Concepedia

Reit Return Predictability

REIT Return Predictability is an academic construct within financial econometrics that denotes the extent to which future returns of Real Estate Investment Trusts can be systematically forecasted using historical data, firm-specific variables, macroeconomic indicators, or market-based signals, distinguishing it from unpredictable random-walk-driven return movements.

99

Publications

4.6K

Citations

200

Authors

153

Institutions

Publications per year

2017–2026

21

Parents

Publications

99

Further Evidence on the Integration of REIT, Bond, and Stock Returns

John L. Glascock, Chiuling Lu, Raymond W. So · The Journal of Real Estate Finance and Economics · 2000 · 323 citations

, , +14

The predictability of returns on equity REITs and their co-movement with other assets

CrockerH. Liu, Jianping Mei · The Journal of Real Estate Finance and Economics · 1992 · 289 citations

, , +14

Price Discovery in American and British Property Markets

Richard Barkham, David Geltner · Real Estate Economics · 1995 · 288 citations

, , +17

Herding behavior in REITs: Novel tests and the role of financial crisis

Fotini Economou, Vassilios Babalos, Alexandros Kostakis · International Review of Financial Analysis · 2013 · 162 citations

, , +14

Portfolio greenness and the financial performance of REITs

Piet Eichholtz, Nils Kok, Erkan Yönder · Journal of International Money and Finance · 2012 · 158 citations

, , +12

1–5 of 99

Authors

200

  1. DC
    David C. Ling

    University of Florida, United States

    5 publications · 222 citations

    5

    h-index

  2. JL
    John L. Glascock

    University of Connecticut, United States

    4 publications · 159 citations

    4

    h-index

  3. JZ
    Jian Zhou

    Central South University, China

    4 publications · 254 citations

    4

    h-index

  4. RG
    Rangan Gupta

    University of Pretoria, South Africa

    4 publications · 144 citations

    4

    h-index

  5. AN
    Andy Naranjo

    University of Florida, United States

    3 publications · 172 citations

    3

    h-index

1–5 of 200

Institutions

153

  1. National University of Singapore

    Singapore, Singapore

    5 h-index

    7 publications

    247 citations

  2. Hong Kong Polytechnic University

    Hong Kong, Hong Kong

    5 h-index

    9 publications

    260 citations

  3. University of Florida

    Gainesville, United States

    5 h-index

    10 publications

    510 citations

  4. Florida State University

    Tallahassee, United States

    4 h-index

    5 publications

    131 citations

  5. University of Pretoria

    Pretoria, South Africa

    4 h-index

    7 publications

    238 citations

  6. University of Guelph

    Guelph, Canada

    4 h-index

    4 publications

    254 citations

  7. The University of Adelaide

    Adelaide, Australia

    3 h-index

    4 publications

    59 citations

  8. University College Dublin

    Dublin, Ireland

    3 h-index

    3 publications

    160 citations

1–8 of 153

Venues

  1. The Journal of Real Estate Finance and Economics

    33 publications · 1.8K citations

    24

    h-index

  2. Journal of Real Estate Research

    JRER · 8 publications · 548 citations

    8

    h-index

  3. SSRN Electronic Journal

    Repository · 6 publications · 92 citations

    6

    h-index

  4. Real Estate Economics

    5 publications · 403 citations

    5

    h-index

  5. Economic Modelling

    3 publications · 40 citations

    3

    h-index

1–5