Zobrazeno 1 - 10
of 48
pro vyhledávání: '"Kevin C.H. Chiang"'
Publikováno v:
Journal of Real Estate Research. 40:241-266
Real estate investment trusts (REITs) exhibit a wide variety of ownership structures but most are entrepreneurially controlled by founders or families. We investigate the relation between REIT owne...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ee65f760f755f6bba57b6fd05ce04182
https://doi.org/10.1080/10835547.2018.12091499
https://doi.org/10.1080/10835547.2018.12091499
Publikováno v:
Journal of Business Ethics. 155:463-478
Corporate social responsibility (CSR) involvement and disclosure has been becoming increasingly popular among US public firms, including those that qualify as real estate investment trusts (REITs). This paper aims to discover the relationship between
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c03957bc55eabb264ebcfa9e2fb66336
https://doi.org/10.1007/s10551-017-3535-1
https://doi.org/10.1007/s10551-017-3535-1
Autor:
Kevin C.H. Chiang
Publikováno v:
Journal of Real Estate Research. 37:173-190
In this study, I investigate the informational content in the dividend yields of equity real estate investment trusts (REITs). The findings show that during the vintage REIT era, 1980–1992, expecte...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::69521f1f49c16e508cda3541ce5e02a4
https://doi.org/10.1080/10835547.2015.12091411
https://doi.org/10.1080/10835547.2015.12091411
Publikováno v:
Pacific Rim Property Research Journal. 18:35-48
This study investigates the intra-industry effects of cash dividend announcements for U.S. real estate investment trusts (REITs). That is, based on the market model framework, this study examines whether a change in an announcing REIT’s dividends h
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cf9faccdb7704d50a1c438bdf0a152ac
https://doi.org/10.1080/14445921.2012.11104349
https://doi.org/10.1080/14445921.2012.11104349
Publikováno v:
Applied Economics Letters. 17:1633-1640
This study examines the linkage between mortgage Real Estate Investment Trust (REIT) returns and the private real estate factor. The results show that real estate sensitivities of mortgage REITs are time varying and have been significant since 2000.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a9b569e7ba970987f28049d70e730234
https://doi.org/10.1080/13504850903120667
https://doi.org/10.1080/13504850903120667
Autor:
Kevin C.H. Chiang, Ming-Long Lee
Publikováno v:
Journal of Property Investment & Finance. 28:454-465
PurposeThe US real estate investment trust (REIT) market experienced a structural change in the early 1990s. This paper aims to examine the following two issues: is the equity REIT market movement positively linked with the stock market movement in t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c28c03ec147c767f5a6cd38cf605a49b
https://doi.org/10.1108/14635781011080302
https://doi.org/10.1108/14635781011080302
Autor:
Kevin C.H. Chiang
Publikováno v:
Journal of Real Estate Research. 32:187-200
This study examines the comovement of equity real estate investment trust (REIT) prices in both the vintage (1980–1991) and the new (1992–2004) REIT eras. The results indicate that the comovement of equity REIT prices within the same pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7b33f98c94924b4ecda9761efa7664e9
https://doi.org/10.1080/10835547.2010.12091273
https://doi.org/10.1080/10835547.2010.12091273
Publikováno v:
Journal of Property Research. 26:349-366
Investors are told to hold a well‐diversified portfolio; when everyone does so, idiosyncratic risk is diversified away and does not enter the pricing equation in equilibrium. This study finds that the idiosyncratic risk of real estate investment tr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c001790f10f4a6c2f5cbaa51dae7d255
https://doi.org/10.1080/09599916.2009.485418
https://doi.org/10.1080/09599916.2009.485418
Autor:
Kevin C.H. Chiang, Xiyu Zhou
Publikováno v:
Accounting & Finance. 49:481-503
This study examines pairs of asset allocation mutual funds that are controlled for all informational attributes, except for the level of risk aversion. Standard mean-variance models of portfolio choice suggest that the percentage rebalancing of commo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f3bc7e4e62db9107c5b81f5acf5fac95
https://doi.org/10.1111/j.1467-629x.2009.00300.x
https://doi.org/10.1111/j.1467-629x.2009.00300.x
Autor:
Ming-Long Lee, Kevin C.H. Chiang
Publikováno v:
The Journal of Real Estate Finance and Economics. 41:320-338
This study investigates the role of correlated trading by individuals in setting equity real estate investment trust (REIT) prices. Consistent with existing literature, this study finds that there is a common element in correlated trades that drives
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d0a98d3cf5d648b2f830f021aea254fb
https://doi.org/10.1007/s11146-009-9168-0
https://doi.org/10.1007/s11146-009-9168-0