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REITs, Mutual Funds, Performance Evaluation
REIT returns, property returns, real estate factor, UPREITs, portfolio management, REIT asset pricing, REIT regulations
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: REEC.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
REIT returns, REIT regulations, property returns, UPREITs, portfolio management, dealer rule
Dividend Pricing Models, Excess Volatility, Cash Flows, Vector Autoregression, Real Estate Investment Trusts
Real Estate Invstment Trusts, Market Timing, Filter Rules, Institutional Constraints
Real Estate Investment Trusts, Dealer Rule, Trading Constraints, Market Timing, UPREITs
Thinly traded assets, asset pricing, panel vector autoregression, commercial real estate
Competitive Capital Markets, Decision Making, Investment Management, Commercial Real Estate
limited attention, mutual funds, sector funds, fund flows, investor behavior.
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