Do Traditional Real Estate ETFs Increase the Volatility of REITs?

Autor:	William G. Hardin, Ali M. Parhizgari, Catalina Hurwitz
Rok vydání:	2020
Předmět:	Hardware_MEMORYSTRUCTURES Realized variance Real estate investment trust Economics Econometrics and Finance (miscellaneous) Data_FILES Econometrics Economics Real estate Volatility (finance) Hardware_REGISTER-TRANSFER-LEVELIMPLEMENTATION
Zdroj:	Journal of Real Estate Research. 42:439-475
ISSN:	2691-1175 0896-5803
DOI:	10.1080/08965803.2020.1844534
Popis:	We examine the impact of the introduction of traditional, non-U.S., real estate exchange traded funds (ETFs) on the realized volatility of real estate ETFs’ component stocks in a global setting. We...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::a3c51b14190e9a464bd47af3a10d9f80 https://doi.org/10.1080/08965803.2020.1844534 Zobrazit plný text záznamu