Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Daniel Huerta-Sanchez"'
Publikováno v:
Journal of Real Estate Practice and Education. 25
Publikováno v:
The Quarterly Review of Economics and Finance. 76:357-367
This paper examines the occurrence of price bubbles in equity real estate investment trusts (REITs) classified by property types. We employ the Generalized Supremum Augmented Dickey–Fuller (GSADF) methodology to a sample spanning January 1980 to De
Publikováno v:
Applied Economics. 52:3291-3307
We examine the impact of Real Estate Investment Trust (REIT) Exchange Traded Fund (ETF) inceptions on the valuation, ownership structure, and liquidity of the U.S. REIT market. We posit that the re...
Publikováno v:
Journal of Housing Research. 28:164-179
This study uses econometric techniques to search for discrete structural changes in residential pricing equations. The study looks specifically at house pricing during the recent financial crisis t...
Autor:
Diego Escobari, Daniel Huerta-Sanchez
Publikováno v:
Financial Markets and Portfolio Management. 32:239-274
REIT characteristics pose unique risks and benefits to investors who seek liquid diversification and hedging vehicles to complement their portfolios. This paper tests for the asymmetric effect of individual and institutional investor sentiment on REI
Publikováno v:
Journal of Housing Research. 27:159-182
Prior research finds that non-primary residences will have higher mortgage default rates and foreclosure rates than first homes. We investigate sub-markets with high concentrations of non-...
Publikováno v:
The Journal of Trading.
The authors analyze voting results for capital allocations from a student-managed fund over a period of three academic years. Primarily, they test for impacts of current and recent market activity on student votes. The fund is managed under the princ
Publikováno v:
The Journal of Investing. 24:90-111
This article examines whether investors can execute profitable momentum strategies using Shari’ah-compliant stocks to enhance returns. We find no significant profits from either the traditional return-based momentum strategy or the turnover-based m
Publikováno v:
SSRN Electronic Journal.
We examine the differing influences of equity and asset acquisitions in Real Estate Investment Trusts (REITs) considering the prevalence of REIT asset acquisitions as frequent and major investment decisions. We examine the impact of asset purchase an
Publikováno v:
Journal of Real Estate Portfolio Management. 18:155-167
We evaluate real estate investment trust (REIT) long-run return performance after debt issuances. Our results suggest no abnormal returns for REITs following debt issues. Only REITs issuing debt in...