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Our data says that the document:

Masud, Alam. (2024) Volatility in U.S. Housing Sector and the REIT Equity Return.
In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09897-x.

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cites:

Cenesizoglu, T., & Timmermann, A. (2007). Predictability of stock returns: a quantile regression approach. Technical report, Technical Report, Cirano. Retrieved from https://cirano.qc.ca/realisations/grandes_conferences/methodes_econometriques/mai07/timmermann.pdf . Accessed 12/31/2019.

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