The Long-Run Dynamics between Direct and Securitized Real Estate
By Elias Oikarinen, Martin Hoesli, Camilo Serrano. 2011
114 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/e5d8ef1b43e6ffddb1fdafbc1566fc6616a24432
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Citations in the corpus
- Are REITs Real Estate? Evidence from International Sector Level Data (2012, unknown): “However, it has also been established that over long horizons, the linkages between indirect and direct real estate are substantially stronger than suggested by the simple contemporaneous correlation figures (Giliberto, 1990; Geltner and Kluger, 1998; Oikarinen, Hoesli and Serrano, 2011).”
- Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets (2011, unknown): “Other studies have documented that real estate securities have a strong relationship with the direct real estate market only in the case where a long-run analysis is realized (Geltner and Kluger 1998; Oikarinen et al. 2011).”
- Returns and Information Transmission Dynamics in Public and Private Real Estate Markets (2015, background): “…adjusted returns as we do in our second section (e.g., Pagliari, Scherer and Monopoli 2005, Riddiough et al. 2005) or perform conditional analyses using unadjusted returns and/or few or no asset pricing controls (Morawski et al. 2008, Li et al. 2009, Oikarinen et al. 2011, Yunus et al. 2012).”