald, Sam ; Nabar, Neil .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19194.

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13. Who Says there is a High Consensus Among Analysts when Market Uncertainty is High? Some New Evidence from the Commercial Real Estate Market. (2013). Shilling, James ; Sirmans, C. ; Slade, Barrett.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:47:y:2013:i:4:p:688-718.

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14. On Indexing Commercial Real Estate Properties and Portfolios. (2013). Coulson, N. Edward ; Boudry, Walter ; Kallberg, Jarl ; Liu, Crocker.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:47:y:2013:i:4:p:617-639.

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15. Do Public Real Estate Returns Really Lead Private Returns?. (2013). Oikarinen, Elias ; Hoesli, Martin ; Serrano, Camilo.
    In: ERES.
    RePEc:arz:wpaper:eres2013_145.

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16. Fractional Cointegration Analysis of Securitized Real Estate. (2012). Hoesli, Martin ; Serrano, Camilo.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:44:y:2012:i:3:p:319-338.

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17. Information Uncertainty and the Post-Earnings-Announcement Drift Anomaly: Insights from REITs. (2012). Price, S. ; Gatzlaff, Dean ; Sirmans, C..
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:44:y:2012:i:1:p:250-274.

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18. Linkages between international REITs: the role of economic factors. (2012). Milunovich, George ; Liu, Jing.
    In: Journal of Property Investment & Finance.
    RePEc:eme:jpifpp:v:30:y:2012:i:5:p:473-492.

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19. Are REITs real estate? Evidence from international sector level data. (2012). Oikarinen, Elias ; Hoesli, Martin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:7:p:1823-1850.

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20. Caractéristiques statistiques et dynamique de prix des produits dérivés immobiliers. (2012). Batsch, Laurent ; Drouhin, Pierre-Arnaud.
    In: Economics Thesis from University Paris Dauphine.
    RePEc:dau:thesis:123456789/10918.

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21. A Pricing Framework for Real Estate Derivatives. (2012). Shiller, Robert ; Fabozzi, Frank ; Tunaru, Radu S.
    In: European Financial Management.
    RePEc:bla:eufman:v:18:y:2012:i:5:p:762-789.

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22. Dynamics of commercial real estate asset markets, return volatility and the investment horizon. (2011). Sebastian, Steffen ; Rehring, Christian .
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:28:y:2011:i:4:p:291-315.

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23. Modelling Price Movements in Housing Micro Markets. (2011). .
    In: Urban Studies.
    RePEc:sae:urbstu:v:48:y:2011:i:9:p:1853-1874.

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24. Housing and equity bubbles: Are they contagious to REITs?. (2011). Ward, Charles ; Brooks, Chris ; Nneji, Ogonna.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2011-11.

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25. A Comparison of Alternative Forecast Models of REIT Volatility. (2011). Zhou, Jian ; Kang, Zhixin.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:42:y:2011:i:3:p:275-294.

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26. Price Discovery in Real Estate Markets: A Dynamic Analysis. (2011). Yildirim, Yildiray ; Yavas, Abdullah.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:42:y:2011:i:1:p:1-29.

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27. Real Estate Market Efficiency. A Survey of Literature.. (2009). Maier, Gunther ; Herath, Shanaka.
    In: SRE-Discussion Papers.
    RePEc:wiw:wus009:402.

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28. Real Estate Market Efficiency: A Survey of Literature. (2009). Maier, Gunther ; Herath, Shanaka.
    In: SRE-Disc.
    RePEc:wiw:wiwsre:sre-disc-2009_07.

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29. Discovering REIT Price Discovery: A New Data Setting. (2009). Chiang, Kevin.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:39:y:2009:i:1:p:74-91.

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30. Linkages Between Direct and Securitized Real Estate. (2009). Hoesli, Martin ; Serrano, Camilo.
    In: Swiss Finance Institute Research Paper Series.
    RePEc:chf:rpseri:rp0926.

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31. Evolution of the American Real Estate and Urban Economics Association1. (2009). Thibodeau, Thomas ; hendershott, patric ; Smith, Halbert C..
    In: Real Estate Economics.
    RePEc:bla:reesec:v:37:y:2009:i:4:p:559-598.

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32. Dynamic relationship between stock and property markets. (2006). Liow, Kim.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:5:p:371-376.

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33. Multivariate Modeling of Daily REIT Volatility. (2006). Stevenson, Simon ; cotter, john.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:32:y:2006:i:3:p:305-325.

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34. Considerations in the Design and Construction of Investment Real Estate Research Indices. (2006). Ling, David ; Geltner, David.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:28:n:4:2006:p:411-444.

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35. Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets. (2006). Wilson, Patrick ; Gerlach, Richard ; Zurbruegg, Ralf.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:6:p:974-991.

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36. Diversification when It Hurts? The Joint Distributions of Real Estate and Equity Markets1. (2005). Lizieri, Colin ; Satchell, Stephen ; Knight, John.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:22:y:2005:i:4:p:309-323.

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37. Multivariate Modeling of Daily REIT Volatility. (2005). Stevenson, Simon ; cotter, john.
    In: MPRA Paper.
    RePEc:pra:mprapa:3524.

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38. Common risk factors and risk premia in direct and securitized real estate markets. (2004). Sing, Tien Foo.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:21:y:2004:i:3:p:189-207.

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39. The Case for REITs in the Mixed-Asset Portfolio in the Short and Long Run. (2004). Stevenson, Simon ; Lee, Stephen.
    In: Real Estate & Planning Working Papers.
    RePEc:rdg:repxwp:rep-wp2004-06.

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40. International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature. (2003). Wilson, Patrick ; Zurbruegg, Ralf.
    In: Working Paper Series.
    RePEc:uts:wpaper:126.

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41. Investor psychology in capital markets: evidence and policy implications. (2002). Teoh, Siew Hong ; Hirshleifer, David ; Daniel, Kent.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:49:y:2002:i:1:p:139-209.

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42. Hedging Housing Risk. (2002). Englund, Peter ; Hwang, Min ; Quigley, John M..
    In: Berkeley Program on Housing and Urban Policy, Working Paper Series.
    RePEc:cdl:bphupl:qt06t5d6v0.

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43. 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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44. Investor Psychology and Asset Pricing. (2001). Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:5300.

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45. Hedging Housing Risk. (2001). Englund, Peter ; Hwang, Min.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0002.

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46. The dynamics of the Singapore commercial property market. (2000). Liow, Kim.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:17:y:2000:i:4:p:279-291.

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47. Inflation risk analysis of European real estate securities. (2000). Sebastian, Steffen ; Maurer, Raimond.
    In: Papers.
    RePEc:mnh:spaper:2834.

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48. Real Interest Regimes and Real Estate Performance: A Comparison of UK and US Markets. (1998). Worzala, Elaine ; Lizieri, Colin ; Satchell, Steven ; Dacco, Roberto.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:16:n:3:1998:p:339-356.

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49. Information asymmetry, long-run relationship and price discovery in property investment markets. (1997). Wang, Peijie ; Matysiak, George ; Lizieri, Colin.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:3:y:1997:i:3:p:261-275.

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50. A Fundamental Comparison of International Real Estate Returns. (1997). Canter, Todd A. ; Joseph L. Pagliari, Jr., ; Webb, James R. ; Lieblich, Frederich.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:13:n:3:1997:p:317-348.

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