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Moments and momentum in the returns of securitized real estate: A cross-country study of risk factors driving real estate investment trusts before and during COVID-19

A real estate investment trust (REIT) is a company running a funding pool that allows people to invest in real estate without physical purchase. Since REITs are stock market-traded real estate assets, there is debate as to whether their returns are driven by stock market risk factors. In this regard...

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Detalles Bibliográficos
Autores principales: Zhang, Wendi, Li, Bin, Roca, Eduardo
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10388167/
https://www.ncbi.nlm.nih.gov/pubmed/37529343
http://dx.doi.org/10.1016/j.heliyon.2023.e18476