Volatilities and momentum returns in real estate investment trusts
10.1007/s11146-008-9165-8
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sg-nus-scholar.10635-1246282023-10-26T08:13:08Z Volatilities and momentum returns in real estate investment trusts Hung, S.-Y.K. Glascock, J.L. REAL ESTATE Asymmetric volatility GARCH-in-mean model Idiosyncratic volatility Liquidity risk Momentum trading strategy REITs 10.1007/s11146-008-9165-8 Journal of Real Estate Finance and Economics 41 2 126-149 2016-06-01T10:24:05Z 2016-06-01T10:24:05Z 2010-08 Article Hung, S.-Y.K., Glascock, J.L. (2010-08). Volatilities and momentum returns in real estate investment trusts. Journal of Real Estate Finance and Economics 41 (2) : 126-149. ScholarBank@NUS Repository. https://doi.org/10.1007/s11146-008-9165-8 08955638 http://scholarbank.nus.edu.sg/handle/10635/124628 000280074400002 Scopus |
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National University of Singapore |
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NUS Library |
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Asia |
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Singapore Singapore |
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NUS Library |
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ScholarBank@NUS |
| topic |
Asymmetric volatility GARCH-in-mean model Idiosyncratic volatility Liquidity risk Momentum trading strategy REITs |
| spellingShingle |
Asymmetric volatility GARCH-in-mean model Idiosyncratic volatility Liquidity risk Momentum trading strategy REITs Hung, S.-Y.K. Glascock, J.L. Volatilities and momentum returns in real estate investment trusts |
| description |
10.1007/s11146-008-9165-8 |
| author2 |
REAL ESTATE |
| author_facet |
REAL ESTATE Hung, S.-Y.K. Glascock, J.L. |
| format |
Article |
| author |
Hung, S.-Y.K. Glascock, J.L. |
| author_sort |
Hung, S.-Y.K. |
| title |
Volatilities and momentum returns in real estate investment trusts |
| title_short |
Volatilities and momentum returns in real estate investment trusts |
| title_full |
Volatilities and momentum returns in real estate investment trusts |
| title_fullStr |
Volatilities and momentum returns in real estate investment trusts |
| title_full_unstemmed |
Volatilities and momentum returns in real estate investment trusts |
| title_sort |
volatilities and momentum returns in real estate investment trusts |
| publishDate |
2016 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/124628 |
| _version_ |
1781789890959114240 |