𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The Predictability of Equity REIT Returns: Time Variation and Economic Significance

✍ Scribed by David C. Ling; Andy Naranjo; Michael D. Ryngaert

Book ID
110255106
Publisher
Springer US
Year
2000
Tongue
English
Weight
115 KB
Volume
20
Category
Article
ISSN
0895-5638

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

International equity flows and the predi
International equity flows and the predictability of US stock returns
✍ Daniel Hartmann; Christian Pierdzioch πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 136 KB

## Abstract We examined the link between international equity flows and US stock returns. Based on the results of tests of in‐sample and out‐of‐sample predictability of stock returns, we found evidence of a strong positive (negative) link between international equity flows and contemporaneous (one‐

Time variation in the tail behavior of B
Time variation in the tail behavior of Bund future returns
✍ Thomas Werner; Christian Upper πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 140 KB

## Abstract The literature on the tail behavior of asset prices focuses mainly on the foreign exchange and stock markets, with only a few articles dealing with bonds or bond futures. The present article addresses this omission. It focuses on three questions using extreme value analysis: (a) Does th